Class IborFutureSecurity.Builder

    • Method Detail

      • info

        public IborFutureSecurity.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 IborFutureSecurity.Builder notional​(double notional)
        Sets the notional amount.

        This is the full notional of the deposit, such as 1 million dollars. The notional expressed here must be positive. The currency of the notional the same as the currency of the index.

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

        public IborFutureSecurity.Builder lastTradeDate​(java.time.LocalDate lastTradeDate)
        Sets the last date of trading. This date is also the fixing date for the Ibor index. This is typically 2 business days before the IMM date (3rd Wednesday of the month).
        Parameters:
        lastTradeDate - the new value, not null
        Returns:
        this, for chaining, not null
      • index

        public IborFutureSecurity.Builder index​(IborIndex index)
        Sets the underlying Ibor index.

        The future is based on this index. It will be a well known market index such as 'USD-LIBOR-3M'.

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

        public IborFutureSecurity.Builder rounding​(Rounding rounding)
        Sets the definition of how to round the futures price, defaulted to no rounding.

        The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form. For example, the common market price of 99.7125 for a 0.2875% rate is represented as 0.997125 which has 6 decimal places.

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