Class ResolvedDsf.Builder

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

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

      • get

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

        public ResolvedDsf.Builder set​(org.joda.beans.MetaProperty<?> property,
                                       Object value)
        Specified by:
        set in interface org.joda.beans.BeanBuilder<ResolvedDsf>
        Overrides:
        set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedDsf>
      • securityId

        public ResolvedDsf.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
      • notional

        public ResolvedDsf.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
      • deliveryDate

        public ResolvedDsf.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
      • lastTradeDate

        public ResolvedDsf.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
      • underlyingSwap

        public ResolvedDsf.Builder underlyingSwap​(ResolvedSwap 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
      • toString

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