com.opengamma.strata.basics.index

Class ImmutableOvernightIndex.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightIndex>

com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableOvernightIndex>

Enclosing class:

ImmutableOvernightIndex

public static final class ImmutableOvernightIndex.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightIndex>

The bean-builder for ImmutableOvernightIndex.

Method Summary

Modifier and Type	Method and Description
ImmutableOvernightIndex.Builder	active(boolean active) Sets whether the index is active, defaulted to true.
ImmutableOvernightIndex	build()
ImmutableOvernightIndex.Builder	currency(Currency currency) Sets the currency of the index.
ImmutableOvernightIndex.Builder	dayCount(DayCount dayCount) Sets the day count convention.
ImmutableOvernightIndex.Builder	defaultFixedLegDayCount(DayCount defaultFixedLegDayCount) Sets the default day count convention for the associated fixed leg.
ImmutableOvernightIndex.Builder	effectiveDateOffset(int effectiveDateOffset) Sets the number of days to add to the fixing date to obtain the effective date.
ImmutableOvernightIndex.Builder	fixingCalendar(HolidayCalendarId fixingCalendar) Sets the calendar that the index uses.
Object	get(String propertyName)
ImmutableOvernightIndex.Builder	name(String name) Sets the index name, such as 'GBP-SONIA'.
ImmutableOvernightIndex.Builder	publicationDateOffset(int publicationDateOffset) Sets the number of days to add to the fixing date to obtain the publication date.
ImmutableOvernightIndex.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableOvernightIndex.Builder	set(String propertyName, Object newValue)
String	toString()

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<ImmutableOvernightIndex>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightIndex>

set

public ImmutableOvernightIndex.Builder set(String propertyName,
                                           Object newValue)

set

public ImmutableOvernightIndex.Builder set(org.joda.beans.MetaProperty<?> property,
                                           Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<ImmutableOvernightIndex>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightIndex>

build

public ImmutableOvernightIndex build()

name

public ImmutableOvernightIndex.Builder name(String name)

Sets the index name, such as 'GBP-SONIA'.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

currency

public ImmutableOvernightIndex.Builder currency(Currency currency)

Sets the currency of the index.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

active

public ImmutableOvernightIndex.Builder active(boolean active)

Sets whether the index is active, defaulted to true.

Over time some indices become inactive and are no longer produced. If this occurs, this flag will be set to false.

Parameters:

active - the new value

Returns:

this, for chaining, not null

fixingCalendar

public ImmutableOvernightIndex.Builder fixingCalendar(HolidayCalendarId fixingCalendar)

Sets the calendar that the index uses.

All dates are calculated with reference to the same calendar.

Parameters:

fixingCalendar - the new value, not null

Returns:

this, for chaining, not null

publicationDateOffset

public ImmutableOvernightIndex.Builder publicationDateOffset(int publicationDateOffset)

Sets the number of days to add to the fixing date to obtain the publication date.

In most cases, the fixing rate is available on the fixing date. In a few cases, publication of the fixing rate is delayed until the following business day. This property is zero if publication is on the fixing date, or one if it is the next day.

Parameters:

publicationDateOffset - the new value, not null

Returns:

this, for chaining, not null

effectiveDateOffset

public ImmutableOvernightIndex.Builder effectiveDateOffset(int effectiveDateOffset)

Sets the number of days to add to the fixing date to obtain the effective date.

In most cases, the settlement date and start of the implied deposit is on the fixing date. In a few cases, the settlement date is the following business day. This property is zero if settlement is on the fixing date, or one if it is the next day. Maturity is always one business day after the settlement date.

Parameters:

effectiveDateOffset - the new value, not null

Returns:

this, for chaining, not null

dayCount

public ImmutableOvernightIndex.Builder dayCount(DayCount dayCount)

Sets the day count convention.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

defaultFixedLegDayCount

public ImmutableOvernightIndex.Builder defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)

Sets the default day count convention for the associated fixed leg.

A rate index is often paid against a fixed leg, such as in a vanilla Swap. The day count convention of the fixed leg often differs from that of the index, and the default is value is available here.

Parameters:

defaultFixedLegDayCount - 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<ImmutableOvernightIndex>