Package com.opengamma.strata.product.index

Class ResolvedIborFuture.Builder

java.lang.Object

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

com.opengamma.strata.product.index.ResolvedIborFuture.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedIborFuture>

Enclosing class:

ResolvedIborFuture

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

The bean-builder for ResolvedIborFuture.

Method Summary

Modifier and Type	Method	Description
ResolvedIborFuture.Builder	accrualFactor(double accrualFactor)	Sets the accrual factor, defaulted from the index if not set.
ResolvedIborFuture	build()
ResolvedIborFuture.Builder	currency(Currency currency)	Sets the currency that the future is traded in.
Object	get(String propertyName)
ResolvedIborFuture.Builder	iborRate(IborRateComputation iborRate)	Sets the Ibor rate observation.
ResolvedIborFuture.Builder	notional(double notional)	Sets the notional amount.
ResolvedIborFuture.Builder	rounding(Rounding rounding)	Sets the definition of how to round the futures price, defaulted to no rounding.
ResolvedIborFuture.Builder	securityId(SecurityId securityId)	Sets the security identifier.
ResolvedIborFuture.Builder	set(String propertyName, Object newValue)
ResolvedIborFuture.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
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<ResolvedIborFuture>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedIborFuture build()

securityId

public ResolvedIborFuture.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 ResolvedIborFuture.Builder currency(Currency currency)

Sets the currency that the future is traded in.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public ResolvedIborFuture.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 ResolvedIborFuture.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

iborRate

public ResolvedIborFuture.Builder iborRate(IborRateComputation iborRate)

Sets the Ibor rate observation.

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

Parameters:

iborRate - the new value, not null

Returns:

this, for chaining, not null

rounding

public ResolvedIborFuture.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<ResolvedIborFuture>