Class IborFutureCurveNode.Builder

  • All Implemented Interfaces:
    org.joda.beans.BeanBuilder<IborFutureCurveNode>
    Enclosing class:
    IborFutureCurveNode

    public static final class IborFutureCurveNode.Builder
    extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFutureCurveNode>
    The bean-builder for IborFutureCurveNode.
    • Method Detail

      • template

        public IborFutureCurveNode.Builder template​(IborFutureTemplate template)
        Sets the template for the Ibor Futures associated with this node.
        Parameters:
        template - the new value, not null
        Returns:
        this, for chaining, not null
      • rateId

        public IborFutureCurveNode.Builder rateId​(QuoteId rateId)
        Sets the identifier of the market data value which provides the price.
        Parameters:
        rateId - the new value, not null
        Returns:
        this, for chaining, not null
      • additionalSpread

        public IborFutureCurveNode.Builder additionalSpread​(double additionalSpread)
        Sets the additional spread added to the price. This amount is directly added to the price, where 0.993 represents a 0.7% rate.
        Parameters:
        additionalSpread - the new value
        Returns:
        this, for chaining, not null
      • label

        public IborFutureCurveNode.Builder label​(String label)
        Sets the label to use for the node, may be empty.

        If empty, a default label will be created when the metadata is built. The default label depends on the valuation date, so cannot be created in the node.

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

        public IborFutureCurveNode.Builder date​(CurveNodeDate date)
        Sets the method by which the date of the node is calculated, defaulted to 'End'.
        Parameters:
        date - the new value
        Returns:
        this, for chaining, not null
      • toString

        public String toString()
        Overrides:
        toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFutureCurveNode>