Package com.opengamma.strata.market.curve.node

Class OvernightFutureCurveNode.Builder

java.lang.Object

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

com.opengamma.strata.market.curve.node.OvernightFutureCurveNode.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<OvernightFutureCurveNode>

Enclosing class:

OvernightFutureCurveNode

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

The bean-builder for OvernightFutureCurveNode.

Method Summary

Modifier and Type	Method	Description
OvernightFutureCurveNode.Builder	additionalSpread(double additionalSpread)	Sets the additional spread added to the price.
OvernightFutureCurveNode	build()
OvernightFutureCurveNode.Builder	date(CurveNodeDate date)	Sets the method by which the date of the node is calculated, defaulted to 'End'.
OvernightFutureCurveNode.Builder	dateOrder(CurveNodeDateOrder dateOrder)	Sets the date order rules, used to ensure that the dates in the curve are in order.
Object	get(String propertyName)
OvernightFutureCurveNode.Builder	label(String label)	Sets the label to use for the node, may be empty.
OvernightFutureCurveNode.Builder	rateId(QuoteId rateId)	Sets the identifier of the market data value which provides the price.
OvernightFutureCurveNode.Builder	set(String propertyName, Object newValue)
OvernightFutureCurveNode.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
OvernightFutureCurveNode.Builder	template(OvernightFutureTemplate template)	Sets the template for the Overnight Futures associated with this node.
String	toString()

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<OvernightFutureCurveNode>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public OvernightFutureCurveNode build()

template

public OvernightFutureCurveNode.Builder template(OvernightFutureTemplate template)

Sets the template for the Overnight Futures associated with this node. The contract specification of the future.

Parameters:

template - the new value, not null

Returns:

this, for chaining, not null

rateId

public OvernightFutureCurveNode.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 OvernightFutureCurveNode.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 OvernightFutureCurveNode.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 OvernightFutureCurveNode.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

dateOrder

public OvernightFutureCurveNode.Builder dateOrder(CurveNodeDateOrder dateOrder)

Sets the date order rules, used to ensure that the dates in the curve are in order. If not specified, this will default to CurveNodeDateOrder.DEFAULT.

Parameters:

dateOrder - 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<OvernightFutureCurveNode>