com.opengamma.strata.product.bond

Class ResolvedCapitalIndexedBond.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedCapitalIndexedBond>

Enclosing class:

ResolvedCapitalIndexedBond

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

The bean-builder for ResolvedCapitalIndexedBond.

Method Summary

Modifier and Type	Method and Description
ResolvedCapitalIndexedBond	build()
ResolvedCapitalIndexedBond.Builder	dayCount(DayCount dayCount) Sets the day count convention applicable.
ResolvedCapitalIndexedBond.Builder	frequency(Frequency frequency) Sets the frequency of the bond payments.
Object	get(String propertyName)
ResolvedCapitalIndexedBond.Builder	legalEntityId(LegalEntityId legalEntityId) Sets the legal entity identifier.
ResolvedCapitalIndexedBond.Builder	nominalPayment(CapitalIndexedBondPaymentPeriod nominalPayment) Sets the nominal payment of the product.
ResolvedCapitalIndexedBond.Builder	periodicPayments(CapitalIndexedBondPaymentPeriod... periodicPayments) Sets the periodicPayments property in the builder from an array of objects.
ResolvedCapitalIndexedBond.Builder	periodicPayments(List<CapitalIndexedBondPaymentPeriod> periodicPayments) Sets the periodic payments of the product.
ResolvedCapitalIndexedBond.Builder	rateCalculation(InflationRateCalculation rateCalculation) Sets the inflation rate calculation.
ResolvedCapitalIndexedBond.Builder	rollConvention(RollConvention rollConvention) Sets the roll convention of the bond payments.
ResolvedCapitalIndexedBond.Builder	securityId(SecurityId securityId) Sets the security identifier.
ResolvedCapitalIndexedBond.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedCapitalIndexedBond.Builder	set(String propertyName, Object newValue)
ResolvedCapitalIndexedBond.Builder	settlementDateOffset(DaysAdjustment settlementDateOffset) Sets the number of days between valuation date and settlement date.
String	toString()
ResolvedCapitalIndexedBond.Builder	yieldConvention(CapitalIndexedBondYieldConvention yieldConvention) Sets yield convention.

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<ResolvedCapitalIndexedBond>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedCapitalIndexedBond build()

securityId

public ResolvedCapitalIndexedBond.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

nominalPayment

public ResolvedCapitalIndexedBond.Builder nominalPayment(CapitalIndexedBondPaymentPeriod nominalPayment)

Sets the nominal payment of the product.

The payment date of the nominal payment agrees with the final coupon payment date of the periodic payments.

Parameters:

nominalPayment - the new value, not null

Returns:

this, for chaining, not null

periodicPayments

public ResolvedCapitalIndexedBond.Builder periodicPayments(List<CapitalIndexedBondPaymentPeriod> periodicPayments)

Sets the periodic payments of the product.

Each payment period represents part of the life-time of the product. The start date and end date of the leg are determined from the first and last period. As such, the periods should be sorted.

Parameters:

periodicPayments - the new value, not null

Returns:

this, for chaining, not null

periodicPayments

public ResolvedCapitalIndexedBond.Builder periodicPayments(CapitalIndexedBondPaymentPeriod... periodicPayments)

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

Parameters:

periodicPayments - the new value, not null

Returns:

this, for chaining, not null

frequency

public ResolvedCapitalIndexedBond.Builder frequency(Frequency frequency)

Sets the frequency of the bond payments.

This must match the frequency used to generate the payment schedule.

Parameters:

frequency - the new value, not null

Returns:

this, for chaining, not null

rollConvention

public ResolvedCapitalIndexedBond.Builder rollConvention(RollConvention rollConvention)

Sets the roll convention of the bond payments.

This must match the convention used to generate the payment schedule.

Parameters:

rollConvention - the new value, not null

Returns:

this, for chaining, not null

dayCount

public ResolvedCapitalIndexedBond.Builder dayCount(DayCount dayCount)

Sets the day count convention applicable.

The conversion from dates to a numerical value is made based on this day count. For the inflation-indexed bond, the day count convention is used to compute accrued interest.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

yieldConvention

public ResolvedCapitalIndexedBond.Builder yieldConvention(CapitalIndexedBondYieldConvention yieldConvention)

Sets yield convention.

The convention defines how to convert from yield to price and inversely.

Parameters:

yieldConvention - the new value, not null

Returns:

this, for chaining, not null

legalEntityId

public ResolvedCapitalIndexedBond.Builder legalEntityId(LegalEntityId legalEntityId)

Sets the legal entity identifier.

This identifier is used for the legal entity that issues the bond.

Parameters:

legalEntityId - the new value, not null

Returns:

this, for chaining, not null

settlementDateOffset

public ResolvedCapitalIndexedBond.Builder settlementDateOffset(DaysAdjustment settlementDateOffset)

Sets the number of days between valuation date and settlement date.

This is used to compute clean price. The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.

Parameters:

settlementDateOffset - the new value, not null

Returns:

this, for chaining, not null

rateCalculation

public ResolvedCapitalIndexedBond.Builder rateCalculation(InflationRateCalculation rateCalculation)

Sets the inflation rate calculation.

The reference index is interpolated index or monthly index. Real coupons are represented by gearing in the calculation. The price index value at the start of the bond is represented by firstIndexValue in the calculation.

Parameters:

rateCalculation - 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<ResolvedCapitalIndexedBond>