com.opengamma.strata.product.cms

Class CmsPeriod.Builder

java.lang.Object

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

com.opengamma.strata.product.cms.CmsPeriod.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<CmsPeriod>

Enclosing class:

CmsPeriod

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

The bean-builder for CmsPeriod.

Method Summary

Modifier and Type	Method and Description
CmsPeriod	build()
CmsPeriod.Builder	caplet(Double caplet) Sets the optional caplet strike.
CmsPeriod.Builder	currency(Currency currency) Sets the primary currency of the payment period.
CmsPeriod.Builder	dayCount(DayCount dayCount) Sets the day count of the period.
CmsPeriod.Builder	endDate(LocalDate endDate) Sets the end date of the payment period.
CmsPeriod.Builder	fixingDate(LocalDate fixingDate) Sets the date of the index fixing.
CmsPeriod.Builder	floorlet(Double floorlet) Sets the optional floorlet strike.
Object	get(String propertyName)
CmsPeriod.Builder	index(SwapIndex index) Sets the swap index.
CmsPeriod.Builder	notional(double notional) Sets the notional amount, positive if receiving, negative if paying.
CmsPeriod.Builder	paymentDate(LocalDate paymentDate) Sets the date that payment occurs.
CmsPeriod.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
CmsPeriod.Builder	set(String propertyName, Object newValue)
CmsPeriod.Builder	startDate(LocalDate startDate) Sets the start date of the payment period.
String	toString()
CmsPeriod.Builder	unadjustedEndDate(LocalDate unadjustedEndDate) Sets the unadjusted end date.
CmsPeriod.Builder	unadjustedStartDate(LocalDate unadjustedStartDate) Sets the unadjusted start date.
CmsPeriod.Builder	underlyingSwap(ResolvedSwap underlyingSwap) Sets the underlying swap.
CmsPeriod.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<CmsPeriod>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public CmsPeriod build()

currency

public CmsPeriod.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 CmsPeriod.Builder notional(double notional)

Sets the notional amount, positive if receiving, negative if paying.

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 CmsPeriod.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 CmsPeriod.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 CmsPeriod.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 CmsPeriod.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

yearFraction

public CmsPeriod.Builder yearFraction(double yearFraction)

Sets the year fraction that the accrual period represents.

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.

Parameters:

yearFraction - the new value

Returns:

this, for chaining, not null

paymentDate

public CmsPeriod.Builder paymentDate(LocalDate paymentDate)

Sets the date that payment occurs.

If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

paymentDate - the new value, not null

Returns:

this, for chaining, not null

fixingDate

public CmsPeriod.Builder fixingDate(LocalDate fixingDate)

Sets the date of the index fixing.

This is an adjusted date with any business day applied.

Parameters:

fixingDate - the new value, not null

Returns:

this, for chaining, not null

caplet

public CmsPeriod.Builder caplet(Double caplet)

Sets the optional caplet strike.

This defines the strike value of a caplet.

If the period is not a caplet, this field will be absent.

Parameters:

caplet - the new value

Returns:

this, for chaining, not null

floorlet

public CmsPeriod.Builder floorlet(Double floorlet)

Sets the optional floorlet strike.

This defines the strike value of a floorlet.

If the period is not a floorlet, this field will be absent.

Parameters:

floorlet - the new value

Returns:

this, for chaining, not null

dayCount

public CmsPeriod.Builder dayCount(DayCount dayCount)

Sets the day count of the period.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

index

public CmsPeriod.Builder index(SwapIndex index)

Sets the swap index.

The swap rate to be paid is the observed value of this index.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

underlyingSwap

public CmsPeriod.Builder underlyingSwap(ResolvedSwap underlyingSwap)

Sets the underlying swap.

The interest rate swap for which the swap rate is referred.

Parameters:

underlyingSwap - 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<CmsPeriod>