Package com.opengamma.strata.product.swap

Class IborRateStubCalculation.Builder

java.lang.Object

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

com.opengamma.strata.product.swap.IborRateStubCalculation.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<IborRateStubCalculation>

Enclosing class:

IborRateStubCalculation

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

The bean-builder for IborRateStubCalculation.

Method Summary

Modifier and Type	Method	Description
IborRateStubCalculation	build()
IborRateStubCalculation.Builder	fixedRate(Double fixedRate)	Sets the fixed rate to use in the stub.
Object	get(String propertyName)
IborRateStubCalculation.Builder	index(IborIndex index)	Sets the Ibor index to be used for the stub.
IborRateStubCalculation.Builder	indexInterpolated(IborIndex indexInterpolated)	Sets the second Ibor index to be used for the stub, linearly interpolated.
IborRateStubCalculation.Builder	knownAmount(CurrencyAmount knownAmount)	Sets the known amount to pay/receive for the stub.
IborRateStubCalculation.Builder	set(String propertyName, Object newValue)
IborRateStubCalculation.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<IborRateStubCalculation>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public IborRateStubCalculation build()

fixedRate

public IborRateStubCalculation.Builder fixedRate(Double fixedRate)

Sets the fixed rate to use in the stub. A 5% rate will be expressed as 0.05.

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

If the fixed rate is present, then knownAmount, index and indexInterpolated must not be present.

Parameters:

fixedRate - the new value

Returns:

this, for chaining, not null

knownAmount

public IborRateStubCalculation.Builder knownAmount(CurrencyAmount knownAmount)

Sets the known amount to pay/receive for the stub.

If the known amount is present, then fixedRate, index and indexInterpolated must not be present.

Parameters:

knownAmount - the new value

Returns:

this, for chaining, not null

index

public IborRateStubCalculation.Builder index(IborIndex index)

Sets the Ibor index to be used for the stub.

This will be used throughout the stub unless indexInterpolated is present.

If the index is present, then fixedRate and knownAmount must not be present.

Parameters:

index - the new value

Returns:

this, for chaining, not null

indexInterpolated

public IborRateStubCalculation.Builder indexInterpolated(IborIndex indexInterpolated)

Sets the second Ibor index to be used for the stub, linearly interpolated.

This will be used with index to linearly interpolate the rate. This index may be shorter or longer than index, but not the same.

If the interpolated index is present, then index must also be present, and fixedRate and knownAmount must not be present.

Parameters:

indexInterpolated - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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