Package com.opengamma.strata.product.swap

Class FixedRateCalculation.Builder

java.lang.Object

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

com.opengamma.strata.product.swap.FixedRateCalculation.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<FixedRateCalculation>

Enclosing class:

FixedRateCalculation

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

The bean-builder for FixedRateCalculation.

Method Summary

Modifier and Type	Method	Description
FixedRateCalculation	build()
FixedRateCalculation.Builder	dayCount(DayCount dayCount)	Sets the day count convention.
FixedRateCalculation.Builder	finalStub(FixedRateStubCalculation finalStub)	Sets the final stub, optional.
FixedRateCalculation.Builder	futureValueNotional(FutureValueNotional futureValueNotional)	Sets the future value notional.
Object	get(String propertyName)
FixedRateCalculation.Builder	initialStub(FixedRateStubCalculation initialStub)	Sets the initial stub, optional.
FixedRateCalculation.Builder	rate(ValueSchedule rate)	Sets the interest rate to be paid.
FixedRateCalculation.Builder	set(String propertyName, Object newValue)
FixedRateCalculation.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<FixedRateCalculation>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public FixedRateCalculation build()

dayCount

public FixedRateCalculation.Builder dayCount(DayCount dayCount)

Sets the day count convention.

This is used to convert schedule period dates to a numerical value.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

rate

public FixedRateCalculation.Builder rate(ValueSchedule rate)

Sets the interest rate to be paid. A 5% rate will be expressed as 0.05.

This defines the rate as an initial amount and a list of adjustments. The rate is only permitted to change at accrual period boundaries.

Parameters:

rate - the new value, not null

Returns:

this, for chaining, not null

initialStub

public FixedRateCalculation.Builder initialStub(FixedRateStubCalculation initialStub)

Sets the initial stub, optional.

The initial stub of a swap may have a different rate from the regular accrual periods. This property allows the stub rate to be specified, either as a known amount or a rate. If this property is not present, then the rate derived from the rate property applies during the stub. If this property is present and there is no initial stub, it is ignored.

Parameters:

initialStub - the new value

Returns:

this, for chaining, not null

finalStub

public FixedRateCalculation.Builder finalStub(FixedRateStubCalculation finalStub)

Sets the final stub, optional.

The final stub of a swap may have a different rate from the regular accrual periods. This property allows the stub rate to be specified, either as a known amount or a rate. If this property is not present, then the rate derived from the rate property applies during the stub. If this property is present and there is no initial stub, it is ignored.

Parameters:

finalStub - the new value

Returns:

this, for chaining, not null

futureValueNotional

public FixedRateCalculation.Builder futureValueNotional(FutureValueNotional futureValueNotional)

Sets the future value notional.

This property is used when the fixed leg of a swap has a future value notional. This is typically used for Brazilian swaps.

Parameters:

futureValueNotional - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FixedRateCalculation>