com.opengamma.strata.product.credit

Class ResolvedCds.Builder

java.lang.Object

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

com.opengamma.strata.product.credit.ResolvedCds.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedCds>

Enclosing class:

ResolvedCds

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

The bean-builder for ResolvedCds.

Method Summary

Modifier and Type	Method and Description
ResolvedCds	build()
ResolvedCds.Builder	buySell(BuySell buySell) Sets whether the CDS is buy or sell.
ResolvedCds.Builder	dayCount(DayCount dayCount) Sets the day count convention.
Object	get(String propertyName)
ResolvedCds.Builder	legalEntityId(StandardId legalEntityId) Sets the legal entity identifier.
ResolvedCds.Builder	paymentOnDefault(PaymentOnDefault paymentOnDefault) Sets the payment on default.
ResolvedCds.Builder	paymentPeriods(CreditCouponPaymentPeriod... paymentPeriods) Sets the paymentPeriods property in the builder from an array of objects.
ResolvedCds.Builder	paymentPeriods(List<CreditCouponPaymentPeriod> paymentPeriods) Sets the periodic payments based on the fixed rate.
ResolvedCds.Builder	protectionEndDate(LocalDate protectionEndDate) Sets the protection end date.
ResolvedCds.Builder	protectionStart(ProtectionStartOfDay protectionStart) Sets the protection start of the day.
ResolvedCds.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedCds.Builder	set(String propertyName, Object newValue)
ResolvedCds.Builder	settlementDateOffset(DaysAdjustment settlementDateOffset) Sets the number of days between valuation date and settlement date.
ResolvedCds.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<ResolvedCds>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedCds build()

buySell

public ResolvedCds.Builder buySell(BuySell buySell)

Sets whether the CDS 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

legalEntityId

public ResolvedCds.Builder legalEntityId(StandardId legalEntityId)

Sets the legal entity identifier.

This identifier is used for the reference legal entity of the CDS.

Parameters:

legalEntityId - the new value, not null

Returns:

this, for chaining, not null

paymentPeriods

public ResolvedCds.Builder paymentPeriods(List<CreditCouponPaymentPeriod> paymentPeriods)

Sets the periodic payments based on the fixed rate.

Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.

Parameters:

paymentPeriods - the new value, not empty

Returns:

this, for chaining, not null

paymentPeriods

public ResolvedCds.Builder paymentPeriods(CreditCouponPaymentPeriod... paymentPeriods)

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

Parameters:

paymentPeriods - the new value, not empty

Returns:

this, for chaining, not null

protectionEndDate

public ResolvedCds.Builder protectionEndDate(LocalDate protectionEndDate)

Sets the protection end date.

This may be different from the accrual end date of the last payment period in periodicPayments.

Parameters:

protectionEndDate - the new value, not null

Returns:

this, for chaining, not null

dayCount

public ResolvedCds.Builder dayCount(DayCount dayCount)

Sets the day count convention.

This is used to convert dates to a numerical value.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

paymentOnDefault

public ResolvedCds.Builder paymentOnDefault(PaymentOnDefault paymentOnDefault)

Sets the payment on default.

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

Parameters:

paymentOnDefault - the new value, not null

Returns:

this, for chaining, not null

protectionStart

public ResolvedCds.Builder protectionStart(ProtectionStartOfDay protectionStart)

Sets the protection start of the day.

When the protection starts on the start date.

Parameters:

protectionStart - the new value, not null

Returns:

this, for chaining, not null

stepinDateOffset

public ResolvedCds.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 contracts.

Parameters:

stepinDateOffset - the new value, not null

Returns:

this, for chaining, not null

settlementDateOffset

public ResolvedCds.Builder settlementDateOffset(DaysAdjustment settlementDateOffset)

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

It is usually 3 business days for standardized CDS contracts.

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<ResolvedCds>