Package com.opengamma.strata.product.dsf
Class Dsf.Builder
- java.lang.Object
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- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<Dsf>
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- com.opengamma.strata.product.dsf.Dsf.Builder
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Dsf
build()
Dsf.Builder
deliveryDate(LocalDate deliveryDate)
Sets the delivery date.Object
get(String propertyName)
Dsf.Builder
lastTradeDate(LocalDate lastTradeDate)
Sets the last date of trading.Dsf.Builder
notional(double notional)
Sets the notional of the futures.Dsf.Builder
securityId(SecurityId securityId)
Sets the security identifier.Dsf.Builder
set(String propertyName, Object newValue)
Dsf.Builder
set(org.joda.beans.MetaProperty<?> property, Object value)
String
toString()
Dsf.Builder
underlyingSwap(Swap underlyingSwap)
Sets the underlying swap.
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Method Detail
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set
public Dsf.Builder set(String propertyName, Object newValue)
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set
public Dsf.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
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build
public Dsf build()
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securityId
public Dsf.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
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notional
public Dsf.Builder notional(double notional)
Sets the notional of the futures.This is also called face value or contract value.
- Parameters:
notional
- the new value- Returns:
- this, for chaining, not null
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lastTradeDate
public Dsf.Builder lastTradeDate(LocalDate lastTradeDate)
Sets the last date of trading.This date must be before the delivery date of the underlying swap.
- Parameters:
lastTradeDate
- the new value, not null- Returns:
- this, for chaining, not null
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deliveryDate
public Dsf.Builder deliveryDate(LocalDate deliveryDate)
Sets the delivery date.The underlying swap is delivered on this date.
- Parameters:
deliveryDate
- the new value, not null- Returns:
- this, for chaining, not null
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underlyingSwap
public Dsf.Builder underlyingSwap(Swap underlyingSwap)
Sets the underlying swap.The delivery date of the future is typically the first accrual date of the underlying swap. The swap should be a receiver swap of notional 1.
- Parameters:
underlyingSwap
- the new value, not null- Returns:
- this, for chaining, not null
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