com.opengamma.strata.product.bond

Class FixedCouponBondPaymentPeriod.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<FixedCouponBondPaymentPeriod>

Enclosing class:

FixedCouponBondPaymentPeriod

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

The bean-builder for FixedCouponBondPaymentPeriod.

Method Summary

Modifier and Type	Method and Description
FixedCouponBondPaymentPeriod	build()
FixedCouponBondPaymentPeriod.Builder	currency(Currency currency) Sets the primary currency of the payment period.
FixedCouponBondPaymentPeriod.Builder	detachmentDate(LocalDate detachmentDate) Sets the detachment date.
FixedCouponBondPaymentPeriod.Builder	endDate(LocalDate endDate) Sets the end date of the payment period.
FixedCouponBondPaymentPeriod.Builder	fixedRate(double fixedRate) Sets the fixed coupon rate.
Object	get(String propertyName)
FixedCouponBondPaymentPeriod.Builder	notional(double notional) Sets the notional amount, must be positive.
FixedCouponBondPaymentPeriod.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
FixedCouponBondPaymentPeriod.Builder	set(String propertyName, Object newValue)
FixedCouponBondPaymentPeriod.Builder	startDate(LocalDate startDate) Sets the start date of the payment period.
String	toString()
FixedCouponBondPaymentPeriod.Builder	unadjustedEndDate(LocalDate unadjustedEndDate) Sets the unadjusted end date.
FixedCouponBondPaymentPeriod.Builder	unadjustedStartDate(LocalDate unadjustedStartDate) Sets the unadjusted start date.
FixedCouponBondPaymentPeriod.Builder	yearFraction(double yearFraction) Sets the year fraction that the accrual period represents.

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<FixedCouponBondPaymentPeriod>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public FixedCouponBondPaymentPeriod build()

currency

public FixedCouponBondPaymentPeriod.Builder currency(Currency currency)

Sets the primary currency of the payment period.

The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public FixedCouponBondPaymentPeriod.Builder notional(double notional)

Sets the notional amount, must be positive.

The notional amount applicable during the period. The currency of the notional is specified by currency.

Parameters:

notional - the new value

Returns:

this, for chaining, not null

startDate

public FixedCouponBondPaymentPeriod.Builder startDate(LocalDate startDate)

Sets the start date of the payment period.

This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

startDate - the new value, not null

Returns:

this, for chaining, not null

endDate

public FixedCouponBondPaymentPeriod.Builder endDate(LocalDate endDate)

Sets the end date of the payment period.

This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

endDate - the new value, not null

Returns:

this, for chaining, not null

unadjustedStartDate

public FixedCouponBondPaymentPeriod.Builder unadjustedStartDate(LocalDate unadjustedStartDate)

Sets the unadjusted start date.

The start date before any business day adjustment is applied.

When building, this will default to the start date if not specified.

Parameters:

unadjustedStartDate - the new value, not null

Returns:

this, for chaining, not null

unadjustedEndDate

public FixedCouponBondPaymentPeriod.Builder unadjustedEndDate(LocalDate unadjustedEndDate)

Sets the unadjusted end date.

The end date before any business day adjustment is applied.

When building, this will default to the end date if not specified.

Parameters:

unadjustedEndDate - the new value, not null

Returns:

this, for chaining, not null

detachmentDate

public FixedCouponBondPaymentPeriod.Builder detachmentDate(LocalDate detachmentDate)

Sets the detachment date.

Some bonds trade ex-coupon before the coupon payment. The coupon is paid not to the owner of the bond on the payment date but to the owner of the bond on the detachment date.

When building, this will default to the end date if not specified.

Parameters:

detachmentDate - the new value, not null

Returns:

this, for chaining, not null

fixedRate

public FixedCouponBondPaymentPeriod.Builder fixedRate(double fixedRate)

Sets the fixed coupon rate.

The single payment is based on this fixed coupon rate.

Parameters:

fixedRate - the new value

Returns:

this, for chaining, not null

yearFraction

public FixedCouponBondPaymentPeriod.Builder yearFraction(double yearFraction)

Sets the year fraction that the accrual period represents.

The year fraction of a bond period is based on the unadjusted dates.

The value is usually calculated using a DayCount. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.

Parameters:

yearFraction - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FixedCouponBondPaymentPeriod>