Package com.opengamma.strata.product.fx

Class ResolvedFxNdf.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>

com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedFxNdf>

Enclosing class:

ResolvedFxNdf

public static final class ResolvedFxNdf.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>

The bean-builder for ResolvedFxNdf.

Method Summary

Modifier and Type	Method	Description
ResolvedFxNdf.Builder	agreedFxRate(FxRate agreedFxRate)	Sets the FX rate agreed for the value date at the inception of the trade.
ResolvedFxNdf	build()
Object	get(String propertyName)
ResolvedFxNdf.Builder	observation(FxIndexObservation observation)	Sets the FX index observation.
ResolvedFxNdf.Builder	paymentDate(LocalDate paymentDate)	Sets the date that the forward settles.
ResolvedFxNdf.Builder	set(String propertyName, Object newValue)
ResolvedFxNdf.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedFxNdf.Builder	settlementCurrencyNotional(CurrencyAmount settlementCurrencyNotional)	Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
String	toString()

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<ResolvedFxNdf>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>

set

public ResolvedFxNdf.Builder set(String propertyName,
                                 Object newValue)

set

public ResolvedFxNdf.Builder set(org.joda.beans.MetaProperty<?> property,
                                 Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<ResolvedFxNdf>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ResolvedFxNdf>

build

public ResolvedFxNdf build()

settlementCurrencyNotional

public ResolvedFxNdf.Builder settlementCurrencyNotional(CurrencyAmount settlementCurrencyNotional)

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

The amount is signed. A positive amount indicates the payment is to be received. A negative amount indicates the payment is to be paid.

This must be specified in one of the two currencies of the forward.

Parameters:

settlementCurrencyNotional - the new value, not null

Returns:

this, for chaining, not null

agreedFxRate

public ResolvedFxNdf.Builder agreedFxRate(FxRate agreedFxRate)

Sets the FX rate agreed for the value date at the inception of the trade.

The settlement amount is based on the difference between this rate and the rate observed on the fixing date using the index.

The forward is between the two currencies defined by the rate.

Parameters:

agreedFxRate - the new value, not null

Returns:

this, for chaining, not null

observation

public ResolvedFxNdf.Builder observation(FxIndexObservation observation)

Sets the FX index observation.

This defines the observation of the index used to settle the trade. The value of the trade is based on the difference between the actual rate and the agreed rate.

An FX index is a daily rate of exchange between two currencies. Note that the order of the currencies in the index does not matter, as the conversion direction is fully defined by the currency of the reference amount.

Parameters:

observation - the new value, not null

Returns:

this, for chaining, not null

paymentDate

public ResolvedFxNdf.Builder paymentDate(LocalDate paymentDate)

Sets the date that the forward settles.

On this date, the settlement amount will be exchanged. This date should be a valid business day.

Parameters:

paymentDate - 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<ResolvedFxNdf>