Class IborRateStubCalculation.Builder

    • Method Detail

      • fixedRate

        public IborRateStubCalculation.Builder fixedRate​(java.lang.Double fixedRate)
        Sets the fixed rate to use in the stub. A 5% rate will be expressed as 0.05.

        In certain circumstances two counterparties agree a fixed rate for the stub. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply.

        If the fixed rate is present, then knownAmount, index and indexInterpolated must not be present.

        Parameters:
        fixedRate - the new value
        Returns:
        this, for chaining, not null
      • knownAmount

        public IborRateStubCalculation.Builder knownAmount​(CurrencyAmount knownAmount)
        Sets the known amount to pay/receive for the stub.

        If the known amount is present, then fixedRate, index and indexInterpolated must not be present.

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

        public IborRateStubCalculation.Builder index​(IborIndex index)
        Sets the Ibor index to be used for the stub.

        This will be used throughout the stub unless indexInterpolated is present.

        If the index is present, then fixedRate and knownAmount must not be present.

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

        public IborRateStubCalculation.Builder indexInterpolated​(IborIndex indexInterpolated)
        Sets the second Ibor index to be used for the stub, linearly interpolated.

        This will be used with index to linearly interpolate the rate. This index may be shorter or longer than index, but not the same.

        If the interpolated index is present, then index must also be present, and fixedRate and knownAmount must not be present.

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