public static final class IborCapletFloorletPeriod.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborCapletFloorletPeriod>
IborCapletFloorletPeriod.| Modifier and Type | Method and Description |
|---|---|
IborCapletFloorletPeriod |
build() |
IborCapletFloorletPeriod.Builder |
caplet(Double caplet)
Sets the optional caplet strike.
|
IborCapletFloorletPeriod.Builder |
currency(Currency currency)
Sets the primary currency of the payment period.
|
IborCapletFloorletPeriod.Builder |
endDate(LocalDate endDate)
Sets the end date of the payment period.
|
IborCapletFloorletPeriod.Builder |
floorlet(Double floorlet)
Sets the optional floorlet strike.
|
Object |
get(String propertyName) |
IborCapletFloorletPeriod.Builder |
iborRate(IborRateComputation iborRate)
Sets the rate to be observed.
|
IborCapletFloorletPeriod.Builder |
notional(double notional)
Sets the notional amount, positive if receiving, negative if paying.
|
IborCapletFloorletPeriod.Builder |
paymentDate(LocalDate paymentDate)
Sets the date that payment occurs.
|
IborCapletFloorletPeriod.Builder |
set(org.joda.beans.MetaProperty<?> property,
Object value) |
IborCapletFloorletPeriod.Builder |
set(String propertyName,
Object newValue) |
IborCapletFloorletPeriod.Builder |
startDate(LocalDate startDate)
Sets the start date of the payment period.
|
String |
toString() |
IborCapletFloorletPeriod.Builder |
unadjustedEndDate(LocalDate unadjustedEndDate)
Sets the unadjusted end date.
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IborCapletFloorletPeriod.Builder |
unadjustedStartDate(LocalDate unadjustedStartDate)
Sets the unadjusted start date.
|
IborCapletFloorletPeriod.Builder |
yearFraction(double yearFraction)
Sets the year fraction that the accrual period represents.
|
public Object get(String propertyName)
get in interface org.joda.beans.BeanBuilder<IborCapletFloorletPeriod>get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborCapletFloorletPeriod>public IborCapletFloorletPeriod.Builder set(String propertyName, Object newValue)
public IborCapletFloorletPeriod.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
set in interface org.joda.beans.BeanBuilder<IborCapletFloorletPeriod>set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborCapletFloorletPeriod>public IborCapletFloorletPeriod build()
public IborCapletFloorletPeriod.Builder currency(Currency currency)
The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency.
currency - the new value, not nullpublic IborCapletFloorletPeriod.Builder notional(double notional)
The notional amount applicable during the period.
The currency of the notional is specified by currency.
notional - the new valuepublic IborCapletFloorletPeriod.Builder startDate(LocalDate startDate)
This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.
startDate - the new value, not nullpublic IborCapletFloorletPeriod.Builder endDate(LocalDate endDate)
This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.
endDate - the new value, not nullpublic IborCapletFloorletPeriod.Builder unadjustedStartDate(LocalDate unadjustedStartDate)
The start date before any business day adjustment is applied.
When building, this will default to the start date if not specified.
unadjustedStartDate - the new value, not nullpublic IborCapletFloorletPeriod.Builder unadjustedEndDate(LocalDate unadjustedEndDate)
The end date before any business day adjustment is applied.
When building, this will default to the end date if not specified.
unadjustedEndDate - the new value, not nullpublic IborCapletFloorletPeriod.Builder yearFraction(double yearFraction)
The value is usually calculated using a DayCount which may be different to that of the index.
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.
yearFraction - the new valuepublic IborCapletFloorletPeriod.Builder paymentDate(LocalDate paymentDate)
If the schedule adjusts for business days, then this is the adjusted date.
paymentDate - the new value, not nullpublic IborCapletFloorletPeriod.Builder caplet(Double caplet)
This defines the strike value of a caplet.
If the period is not a caplet, this field will be absent.
caplet - the new valuepublic IborCapletFloorletPeriod.Builder floorlet(Double floorlet)
This defines the strike value of a floorlet.
If the period is not a floorlet, this field will be absent.
floorlet - the new valuepublic IborCapletFloorletPeriod.Builder iborRate(IborRateComputation iborRate)
The value of the period is based on this Ibor rate. For example, it might be a well known market index such as 'GBP-LIBOR-3M'.
iborRate - the new value, not nullpublic String toString()
toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborCapletFloorletPeriod>Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.