Package com.opengamma.strata.product.rate

Class IborAveragedFixing.Builder

java.lang.Object

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

com.opengamma.strata.product.rate.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 Summary

Modifier and Type	Method	Description
IborAveragedFixing	build()
IborAveragedFixing.Builder	fixedRate(Double fixedRate)	Sets the fixed rate for the fixing date, optional.
Object	get(String propertyName)
IborAveragedFixing.Builder	observation(IborIndexObservation observation)	Sets the Ibor index observation to use to determine a rate for the reset period.
IborAveragedFixing.Builder	set(String propertyName, Object newValue)
IborAveragedFixing.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
String	toString()
IborAveragedFixing.Builder	weight(double weight)	Sets the weight to apply to this fixing.

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<IborAveragedFixing>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public IborAveragedFixing build()

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>