Class FraTemplate.Builder

    • Method Detail

      • set

        public FraTemplate.Builder set​(java.lang.String propertyName,
                                       java.lang.Object newValue)
      • periodToStart

        public FraTemplate.Builder periodToStart​(java.time.Period periodToStart)
        Sets the period between the spot value date and the start date.

        In a FRA described as '2 x 5', the period to the start date is 2 months.

        Parameters:
        periodToStart - the new value, not null
        Returns:
        this, for chaining, not null
      • periodToEnd

        public FraTemplate.Builder periodToEnd​(java.time.Period periodToEnd)
        Sets the period between the spot value date and the end date.

        In a FRA described as '2 x 5', the period to the end date is 5 months. The difference between the start date and the end date typically matches the tenor of the index, however this is not validated.

        When building, this will default to the period to start plus the tenor of the index if not specified.

        Parameters:
        periodToEnd - the new value, not null
        Returns:
        this, for chaining, not null
      • convention

        public FraTemplate.Builder convention​(FraConvention convention)
        Sets the underlying FRA convention.

        This specifies the market convention of the FRA to be created.

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