Package com.opengamma.strata.product.swap

Class RateCalculationSwapLeg.Builder

    • Method Detail

      • payReceive

        public RateCalculationSwapLeg.Builder payReceive​(PayReceive payReceive)
        Sets whether the leg is pay or receive.

        A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative interest rates can result in a payment in the opposite direction to that implied by this indicator.

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

      • accrualSchedule

        public RateCalculationSwapLeg.Builder accrualSchedule​(PeriodicSchedule accrualSchedule)
        Sets the accrual schedule.

        This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the swap.

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

      • paymentSchedule

        public RateCalculationSwapLeg.Builder paymentSchedule​(PaymentSchedule paymentSchedule)
        Sets the payment schedule.

        This is used to define the payment periods, including any compounding. The payment period dates are based on the accrual schedule.

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

      • notionalSchedule

        public RateCalculationSwapLeg.Builder notionalSchedule​(NotionalSchedule notionalSchedule)
        Sets the notional schedule.

        The notional amount schedule, which can vary during the lifetime of the swap. In most cases, the notional amount is not exchanged, with only the net difference being exchanged. However, in certain cases, initial, final or intermediate amounts are exchanged.

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

      • toString

        public String toString()
        Overrides:
        toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<RateCalculationSwapLeg>