Class DsfSecurity.Builder

    • Method Detail

      • set

        public DsfSecurity.Builder set​(java.lang.String propertyName,
                                       java.lang.Object newValue)
      • info

        public DsfSecurity.Builder info​(SecurityInfo info)
        Sets the standard security information.

        This includes the security identifier.

        Parameters:
        info - the new value, not null
        Returns:
        this, for chaining, not null
      • notional

        public DsfSecurity.Builder notional​(double notional)
        Sets the notional.

        This is also called face value or contract value.

        Parameters:
        notional - the new value
        Returns:
        this, for chaining, not null
      • lastTradeDate

        public DsfSecurity.Builder lastTradeDate​(java.time.LocalDate lastTradeDate)
        Sets the last date of trading.

        This date must be before the delivery date of the underlying swap.

        Parameters:
        lastTradeDate - the new value, not null
        Returns:
        this, for chaining, not null
      • underlyingSwap

        public DsfSecurity.Builder underlyingSwap​(Swap underlyingSwap)
        Sets the underlying swap.

        The delivery date of the future is the start date of the swap. The swap must be a single currency swap with a notional of 1. There must be two legs, the fixed leg must be received and the floating rate must be paid.

        Parameters:
        underlyingSwap - the new value, not null
        Returns:
        this, for chaining, not null