Class ResolvedFxNdf.Builder

  • All Implemented Interfaces:
    org.joda.beans.BeanBuilder<ResolvedFxNdf>
    Enclosing class:
    ResolvedFxNdf

    public static final class ResolvedFxNdf.Builder
    extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>
    The bean-builder for ResolvedFxNdf.
    • Method Detail

      • get

        public java.lang.Object get​(java.lang.String propertyName)
        Specified by:
        get in interface org.joda.beans.BeanBuilder<ResolvedFxNdf>
        Overrides:
        get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>
      • set

        public ResolvedFxNdf.Builder set​(org.joda.beans.MetaProperty<?> property,
                                         java.lang.Object value)
        Specified by:
        set in interface org.joda.beans.BeanBuilder<ResolvedFxNdf>
        Overrides:
        set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>
      • settlementCurrencyNotional

        public ResolvedFxNdf.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 ResolvedFxNdf.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
      • observation

        public ResolvedFxNdf.Builder observation​(FxIndexObservation observation)
        Sets the FX index observation.

        This defines the observation of the index used to settle the trade. The value of the trade is based on the difference between the actual rate and the agreed rate.

        An FX index is a daily rate of exchange between two currencies. Note that the order of the currencies in the index does not matter, as the conversion direction is fully defined by the currency of the reference amount.

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

        public ResolvedFxNdf.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
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>