Package com.opengamma.strata.product.bond

Class ResolvedCapitalIndexedBond.Builder

    • Method Detail

      • securityId

        public ResolvedCapitalIndexedBond.Builder securityId​(SecurityId securityId)
        Sets the security identifier.

        This identifier uniquely identifies the security within the system.

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

      • nominalPayment

        public ResolvedCapitalIndexedBond.Builder nominalPayment​(CapitalIndexedBondPaymentPeriod nominalPayment)
        Sets the nominal payment of the product.

        The payment date of the nominal payment agrees with the final coupon payment date of the periodic payments.

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

      • periodicPayments

        public ResolvedCapitalIndexedBond.Builder periodicPayments​(List<CapitalIndexedBondPaymentPeriod> periodicPayments)
        Sets the periodic payments of the product.

        Each payment period represents part of the life-time of the product. 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:
        periodicPayments - the new value, not null
        Returns:
        this, for chaining, not null

      • frequency

        public ResolvedCapitalIndexedBond.Builder frequency​(Frequency frequency)
        Sets the frequency of the bond payments.

        This must match the frequency used to generate the payment schedule.

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

      • rollConvention

        public ResolvedCapitalIndexedBond.Builder rollConvention​(RollConvention rollConvention)
        Sets the roll convention of the bond payments.

        This must match the convention used to generate the payment schedule.

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

      • dayCount

        public ResolvedCapitalIndexedBond.Builder dayCount​(DayCount dayCount)
        Sets the day count convention applicable.

        The conversion from dates to a numerical value is made based on this day count. For the inflation-indexed bond, the day count convention is used to compute accrued interest.

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

      • legalEntityId

        public ResolvedCapitalIndexedBond.Builder legalEntityId​(LegalEntityId legalEntityId)
        Sets the legal entity identifier.

        This identifier is used for the legal entity that issues the bond.

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

      • settlementDateOffset

        public ResolvedCapitalIndexedBond.Builder settlementDateOffset​(DaysAdjustment settlementDateOffset)
        Sets the number of days between valuation date and settlement date.

        This is used to compute clean price. The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.

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

      • rateCalculation

        public ResolvedCapitalIndexedBond.Builder rateCalculation​(InflationRateCalculation rateCalculation)
        Sets the inflation rate calculation.

        The reference index is interpolated index or monthly index. Real coupons are represented by gearing in the calculation. The price index value at the start of the bond is represented by firstIndexValue in the calculation.

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