com.opengamma.strata.product.credit

Class CdsIndex.Builder

java.lang.Object

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

com.opengamma.strata.product.credit.CdsIndex.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<CdsIndex>

Enclosing class:

CdsIndex

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

The bean-builder for CdsIndex.

Method Summary

Modifier and Type	Method and Description
CdsIndex	build()
CdsIndex.Builder	buySell(BuySell buySell) Sets whether the CDS index is buy or sell.
CdsIndex.Builder	cdsIndexId(StandardId cdsIndexId) Sets the CDS index identifier.
CdsIndex.Builder	currency(Currency currency) Sets the currency of the CDS index.
CdsIndex.Builder	dayCount(DayCount dayCount) Sets the day count convention.
CdsIndex.Builder	fixedRate(double fixedRate) Sets the fixed coupon rate.
Object	get(String propertyName)
CdsIndex.Builder	legalEntityIds(List<StandardId> legalEntityIds) Sets the legal entity identifiers.
CdsIndex.Builder	legalEntityIds(StandardId... legalEntityIds) Sets the legalEntityIds property in the builder from an array of objects.
CdsIndex.Builder	notional(double notional) Sets the notional amount, must be non-negative.
CdsIndex.Builder	paymentOnDefault(PaymentOnDefault paymentOnDefault) Sets the payment on default.
CdsIndex.Builder	paymentSchedule(PeriodicSchedule paymentSchedule) Sets the payment schedule.
CdsIndex.Builder	protectionStart(ProtectionStartOfDay protectionStart) Sets the protection start of the day.
CdsIndex.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
CdsIndex.Builder	set(String propertyName, Object newValue)
CdsIndex.Builder	settlementDateOffset(DaysAdjustment settlementDateOffset) Sets the number of days between valuation date and settlement date.
CdsIndex.Builder	stepinDateOffset(DaysAdjustment stepinDateOffset) Sets the number of days between valuation date and step-in date.
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<CdsIndex>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public CdsIndex build()

buySell

public CdsIndex.Builder buySell(BuySell buySell)

Sets whether the CDS index is buy or sell.

A value of 'Buy' implies buying protection, where the fixed coupon is paid and the protection is received in the event of default. A value of 'Sell' implies selling protection, where the fixed coupon is received and the protection is paid in the event of default.

Parameters:

buySell - the new value, not null

Returns:

this, for chaining, not null

cdsIndexId

public CdsIndex.Builder cdsIndexId(StandardId cdsIndexId)

Sets the CDS index identifier.

This identifier is used to refer this CDS index product.

Parameters:

cdsIndexId - the new value, not null

Returns:

this, for chaining, not null

legalEntityIds

public CdsIndex.Builder legalEntityIds(List<StandardId> legalEntityIds)

Sets the legal entity identifiers.

These identifiers refer to the reference legal entities of the CDS index.

Parameters:

legalEntityIds - the new value, not null

Returns:

this, for chaining, not null

legalEntityIds

public CdsIndex.Builder legalEntityIds(StandardId... legalEntityIds)

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

Parameters:

legalEntityIds - the new value, not null

Returns:

this, for chaining, not null

currency

public CdsIndex.Builder currency(Currency currency)

Sets the currency of the CDS index.

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 CdsIndex.Builder notional(double notional)

Sets the notional amount, must be non-negative.

The fixed notional amount applicable during the lifetime of the CDS. The currency of the notional is specified by currency.

Parameters:

notional - the new value

Returns:

this, for chaining, not null

paymentSchedule

public CdsIndex.Builder paymentSchedule(PeriodicSchedule paymentSchedule)

Sets the payment schedule.

This is used to define the payment periods.

Parameters:

paymentSchedule - the new value, not null

Returns:

this, for chaining, not null

fixedRate

public CdsIndex.Builder fixedRate(double fixedRate)

Sets the fixed coupon rate.

This must be represented in decimal form.

Parameters:

fixedRate - the new value

Returns:

this, for chaining, not null

dayCount

public CdsIndex.Builder dayCount(DayCount dayCount)

Sets the day count convention.

This is used to convert dates to a numerical value.

When building, this will default to 'Act/360'.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

paymentOnDefault

public CdsIndex.Builder paymentOnDefault(PaymentOnDefault paymentOnDefault)

Sets the payment on default.

Whether the accrued premium is paid in the event of a default.

When building, this will default to 'AccruedPremium'.

Parameters:

paymentOnDefault - the new value, not null

Returns:

this, for chaining, not null

protectionStart

public CdsIndex.Builder protectionStart(ProtectionStartOfDay protectionStart)

Sets the protection start of the day.

When the protection starts on the start date.

When building, this will default to 'Beginning'.

Parameters:

protectionStart - the new value, not null

Returns:

this, for chaining, not null

stepinDateOffset

public CdsIndex.Builder stepinDateOffset(DaysAdjustment stepinDateOffset)

Sets the number of days between valuation date and step-in date.

The step-in date is also called protection effective date. It is usually 1 calendar day for standardized CDS index contracts.

When building, this will default to 1 calendar day.

Parameters:

stepinDateOffset - the new value, not null

Returns:

this, for chaining, not null

settlementDateOffset

public CdsIndex.Builder settlementDateOffset(DaysAdjustment settlementDateOffset)

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

It is usually 3 business days for standardized CDS index contracts.

When building, this will default to 3 business days in the calendar of the payment schedule.

Parameters:

settlementDateOffset - 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<CdsIndex>