Class FxNdf.Builder

    • Method Detail

      • set

        public FxNdf.Builder set​(java.lang.String propertyName,
                                 java.lang.Object newValue)
      • build

        public FxNdf build()
      • settlementCurrencyNotional

        public FxNdf.Builder settlementCurrencyNotional​(CurrencyAmount settlementCurrencyNotional)
        Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

        The amount is signed. A positive amount indicates the payment is to be received. A negative amount indicates the payment is to be paid.

        This must be specified in one of the two currencies of the forward.

        Parameters:
        settlementCurrencyNotional - the new value, not null
        Returns:
        this, for chaining, not null
      • agreedFxRate

        public FxNdf.Builder agreedFxRate​(FxRate agreedFxRate)
        Sets the FX rate agreed for the value date at the inception of the trade.

        The settlement amount is based on the difference between this rate and the rate observed on the fixing date using the index.

        The forward is between the two currencies defined by the rate.

        Parameters:
        agreedFxRate - the new value, not null
        Returns:
        this, for chaining, not null
      • index

        public FxNdf.Builder index​(FxIndex index)
        Sets the index defining the FX rate to observe on the fixing date.

        The index is used to settle the trade by providing the actual FX rate on the fixing date. The value of the trade is based on the difference between the actual rate and the agreed rate.

        The forward is between the two currencies defined by the index.

        Parameters:
        index - the new value, not null
        Returns:
        this, for chaining, not null
      • paymentDate

        public FxNdf.Builder paymentDate​(java.time.LocalDate paymentDate)
        Sets the date that the forward settles.

        On this date, the settlement amount will be exchanged. This date should be a valid business day.

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