com.opengamma.strata.product.bond

Class BondFutureSecurity.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.BondFutureSecurity.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<BondFutureSecurity>

Enclosing class:

BondFutureSecurity

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

The bean-builder for BondFutureSecurity.

Method Summary

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

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public BondFutureSecurity build()

info

public BondFutureSecurity.Builder info(SecurityInfo info)

Sets the standard security information.

This includes the security identifier.

Parameters:

info - the new value, not null

Returns:

this, for chaining, not null

currency

public BondFutureSecurity.Builder currency(Currency currency)

Sets the currency that the future is traded in.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

deliveryBasketIds

public BondFutureSecurity.Builder deliveryBasketIds(List<SecurityId> deliveryBasketIds)

Sets the basket of deliverable bonds.

The underlying 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:

deliveryBasketIds - the new value, not empty

Returns:

this, for chaining, not null

deliveryBasketIds

public BondFutureSecurity.Builder deliveryBasketIds(SecurityId... deliveryBasketIds)

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

Parameters:

deliveryBasketIds - the new value, not empty

Returns:

this, for chaining, not null

conversionFactors

public BondFutureSecurity.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 deliveryBasketIds.

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 BondFutureSecurity.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 BondFutureSecurity.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 BondFutureSecurity.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 BondFutureSecurity.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 BondFutureSecurity.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 BondFutureSecurity.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 BondFutureSecurity.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<BondFutureSecurity>