Class ImmutableOvernightFutureContractSpec.Builder
- java.lang.Object
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- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
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- com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder
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- All Implemented Interfaces:
org.joda.beans.BeanBuilder<ImmutableOvernightFutureContractSpec>
- Enclosing class:
- ImmutableOvernightFutureContractSpec
public static final class ImmutableOvernightFutureContractSpec.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
The bean-builder forImmutableOvernightFutureContractSpec
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Method Summary
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Method Detail
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get
public Object get(String propertyName)
- Specified by:
get
in interfaceorg.joda.beans.BeanBuilder<ImmutableOvernightFutureContractSpec>
- Overrides:
get
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
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set
public ImmutableOvernightFutureContractSpec.Builder set(String propertyName, Object newValue)
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set
public ImmutableOvernightFutureContractSpec.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
- Specified by:
set
in interfaceorg.joda.beans.BeanBuilder<ImmutableOvernightFutureContractSpec>
- Overrides:
set
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
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build
public ImmutableOvernightFutureContractSpec build()
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name
public ImmutableOvernightFutureContractSpec.Builder name(String name)
Sets the name, such as 'GBP-SONIA-3M-IMM-ICE'.- Parameters:
name
- the new value, not blank- Returns:
- this, for chaining, not null
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index
public ImmutableOvernightFutureContractSpec.Builder index(OvernightIndex index)
Sets the Overnight index.The floating rate to be paid is based on this index It will be a well known market index such as 'GBP-SONIA'.
- Parameters:
index
- the new value, not null- Returns:
- this, for chaining, not null
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dateSequence
public ImmutableOvernightFutureContractSpec.Builder dateSequence(DateSequence dateSequence)
Sets the sequence of dates that the future is based on.This is used to calculate the reference date of the future that is the start date of the underlying synthetic deposit.
- Parameters:
dateSequence
- the new value, not null- Returns:
- this, for chaining, not null
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accrualMethod
public ImmutableOvernightFutureContractSpec.Builder accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest.- Parameters:
accrualMethod
- the new value, not null- Returns:
- this, for chaining, not null
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startDateAdjustment
public ImmutableOvernightFutureContractSpec.Builder startDateAdjustment(BusinessDayAdjustment startDateAdjustment)
Sets the business day adjustment to apply to get the start date.The start date is obtained by applying this adjustment to the reference date from the date sequence. The reference date is often the third Wednesday of the month or the start of the month. This defaults to accepting the date from the sequence without applying a holiday calendar.
- Parameters:
startDateAdjustment
- the new value, not null- Returns:
- this, for chaining, not null
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endDateAdjustment
public ImmutableOvernightFutureContractSpec.Builder endDateAdjustment(DaysAdjustment endDateAdjustment)
Sets the days adjustment to apply to get the end date.The end date is obtained by applying this adjustment to the next date in sequence from the start date. This defaults to minus one without applying a holiday calendar.
- Parameters:
endDateAdjustment
- the new value- Returns:
- this, for chaining, not null
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lastTradeDateAdjustment
public ImmutableOvernightFutureContractSpec.Builder lastTradeDateAdjustment(DaysAdjustment lastTradeDateAdjustment)
Sets the days adjustment to apply to get the last trade date.The last trade date is obtained by applying this adjustment to the next date in sequence from the start date. This defaults to the previous business day in the fixing calendar (minus one calendar day and preceding).
- Parameters:
lastTradeDateAdjustment
- the new value, not null- Returns:
- this, for chaining, not null
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notional
public ImmutableOvernightFutureContractSpec.Builder notional(double notional)
Sets the notional deposit that the contract models.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 the index.
- Parameters:
notional
- the new value- Returns:
- this, for chaining, not null
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toString
public String toString()
- Overrides:
toString
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
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