Class IborFutureTrade.Builder

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

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

      • get

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

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

        public IborFutureTrade.Builder info​(TradeInfo info)
        Sets the additional trade information, defaulted to an empty instance.

        This allows additional information to be attached to the trade. The trade date is required when calling IborFutureTrade.resolve(ReferenceData).

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

        public IborFutureTrade.Builder product​(IborFuture product)
        Sets the future that was traded.

        The product captures the contracted financial details of the trade.

        Parameters:
        product - the new value, not null
        Returns:
        this, for chaining, not null
      • quantity

        public IborFutureTrade.Builder quantity​(double quantity)
        Sets the quantity that was traded.

        This is the number of contracts that were traded. This will be positive if buying and negative if selling.

        Parameters:
        quantity - the new value
        Returns:
        this, for chaining, not null
      • price

        public IborFutureTrade.Builder price​(double price)
        Sets the price that was traded, in decimal form.

        This is the price agreed when the trade occurred.

        Strata uses decimal prices for Ibor futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

        Parameters:
        price - the new value
        Returns:
        this, for chaining, not null
      • toString

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