Class InflationRateSwapLegConvention.Builder
- java.lang.Object
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- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<InflationRateSwapLegConvention>
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- com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
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- All Implemented Interfaces:
org.joda.beans.BeanBuilder<InflationRateSwapLegConvention>
- Enclosing class:
- InflationRateSwapLegConvention
public static final class InflationRateSwapLegConvention.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<InflationRateSwapLegConvention>
The bean-builder forInflationRateSwapLegConvention
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description InflationRateSwapLegConvention.Builder
accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.InflationRateSwapLegConvention
build()
Object
get(String propertyName)
InflationRateSwapLegConvention.Builder
index(PriceIndex index)
Sets the Price index.InflationRateSwapLegConvention.Builder
indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)
Sets reference price index calculation method.InflationRateSwapLegConvention.Builder
lag(Period lag)
Sets the positive period between the price index and the accrual date, typically a number of months.InflationRateSwapLegConvention.Builder
notionalExchange(boolean notionalExchange)
Sets the flag indicating whether to exchange the notional.InflationRateSwapLegConvention.Builder
paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.InflationRateSwapLegConvention.Builder
set(String propertyName, Object newValue)
InflationRateSwapLegConvention.Builder
set(org.joda.beans.MetaProperty<?> property, Object value)
String
toString()
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Method Detail
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get
public Object get(String propertyName)
- Specified by:
get
in interfaceorg.joda.beans.BeanBuilder<InflationRateSwapLegConvention>
- Overrides:
get
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<InflationRateSwapLegConvention>
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set
public InflationRateSwapLegConvention.Builder set(String propertyName, Object newValue)
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set
public InflationRateSwapLegConvention.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
- Specified by:
set
in interfaceorg.joda.beans.BeanBuilder<InflationRateSwapLegConvention>
- Overrides:
set
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<InflationRateSwapLegConvention>
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build
public InflationRateSwapLegConvention build()
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index
public InflationRateSwapLegConvention.Builder index(PriceIndex index)
Sets the Price index.The floating rate to be paid is based on this price index It will be a well known price index such as 'GB-HICP'.
- Parameters:
index
- the new value, not null- Returns:
- this, for chaining, not null
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lag
public InflationRateSwapLegConvention.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
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indexCalculationMethod
public InflationRateSwapLegConvention.Builder indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)
Sets reference price index calculation method.This specifies how the reference index calculation occurs.
This will default to 'Monthly' if not specified.
- Parameters:
indexCalculationMethod
- the new value, not null- Returns:
- this, for chaining, not null
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notionalExchange
public InflationRateSwapLegConvention.Builder notionalExchange(boolean notionalExchange)
Sets the flag indicating whether to exchange the notional.If 'true', the notional there is both an initial exchange and a final exchange of notional.
This will default to 'false' if not specified.
- Parameters:
notionalExchange
- the new value- Returns:
- this, for chaining, not null
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paymentDateOffset
public InflationRateSwapLegConvention.Builder paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.The offset is applied to the unadjusted date specified by
paymentRelativeTo
. Offset can be based on calendar days or business days.This will default to 'None' if not specified.
- Parameters:
paymentDateOffset
- the new value- Returns:
- this, for chaining, not null
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accrualBusinessDayAdjustment
public InflationRateSwapLegConvention.Builder accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.
The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.
This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.
- Parameters:
accrualBusinessDayAdjustment
- the new value- Returns:
- this, for chaining, not null
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toString
public String toString()
- Overrides:
toString
in classorg.joda.beans.impl.direct.DirectFieldsBeanBuilder<InflationRateSwapLegConvention>
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