com.opengamma.strata.product.bond

Class BondFuture.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.BondFuture.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BondFuture>

Enclosing class:

BondFuture

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

The bean-builder for BondFuture.

Method Summary

Modifier and Type	Method and Description
BondFuture	build()
BondFuture.Builder	conversionFactors(Double... conversionFactors) Sets the conversionFactors property in the builder from an array of objects.
BondFuture.Builder	conversionFactors(List<Double> conversionFactors) Sets the conversion factor for each bond in the basket.
BondFuture.Builder	deliveryBasket(FixedCouponBond... deliveryBasket) Sets the deliveryBasket property in the builder from an array of objects.
BondFuture.Builder	deliveryBasket(List<FixedCouponBond> deliveryBasket) Sets the basket of deliverable bonds.
BondFuture.Builder	firstDeliveryDate(LocalDate firstDeliveryDate) Sets the first delivery date.
BondFuture.Builder	firstNoticeDate(LocalDate firstNoticeDate) Sets the first notice date.
Object	get(String propertyName)
BondFuture.Builder	lastDeliveryDate(LocalDate lastDeliveryDate) Sets the last delivery date.
BondFuture.Builder	lastNoticeDate(LocalDate lastNoticeDate) Sets the last notice date.
BondFuture.Builder	lastTradeDate(LocalDate lastTradeDate) Sets the last trading date.
BondFuture.Builder	rounding(Rounding rounding) Sets the definition of how to round the futures price, defaulted to no rounding.
BondFuture.Builder	securityId(SecurityId securityId) Sets the security identifier.
BondFuture.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
BondFuture.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<BondFuture>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public BondFuture build()

securityId

public BondFuture.Builder securityId(SecurityId securityId)

Sets the security identifier.

This identifier uniquely identifies the security within the system.

Parameters:

securityId - the new value, not null

Returns:

this, for chaining, not null

deliveryBasket

public BondFuture.Builder deliveryBasket(List<FixedCouponBond> deliveryBasket)

Sets the basket of deliverable bonds.

The underling which will be delivered in the future time is chosen from a basket of underling securities. This must not be empty.

All of the underlying bonds must have the same notional and currency.

Parameters:

deliveryBasket - the new value, not empty

Returns:

this, for chaining, not null

deliveryBasket

public BondFuture.Builder deliveryBasket(FixedCouponBond... deliveryBasket)

Sets the deliveryBasket property in the builder from an array of objects.

Parameters:

deliveryBasket - the new value, not empty

Returns:

this, for chaining, not null

conversionFactors

public BondFuture.Builder conversionFactors(List<Double> conversionFactors)

Sets the conversion factor for each bond in the basket.

The price of each underlying security in the basket is rescaled by the conversion factor. This must not be empty, and its size must be the same as the size of deliveryBasket.

All of the underlying bonds must have the same notional and currency.

Parameters:

conversionFactors - the new value, not empty

Returns:

this, for chaining, not null

conversionFactors

public BondFuture.Builder conversionFactors(Double... conversionFactors)

Sets the conversionFactors property in the builder from an array of objects.

Parameters:

conversionFactors - the new value, not empty

Returns:

this, for chaining, not null

lastTradeDate

public BondFuture.Builder lastTradeDate(LocalDate lastTradeDate)

Sets the last trading date.

The future security is traded until this date.

Parameters:

lastTradeDate - the new value, not null

Returns:

this, for chaining, not null

firstNoticeDate

public BondFuture.Builder firstNoticeDate(LocalDate firstNoticeDate)

Sets the first notice date.

The first date on which the delivery of the underlying is authorized.

Parameters:

firstNoticeDate - the new value, not null

Returns:

this, for chaining, not null

lastNoticeDate

public BondFuture.Builder lastNoticeDate(LocalDate lastNoticeDate)

Sets the last notice date.

The last date on which the delivery of the underlying is authorized.

Parameters:

lastNoticeDate - the new value, not null

Returns:

this, for chaining, not null

firstDeliveryDate

public BondFuture.Builder firstDeliveryDate(LocalDate firstDeliveryDate)

Sets the first delivery date.

The first date on which the underlying is delivered.

If not specified, the date will be computed from firstNoticeDate by using settlementDateOffset in the first element of the delivery basket when the future is resolved.

Parameters:

firstDeliveryDate - the new value

Returns:

this, for chaining, not null

lastDeliveryDate

public BondFuture.Builder lastDeliveryDate(LocalDate lastDeliveryDate)

Sets the last delivery date.

The last date on which the underlying is delivered.

If not specified, the date will be computed from lastNoticeDate by using settlementDateOffset in the first element of the delivery basket when the future is resolved.

Parameters:

lastDeliveryDate - the new value

Returns:

this, for chaining, not null

rounding

public BondFuture.Builder rounding(Rounding rounding)

Sets the definition of how to round the futures price, defaulted to no rounding.

The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form. For example, the common market price of 99.7125 for a 0.2875% rate is represented as 0.997125 which has 6 decimal places.

Parameters:

rounding - 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<BondFuture>