Class ImmutableIborIborSwapConvention.Builder
- java.lang.Object
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- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIborSwapConvention>
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- com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
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- All Implemented Interfaces:
org.joda.beans.BeanBuilder<ImmutableIborIborSwapConvention>
- Enclosing class:
- ImmutableIborIborSwapConvention
public static final class ImmutableIborIborSwapConvention.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIborSwapConvention>
The bean-builder forImmutableIborIborSwapConvention
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ImmutableIborIborSwapConvention
build()
ImmutableIborIborSwapConvention.Builder
flatLeg(IborRateSwapLegConvention flatLeg)
Sets the market convention of the floating leg that does not have the spread applied.Object
get(String propertyName)
ImmutableIborIborSwapConvention.Builder
name(String name)
Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.ImmutableIborIborSwapConvention.Builder
set(String propertyName, Object newValue)
ImmutableIborIborSwapConvention.Builder
set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableIborIborSwapConvention.Builder
spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.ImmutableIborIborSwapConvention.Builder
spreadLeg(IborRateSwapLegConvention spreadLeg)
Sets the market convention of the floating leg that has the spread applied.String
toString()
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Method Detail
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get
public Object get(String propertyName)
- Specified by:
get
in interfaceorg.joda.beans.BeanBuilder<ImmutableIborIborSwapConvention>
- Overrides:
get
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIborSwapConvention>
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set
public ImmutableIborIborSwapConvention.Builder set(String propertyName, Object newValue)
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set
public ImmutableIborIborSwapConvention.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
- Specified by:
set
in interfaceorg.joda.beans.BeanBuilder<ImmutableIborIborSwapConvention>
- Overrides:
set
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIborSwapConvention>
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build
public ImmutableIborIborSwapConvention build()
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name
public ImmutableIborIborSwapConvention.Builder name(String name)
Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.- Parameters:
name
- the new value, not null- Returns:
- this, for chaining, not null
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spreadLeg
public ImmutableIborIborSwapConvention.Builder spreadLeg(IborRateSwapLegConvention spreadLeg)
Sets the market convention of the floating leg that has the spread applied.The spread is the market price of the instrument. It is added to the observed interest rate.
- Parameters:
spreadLeg
- the new value, not null- Returns:
- this, for chaining, not null
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flatLeg
public ImmutableIborIborSwapConvention.Builder flatLeg(IborRateSwapLegConvention flatLeg)
Sets the market convention of the floating leg that does not have the spread applied.- Parameters:
flatLeg
- the new value, not null- Returns:
- this, for chaining, not null
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spotDateOffset
public ImmutableIborIborSwapConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
- Parameters:
spotDateOffset
- the new value, not null- Returns:
- this, for chaining, not null
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toString
public String toString()
- Overrides:
toString
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIborSwapConvention>
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