Class IborAveragedFixing.Builder

  • All Implemented Interfaces:
    org.joda.beans.BeanBuilder<IborAveragedFixing>
    Enclosing class:
    IborAveragedFixing

    public static final class IborAveragedFixing.Builder
    extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborAveragedFixing>
    The bean-builder for IborAveragedFixing.
    • Method Detail

      • observation

        public IborAveragedFixing.Builder observation​(IborIndexObservation observation)
        Sets the Ibor index observation to use to determine a rate for the reset period.
        Parameters:
        observation - the new value, not null
        Returns:
        this, for chaining, not null
      • fixedRate

        public IborAveragedFixing.Builder fixedRate​(Double fixedRate)
        Sets the fixed rate for the fixing date, optional. A 5% rate will be expressed as 0.05.

        In certain circumstances two counterparties agree the rate of a fixing when the contract starts. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply.

        If the value not present, which is the normal case, then the rate is observed via the normal fixing process.

        Parameters:
        fixedRate - the new value
        Returns:
        this, for chaining, not null
      • weight

        public IborAveragedFixing.Builder weight​(double weight)
        Sets the weight to apply to this fixing.

        If the averaging is unweighted, then all weights must be one.

        Parameters:
        weight - the new value
        Returns:
        this, for chaining, not null
      • toString

        public String toString()
        Overrides:
        toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborAveragedFixing>