Class ResolvedSwapLeg.Builder

    • Method Detail

      • type

        public ResolvedSwapLeg.Builder type​(SwapLegType type)
        Sets the type of the leg, such as Fixed or Ibor.

        This provides a high level categorization of the swap leg.

        Parameters:
        type - the new value, not null
        Returns:
        this, for chaining, not null
      • payReceive

        public ResolvedSwapLeg.Builder payReceive​(PayReceive payReceive)
        Sets whether the leg is pay or receive.

        A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative interest rates can result in a payment in the opposite direction to that implied by this indicator.

        The value of this flag should match the signs of the payment period notionals.

        Parameters:
        payReceive - the new value, not null
        Returns:
        this, for chaining, not null
      • paymentPeriods

        public ResolvedSwapLeg.Builder paymentPeriods​(java.util.List<? extends SwapPaymentPeriod> paymentPeriods)
        Sets the payment periods that combine to form the swap leg.

        Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.

        The start date and end date of the leg are determined from the first and last period. As such, the periods should be sorted.

        Parameters:
        paymentPeriods - the new value, not empty
        Returns:
        this, for chaining, not null
      • paymentPeriods

        public ResolvedSwapLeg.Builder paymentPeriods​(SwapPaymentPeriod... paymentPeriods)
        Sets the paymentPeriods property in the builder from an array of objects.
        Parameters:
        paymentPeriods - the new value, not empty
        Returns:
        this, for chaining, not null
      • paymentEvents

        public ResolvedSwapLeg.Builder paymentEvents​(java.util.List<? extends SwapPaymentEvent> paymentEvents)
        Sets the payment events that are associated with the swap leg.

        Payment events include notional exchange and fees.

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

        public ResolvedSwapLeg.Builder paymentEvents​(SwapPaymentEvent... paymentEvents)
        Sets the paymentEvents property in the builder from an array of objects.
        Parameters:
        paymentEvents - the new value, not null
        Returns:
        this, for chaining, not null