Class ImmutableThreeLegBasisSwapConvention.Builder
- java.lang.Object
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- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableThreeLegBasisSwapConvention>
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- com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
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- All Implemented Interfaces:
org.joda.beans.BeanBuilder<ImmutableThreeLegBasisSwapConvention>
- Enclosing class:
- ImmutableThreeLegBasisSwapConvention
public static final class ImmutableThreeLegBasisSwapConvention.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableThreeLegBasisSwapConvention>
The bean-builder forImmutableThreeLegBasisSwapConvention
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Method Summary
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Method Detail
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get
public Object get(String propertyName)
- Specified by:
get
in interfaceorg.joda.beans.BeanBuilder<ImmutableThreeLegBasisSwapConvention>
- Overrides:
get
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableThreeLegBasisSwapConvention>
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set
public ImmutableThreeLegBasisSwapConvention.Builder set(String propertyName, Object newValue)
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set
public ImmutableThreeLegBasisSwapConvention.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
- Specified by:
set
in interfaceorg.joda.beans.BeanBuilder<ImmutableThreeLegBasisSwapConvention>
- Overrides:
set
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableThreeLegBasisSwapConvention>
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build
public ImmutableThreeLegBasisSwapConvention build()
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name
public ImmutableThreeLegBasisSwapConvention.Builder name(String name)
Sets the convention name.- Parameters:
name
- the new value, not null- Returns:
- this, for chaining, not null
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spreadLeg
public ImmutableThreeLegBasisSwapConvention.Builder spreadLeg(FixedRateSwapLegConvention spreadLeg)
Sets the market convention of the fixed leg for the spread.This is to be applied to
floatingSpreadLeg
.- Parameters:
spreadLeg
- the new value, not null- Returns:
- this, for chaining, not null
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spreadFloatingLeg
public ImmutableThreeLegBasisSwapConvention.Builder spreadFloatingLeg(IborRateSwapLegConvention spreadFloatingLeg)
Sets the market convention of the floating leg to which the spread leg is added.- Parameters:
spreadFloatingLeg
- the new value, not null- Returns:
- this, for chaining, not null
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flatFloatingLeg
public ImmutableThreeLegBasisSwapConvention.Builder flatFloatingLeg(IborRateSwapLegConvention flatFloatingLeg)
Sets the market convention of the floating leg that does not have the spread applied.- Parameters:
flatFloatingLeg
- the new value, not null- Returns:
- this, for chaining, not null
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spotDateOffset
public ImmutableThreeLegBasisSwapConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
- Parameters:
spotDateOffset
- the new value, not null- Returns:
- this, for chaining, not null
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toString
public String toString()
- Overrides:
toString
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableThreeLegBasisSwapConvention>
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