Package com.opengamma.strata.product.bond

Class ResolvedFixedCouponBond.Builder

    • Method Detail

      • securityId

        public ResolvedFixedCouponBond.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 ResolvedFixedCouponBond.Builder nominalPayment​(Payment 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 ResolvedFixedCouponBond.Builder periodicPayments​(List<FixedCouponBondPaymentPeriod> 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

      • periodicPayments

        public ResolvedFixedCouponBond.Builder periodicPayments​(FixedCouponBondPaymentPeriod... periodicPayments)
        Sets the periodicPayments property in the builder from an array of objects.
        Parameters:
        periodicPayments - the new value, not null
        Returns:
        this, for chaining, not null

      • frequency

        public ResolvedFixedCouponBond.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 ResolvedFixedCouponBond.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

      • fixedRate

        public ResolvedFixedCouponBond.Builder fixedRate​(double fixedRate)
        Sets the fixed coupon rate.

        The periodic payments are based on this fixed coupon rate.

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

      • dayCount

        public ResolvedFixedCouponBond.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 fixed bond, the day count convention is used to compute accrued interest.

        Note that the year fraction of a coupon payment is computed based on the unadjusted dates in the schedule.

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

      • yieldConvention

        public ResolvedFixedCouponBond.Builder yieldConvention​(FixedCouponBondYieldConvention yieldConvention)
        Sets yield convention.

        The convention defines how to convert from yield to price and inversely.

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

      • legalEntityId

        public ResolvedFixedCouponBond.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 ResolvedFixedCouponBond.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.

        It is usually one business day for US treasuries and UK Gilts and three days for Euroland government bonds.

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