Class KnownAmountNotionalSwapPaymentPeriod.Builder

    • Method Detail

      • payment

        public KnownAmountNotionalSwapPaymentPeriod.Builder payment​(Payment payment)
        Sets the payment.

        This includes the payment date and amount. If the schedule adjusts for business days, then the date is the adjusted date.

        Parameters:
        payment - the new value, not null
        Returns:
        this, for chaining, not null
      • startDate

        public KnownAmountNotionalSwapPaymentPeriod.Builder startDate​(LocalDate startDate)
        Sets the start date of the payment period.

        This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.

        Parameters:
        startDate - the new value, not null
        Returns:
        this, for chaining, not null
      • endDate

        public KnownAmountNotionalSwapPaymentPeriod.Builder endDate​(LocalDate endDate)
        Sets the end date of the payment period.

        This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.

        Parameters:
        endDate - the new value, not null
        Returns:
        this, for chaining, not null
      • unadjustedStartDate

        public KnownAmountNotionalSwapPaymentPeriod.Builder unadjustedStartDate​(LocalDate unadjustedStartDate)
        Sets the unadjusted start date.

        The start date before any business day adjustment is applied.

        When building, this will default to the start date if not specified.

        Parameters:
        unadjustedStartDate - the new value, not null
        Returns:
        this, for chaining, not null
      • unadjustedEndDate

        public KnownAmountNotionalSwapPaymentPeriod.Builder unadjustedEndDate​(LocalDate unadjustedEndDate)
        Sets the unadjusted end date.

        The end date before any business day adjustment is applied.

        When building, this will default to the end date if not specified.

        Parameters:
        unadjustedEndDate - the new value, not null
        Returns:
        this, for chaining, not null
      • notionalAmount

        public KnownAmountNotionalSwapPaymentPeriod.Builder notionalAmount​(CurrencyAmount notionalAmount)
        Sets the notional amount, positive if receiving, negative if paying.

        The notional amount applicable during the period. The currency of the notional is typically the same as currency. However, if FX reset applies, the currency will differ.

        Parameters:
        notionalAmount - the new value
        Returns:
        this, for chaining, not null
      • fxResetObservation

        public KnownAmountNotionalSwapPaymentPeriod.Builder fxResetObservation​(FxIndexObservation fxResetObservation)
        Sets the FX reset definition, optional.

        This property is used when the defined amount of the notional is specified in a currency other than the currency of the swap leg. When this occurs, the notional amount has to be converted using an FX rate to the swap leg currency.

        The FX reset definition must be valid. The payment currency and the currency of the notional must differ, and the currency pair must be that of the observation.

        Parameters:
        fxResetObservation - the new value
        Returns:
        this, for chaining, not null