Class Swaption.Builder

  • All Implemented Interfaces:
    org.joda.beans.BeanBuilder<Swaption>
    Enclosing class:
    Swaption

    public static final class Swaption.Builder
    extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<Swaption>
    The bean-builder for Swaption.
    • Method Detail

      • get

        public Object get​(String propertyName)
        Specified by:
        get in interface org.joda.beans.BeanBuilder<Swaption>
        Overrides:
        get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<Swaption>
      • set

        public Swaption.Builder set​(org.joda.beans.MetaProperty<?> property,
                                    Object value)
        Specified by:
        set in interface org.joda.beans.BeanBuilder<Swaption>
        Overrides:
        set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<Swaption>
      • longShort

        public Swaption.Builder longShort​(LongShort longShort)
        Sets whether the option is long or short.

        Long indicates that the owner wants the option to be in the money at expiry. Short indicates that the owner wants the option to be out of the money at expiry.

        Parameters:
        longShort - the new value, not null
        Returns:
        this, for chaining, not null
      • swaptionSettlement

        public Swaption.Builder swaptionSettlement​(SwaptionSettlement swaptionSettlement)
        Sets settlement method.

        The settlement of the option is specified by SwaptionSettlement.

        Parameters:
        swaptionSettlement - the new value, not null
        Returns:
        this, for chaining, not null
      • exerciseInfo

        public Swaption.Builder exerciseInfo​(SwaptionExercise exerciseInfo)
        Sets the exercise information, optional.

        A swaption can have three different kinds of exercise - European, American and Bermudan. A European swaption has one exercise date, an American can exercise on any date, and a Bermudan can exercise on a fixed set of dates.

        If not present, the swaption is considered to be a European swaption as per the expiry date.

        Parameters:
        exerciseInfo - the new value
        Returns:
        this, for chaining, not null
      • expiryDate

        public Swaption.Builder expiryDate​(AdjustableDate expiryDate)
        Sets the expiry date of the option.

        This is the last date that the swaption can be exercised. To represent Bermudan and American swaptions, or to represent a European swaption where the swap start date is calculated dynamically, see the exerciseOptions field.

        This date is typically set to be a valid business day. However, the businessDayAdjustment property may be set to provide a rule for adjustment.

        Parameters:
        expiryDate - the new value, not null
        Returns:
        this, for chaining, not null
      • expiryTime

        public Swaption.Builder expiryTime​(LocalTime expiryTime)
        Sets the expiry time of the option.

        The expiry time is related to the expiry date and time-zone.

        Parameters:
        expiryTime - the new value, not null
        Returns:
        this, for chaining, not null
      • expiryZone

        public Swaption.Builder expiryZone​(ZoneId expiryZone)
        Sets the time-zone of the expiry time.

        The expiry time-zone is related to the expiry date and time.

        Parameters:
        expiryZone - the new value, not null
        Returns:
        this, for chaining, not null
      • underlying

        public Swaption.Builder underlying​(Swap underlying)
        Sets the underlying swap.

        At expiry, if the option is exercised, this swap will be entered into. The swap description is the swap as viewed by the party long the option.

        Parameters:
        underlying - 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<Swaption>