Class ImmutableFxSwapConvention.Builder

    • Method Detail

      • currencyPair

        public ImmutableFxSwapConvention.Builder currencyPair​(CurrencyPair currencyPair)
        Sets the currency pair associated with the convention.
        Parameters:
        currencyPair - the new value, not null
        Returns:
        this, for chaining, not null
      • name

        public ImmutableFxSwapConvention.Builder name​(String name)
        Sets the convention name, such as 'EUR/USD', optional with defaulting getter.

        This will default to the name of the currency pair if not specified.

        Parameters:
        name - the new value
        Returns:
        this, for chaining, not null
      • spotDateOffset

        public ImmutableFxSwapConvention.Builder spotDateOffset​(DaysAdjustment spotDateOffset)
        Sets the offset of the spot value date from the trade date.

        The offset is applied to the trade date and is typically plus 2 business days in the joint calendar of the two currencies. The start and end date of the FX swap are relative to the spot date.

        Parameters:
        spotDateOffset - the new value, not null
        Returns:
        this, for chaining, not null
      • businessDayAdjustment

        public ImmutableFxSwapConvention.Builder businessDayAdjustment​(BusinessDayAdjustment businessDayAdjustment)
        Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

        The start and end date are typically defined as valid business days and thus do not need to be adjusted. If this optional property is present, then the start and end date will be adjusted as defined here.

        This will default to 'ModifiedFollowing' using the spot date offset calendar if not specified.

        Parameters:
        businessDayAdjustment - the new value
        Returns:
        this, for chaining, not null