Class IborCapFloorLeg.Builder

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

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

      • get

        public Object get​(String propertyName)
        Specified by:
        get in interface org.joda.beans.BeanBuilder<IborCapFloorLeg>
        Overrides:
        get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborCapFloorLeg>
      • payReceive

        public IborCapFloorLeg.Builder payReceive​(PayReceive payReceive)
        Sets whether the leg is pay or receive.

        A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty.

        Parameters:
        payReceive - the new value, not null
        Returns:
        this, for chaining, not null
      • paymentSchedule

        public IborCapFloorLeg.Builder paymentSchedule​(PeriodicSchedule paymentSchedule)
        Sets the periodic payment schedule.

        This is used to define the periodic payment periods. These are used directly or indirectly to determine other dates in the leg.

        Parameters:
        paymentSchedule - the new value, not null
        Returns:
        this, for chaining, not null
      • paymentDateOffset

        public IborCapFloorLeg.Builder paymentDateOffset​(DaysAdjustment paymentDateOffset)
        Sets the offset of payment from the base calculation period date, defaulted to 'None'.

        The offset is applied to the adjusted end date of each payment period. Offset can be based on calendar days or business days.

        Parameters:
        paymentDateOffset - the new value, not null
        Returns:
        this, for chaining, not null
      • currency

        public IborCapFloorLeg.Builder currency​(Currency currency)
        Sets the currency of the leg associated with the notional.

        This is the currency of the leg and the currency that payoff calculation is made in. The amounts of the notional are expressed in terms of this currency.

        Parameters:
        currency - the new value, not null
        Returns:
        this, for chaining, not null
      • notional

        public IborCapFloorLeg.Builder notional​(ValueSchedule notional)
        Sets the notional amount, must be non-negative.

        The notional amount applicable during the period. The currency of the notional is specified by currency.

        Parameters:
        notional - the new value, not null
        Returns:
        this, for chaining, not null
      • calculation

        public IborCapFloorLeg.Builder calculation​(IborRateCalculation calculation)
        Sets the interest rate accrual calculation.

        The interest rate accrual is based on Ibor index.

        Parameters:
        calculation - the new value, not null
        Returns:
        this, for chaining, not null
      • capSchedule

        public IborCapFloorLeg.Builder capSchedule​(ValueSchedule capSchedule)
        Sets the cap schedule, optional.

        This defines the strike value of a cap as an initial value and a list of adjustments. Thus individual caplets may have different strike values. The cap rate is only allowed to change at payment period boundaries.

        If the product is not a cap, the cap schedule will be absent.

        Parameters:
        capSchedule - the new value
        Returns:
        this, for chaining, not null
      • floorSchedule

        public IborCapFloorLeg.Builder floorSchedule​(ValueSchedule floorSchedule)
        Sets the floor schedule, optional.

        This defines the strike value of a floor as an initial value and a list of adjustments. Thus individual floorlets may have different strike values. The floor rate is only allowed to change at payment period boundaries.

        If the product is not a floor, the floor schedule will be absent.

        Parameters:
        floorSchedule - the new value
        Returns:
        this, for chaining, not null
      • toString

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