Class ResolvedIborFuture.Builder

    • Method Detail

      • securityId

        public ResolvedIborFuture.Builder securityId​(SecurityId securityId)
        Sets the security identifier.

        This identifier uniquely identifies the security within the system.

        Parameters:
        securityId - the new value, not null
        Returns:
        this, for chaining, not null
      • currency

        public ResolvedIborFuture.Builder currency​(Currency currency)
        Sets the currency that the future is traded in.
        Parameters:
        currency - the new value, not null
        Returns:
        this, for chaining, not null
      • notional

        public ResolvedIborFuture.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 is specified by currency.

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

        public ResolvedIborFuture.Builder accrualFactor​(double accrualFactor)
        Sets the accrual factor, defaulted from the index if not set.

        This is the year fraction of the contract, typically 0.25 for a 3 month deposit.

        When building, this will default to the number of months in the index divided by 12 if not specified. However, if the index is not month-based, no defaulting will occur.

        Parameters:
        accrualFactor - the new value
        Returns:
        this, for chaining, not null
      • iborRate

        public ResolvedIborFuture.Builder iborRate​(IborRateComputation iborRate)
        Sets the Ibor rate observation.

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

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

        public ResolvedIborFuture.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