Package com.opengamma.strata.basics.index

Class OvernightIndexObservation.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<OvernightIndexObservation>

com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<OvernightIndexObservation>

Enclosing class:

OvernightIndexObservation

public static final class OvernightIndexObservation.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<OvernightIndexObservation>

The bean-builder for OvernightIndexObservation.

Method Summary

Modifier and Type	Method	Description
OvernightIndexObservation	build()
OvernightIndexObservation.Builder	effectiveDate(LocalDate effectiveDate)	Sets the effective date of the investment implied by the fixing date.
OvernightIndexObservation.Builder	fixingDate(LocalDate fixingDate)	Sets the date of the index fixing.
Object	get(String propertyName)
OvernightIndexObservation.Builder	index(OvernightIndex index)	Sets the Overnight index.
OvernightIndexObservation.Builder	maturityDate(LocalDate maturityDate)	Sets the maturity date of the investment implied by the fixing date.
OvernightIndexObservation.Builder	publicationDate(LocalDate publicationDate)	Sets the date that the rate implied by the fixing date is published.
OvernightIndexObservation.Builder	set(String propertyName, Object newValue)
OvernightIndexObservation.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
String	toString()
OvernightIndexObservation.Builder	yearFraction(double yearFraction)	Sets the year fraction of the investment implied by the fixing date.

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<OvernightIndexObservation>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<OvernightIndexObservation>

set

public OvernightIndexObservation.Builder set(String propertyName,
                                             Object newValue)

set

public OvernightIndexObservation.Builder set(org.joda.beans.MetaProperty<?> property,
                                             Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<OvernightIndexObservation>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<OvernightIndexObservation>

build

public OvernightIndexObservation build()

index

public OvernightIndexObservation.Builder index(OvernightIndex index)

Sets the Overnight index.

The rate will be queried from this index.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

fixingDate

public OvernightIndexObservation.Builder fixingDate(LocalDate fixingDate)

Sets the date of the index fixing.

This is an adjusted date with any business day rule applied. Valid business days are defined by RateIndex.getFixingCalendar().

Parameters:

fixingDate - the new value, not null

Returns:

this, for chaining, not null

publicationDate

public OvernightIndexObservation.Builder publicationDate(LocalDate publicationDate)

Sets the date that the rate implied by the fixing date is published.

This is an adjusted date with any business day rule applied. This must be equal to OvernightIndex.calculatePublicationFromFixing(LocalDate, ReferenceData).

Parameters:

publicationDate - the new value, not null

Returns:

this, for chaining, not null

effectiveDate

public OvernightIndexObservation.Builder effectiveDate(LocalDate effectiveDate)

Sets the effective date of the investment implied by the fixing date.

This is an adjusted date with any business day rule applied. This must be equal to OvernightIndex.calculateEffectiveFromFixing(LocalDate, ReferenceData).

Parameters:

effectiveDate - the new value, not null

Returns:

this, for chaining, not null

maturityDate

public OvernightIndexObservation.Builder maturityDate(LocalDate maturityDate)

Sets the maturity date of the investment implied by the fixing date.

This is an adjusted date with any business day rule applied. This must be equal to OvernightIndex.calculateMaturityFromEffective(LocalDate, ReferenceData).

Parameters:

maturityDate - the new value, not null

Returns:

this, for chaining, not null

yearFraction

public OvernightIndexObservation.Builder yearFraction(double yearFraction)

Sets the year fraction of the investment implied by the fixing date.

This is calculated using the day count of the index. It represents the fraction of the year between the effective date and the maturity date. Typically the value will be close to 1 for one year and close to 0.5 for six months.

Parameters:

yearFraction - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<OvernightIndexObservation>