com.opengamma.strata.product.capfloor

Class IborCapFloorLeg.Builder

java.lang.Object

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

com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<IborCapFloorLeg>

Enclosing class:

IborCapFloorLeg

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

The bean-builder for IborCapFloorLeg.

Method Summary

Modifier and Type	Method and Description
IborCapFloorLeg	build()
IborCapFloorLeg.Builder	calculation(IborRateCalculation calculation) Sets the interest rate accrual calculation.
IborCapFloorLeg.Builder	capSchedule(ValueSchedule capSchedule) Sets the cap schedule, optional.
IborCapFloorLeg.Builder	currency(Currency currency) Sets the currency of the leg associated with the notional.
IborCapFloorLeg.Builder	floorSchedule(ValueSchedule floorSchedule) Sets the floor schedule, optional.
Object	get(String propertyName)
IborCapFloorLeg.Builder	notional(ValueSchedule notional) Sets the notional amount, must be non-negative.
IborCapFloorLeg.Builder	paymentDateOffset(DaysAdjustment paymentDateOffset) Sets the offset of payment from the base calculation period date, defaulted to 'None'.
IborCapFloorLeg.Builder	paymentSchedule(PeriodicSchedule paymentSchedule) Sets the periodic payment schedule.
IborCapFloorLeg.Builder	payReceive(PayReceive payReceive) Sets whether the leg is pay or receive.
IborCapFloorLeg.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
IborCapFloorLeg.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<IborCapFloorLeg>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public IborCapFloorLeg build()

payReceive

public IborCapFloorLeg.Builder payReceive(PayReceive payReceive)

Sets whether the leg is pay or receive.

A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty.

Parameters:

payReceive - the new value, not null

Returns:

this, for chaining, not null

paymentSchedule

public IborCapFloorLeg.Builder paymentSchedule(PeriodicSchedule paymentSchedule)

Sets the periodic payment schedule.

This is used to define the periodic payment periods. These are used directly or indirectly to determine other dates in the leg.

Parameters:

paymentSchedule - the new value, not null

Returns:

this, for chaining, not null

paymentDateOffset

public IborCapFloorLeg.Builder paymentDateOffset(DaysAdjustment paymentDateOffset)

Sets the offset of payment from the base calculation period date, defaulted to 'None'.

The offset is applied to the adjusted end date of each payment period. Offset can be based on calendar days or business days.

Parameters:

paymentDateOffset - the new value, not null

Returns:

this, for chaining, not null

currency

public IborCapFloorLeg.Builder currency(Currency currency)

Sets the currency of the leg associated with the notional.

This is the currency of the leg and the currency that payoff calculation is made in. The amounts of the notional are expressed in terms of this currency.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public IborCapFloorLeg.Builder notional(ValueSchedule notional)

Sets the notional amount, must be non-negative.

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

Parameters:

notional - the new value, not null

Returns:

this, for chaining, not null

calculation

public IborCapFloorLeg.Builder calculation(IborRateCalculation calculation)

Sets the interest rate accrual calculation.

The interest rate accrual is based on Ibor index.

Parameters:

calculation - the new value, not null

Returns:

this, for chaining, not null

capSchedule

public IborCapFloorLeg.Builder capSchedule(ValueSchedule capSchedule)

Sets the cap schedule, optional.

This defines the strike value of a cap as an initial value and a list of adjustments. Thus individual caplets may have different strike values. The cap rate is only allowed to change at payment period boundaries.

If the product is not a cap, the cap schedule will be absent.

Parameters:

capSchedule - the new value

Returns:

this, for chaining, not null

floorSchedule

public IborCapFloorLeg.Builder floorSchedule(ValueSchedule floorSchedule)

Sets the floor schedule, optional.

This defines the strike value of a floor as an initial value and a list of adjustments. Thus individual floorlets may have different strike values. The floor rate is only allowed to change at payment period boundaries.

If the product is not a floor, the floor schedule will be absent.

Parameters:

floorSchedule - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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