Package com.opengamma.strata.product.swap

Class InflationRateCalculation.Builder

java.lang.Object

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

com.opengamma.strata.product.swap.InflationRateCalculation.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<InflationRateCalculation>

Enclosing class:

InflationRateCalculation

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

The bean-builder for InflationRateCalculation.

Method Summary

Modifier and Type	Method	Description
InflationRateCalculation	build()
InflationRateCalculation.Builder	firstIndexValue(Double firstIndexValue)	Sets the initial value of the index, optional.
InflationRateCalculation.Builder	gearing(ValueSchedule gearing)	Sets the gearing multiplier, optional.
Object	get(String propertyName)
InflationRateCalculation.Builder	index(PriceIndex index)	Sets the index of prices.
InflationRateCalculation.Builder	indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)	Sets reference price index calculation method.
InflationRateCalculation.Builder	lag(Period lag)	Sets the positive period between the price index and the accrual date, typically a number of months.
InflationRateCalculation.Builder	set(String propertyName, Object newValue)
InflationRateCalculation.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<InflationRateCalculation>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public InflationRateCalculation build()

index

public InflationRateCalculation.Builder index(PriceIndex index)

Sets the index of prices.

The pay-off is computed based on this index The most common implementations are provided in PriceIndices.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

lag

public InflationRateCalculation.Builder lag(Period lag)

Sets the positive period between the price index and the accrual date, typically a number of months.

A price index is typically published monthly and has a delay before publication. The lag is subtracted from the accrual start and end date to locate the month of the data to be observed.

For example, the September data may be published in October or November. A 3 month lag will cause an accrual date in December to be based on the observed data for September, which should be available by then.

Parameters:

lag - the new value, not null

Returns:

this, for chaining, not null

indexCalculationMethod

public InflationRateCalculation.Builder indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)

Sets reference price index calculation method.

This specifies how the reference index calculation occurs.

Parameters:

indexCalculationMethod - the new value, not null

Returns:

this, for chaining, not null

firstIndexValue

public InflationRateCalculation.Builder firstIndexValue(Double firstIndexValue)

Sets the initial value of the index, optional.

This optional field specifies the initial value of the index. The value is applicable for the first regular accrual period. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply. After the first accrual period, the rate is observed via the normal fixing process.

The method InflationRateCalculation.createRateComputation(LocalDate) allows this field to be used as the base for any end date, as typically seen in capital indexed bonds.

If this property is not present, then the first value is observed via the normal fixing process.

Parameters:

firstIndexValue - the new value

Returns:

this, for chaining, not null

gearing

public InflationRateCalculation.Builder gearing(ValueSchedule gearing)

Sets the gearing multiplier, optional.

This defines the gearing as an initial value and a list of adjustments.

When calculating the index, the gearing acts as a overall factor of pay-off. The pay-off is Gearing_Factor * (Index_End / Index_Start - 1). A gearing of 1 has no effect.

If this property is not present, then no gearing applies.

Gearing is also known as leverage.

Parameters:

gearing - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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