Class FixedRateCalculation.Builder

    • Method Detail

      • dayCount

        public FixedRateCalculation.Builder dayCount​(DayCount dayCount)
        Sets the day count convention.

        This is used to convert schedule period dates to a numerical value.

        Parameters:
        dayCount - the new value, not null
        Returns:
        this, for chaining, not null
      • rate

        public FixedRateCalculation.Builder rate​(ValueSchedule rate)
        Sets the interest rate to be paid. A 5% rate will be expressed as 0.05.

        This defines the rate as an initial amount and a list of adjustments. The rate is only permitted to change at accrual period boundaries.

        Parameters:
        rate - the new value, not null
        Returns:
        this, for chaining, not null
      • initialStub

        public FixedRateCalculation.Builder initialStub​(FixedRateStubCalculation initialStub)
        Sets the initial stub, optional.

        The initial stub of a swap may have a different rate from the regular accrual periods. This property allows the stub rate to be specified, either as a known amount or a rate. If this property is not present, then the rate derived from the rate property applies during the stub. If this property is present and there is no initial stub, it is ignored.

        Parameters:
        initialStub - the new value
        Returns:
        this, for chaining, not null
      • finalStub

        public FixedRateCalculation.Builder finalStub​(FixedRateStubCalculation finalStub)
        Sets the final stub, optional.

        The final stub of a swap may have a different rate from the regular accrual periods. This property allows the stub rate to be specified, either as a known amount or a rate. If this property is not present, then the rate derived from the rate property applies during the stub. If this property is present and there is no initial stub, it is ignored.

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