Package com.opengamma.strata.product.index

Class IborFuture.Builder

  • All Implemented Interfaces:
    org.joda.beans.BeanBuilder<IborFuture>
    Enclosing class:
    IborFuture
    public static final class IborFuture.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFuture>
    The bean-builder for IborFuture.

    • Method Detail

      • get

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

      • set

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

      • securityId

        public IborFuture.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

      • currency

        public IborFuture.Builder currency​(Currency currency)
        Sets the currency that the future is traded in, defaulted from the index if not set.
        Parameters:
        currency - the new value, not null
        Returns:
        this, for chaining, not null

      • notional

        public IborFuture.Builder notional​(double notional)
        Sets the notional amount.

        This is the full notional of the deposit, such as 1 million dollars. The notional expressed here must be positive. The currency of the notional is specified by currency.

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

      • accrualFactor

        public IborFuture.Builder accrualFactor​(double accrualFactor)
        Sets the accrual factor, defaulted from the index if not set.

        This is the year fraction of the contract, typically 0.25 for a 3 month deposit.

        When building, this will default to the number of months in the index divided by 12 if not specified. However, if the index is not month-based, no defaulting will occur.

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

      • lastTradeDate

        public IborFuture.Builder lastTradeDate​(LocalDate lastTradeDate)
        Sets the last date of trading. This date is also the fixing date for the Ibor index. This is typically 2 business days before the IMM date (3rd Wednesday of the month).
        Parameters:
        lastTradeDate - the new value, not null
        Returns:
        this, for chaining, not null

      • index

        public IborFuture.Builder index​(IborIndex index)
        Sets the underlying Ibor index.

        The future is based on this index. It will be a well known market index such as 'USD-LIBOR-3M'.

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

      • rounding

        public IborFuture.Builder rounding​(Rounding rounding)
        Sets the definition of how to round the futures price, defaulted to no rounding.

        The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form. For example, the common market price of 99.7125 for a 0.2875% rate is represented as 0.997125 which has 6 decimal places.

        Parameters:
        rounding - 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<IborFuture>