Class ResolvedIborCapFloorLeg.Builder

    • Method Detail

      • payReceive

        public ResolvedIborCapFloorLeg.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.

        The value of this flag should match the signs of the payment period notionals.

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

        public ResolvedIborCapFloorLeg.Builder capletFloorletPeriods​(List<IborCapletFloorletPeriod> capletFloorletPeriods)
        Sets the periodic payments based on the successive observed values of an Ibor index.

        Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.

        Parameters:
        capletFloorletPeriods - the new value, not empty
        Returns:
        this, for chaining, not null
      • capletFloorletPeriods

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