com.opengamma.strata.product.deposit.type

Class ImmutableIborFixingDepositConvention.Builder

java.lang.Object

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

com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableIborFixingDepositConvention>

Enclosing class:

ImmutableIborFixingDepositConvention

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

The bean-builder for ImmutableIborFixingDepositConvention.

Method Summary

Modifier and Type	Method and Description
ImmutableIborFixingDepositConvention	build()
ImmutableIborFixingDepositConvention.Builder	businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
ImmutableIborFixingDepositConvention.Builder	currency(Currency currency) Sets the primary currency, optional with defaulting getter.
ImmutableIborFixingDepositConvention.Builder	dayCount(DayCount dayCount) Sets the day count convention applicable, optional with defaulting getter.
ImmutableIborFixingDepositConvention.Builder	fixingDateOffset(DaysAdjustment fixingDateOffset) Sets the offset of the fixing date from the start date, optional with defaulting getter.
Object	get(String propertyName)
ImmutableIborFixingDepositConvention.Builder	index(IborIndex index) Sets the Ibor index.
ImmutableIborFixingDepositConvention.Builder	name(String name) Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
ImmutableIborFixingDepositConvention.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableIborFixingDepositConvention.Builder	set(String propertyName, Object newValue)
ImmutableIborFixingDepositConvention.Builder	spotDateOffset(DaysAdjustment spotDateOffset) Sets the offset of the spot value date from the trade date, optional with defaulting getter.
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<ImmutableIborFixingDepositConvention>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ImmutableIborFixingDepositConvention build()

index

public ImmutableIborFixingDepositConvention.Builder index(IborIndex index)

Sets the Ibor index.

The floating rate to be paid or received is based on this index It will be a well known market index such as 'GBP-LIBOR-3M'.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

name

public ImmutableIborFixingDepositConvention.Builder name(String name)

Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.

This will default to the name of the index if not specified.

Parameters:

name - the new value

Returns:

this, for chaining, not null

currency

public ImmutableIborFixingDepositConvention.Builder currency(Currency currency)

Sets the primary currency, optional with defaulting getter.

This is the currency of the deposit and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.

This will default to the currency of the index if not specified.

Parameters:

currency - the new value

Returns:

this, for chaining, not null

dayCount

public ImmutableIborFixingDepositConvention.Builder dayCount(DayCount dayCount)

Sets the day count convention applicable, optional with defaulting getter.

This is used to convert dates to a numerical value. The data model permits the day count to differ from that of the index, however the two are typically the same.

This will default to the day count of the index if not specified.

Parameters:

dayCount - the new value

Returns:

this, for chaining, not null

spotDateOffset

public ImmutableIborFixingDepositConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

The offset is applied to the trade date and is typically plus 2 business days. The start date of the deposit is equal to the spot date and the end date of the deposit is relative to the start date.

This will default to the effective date offset of the index if not specified.

Parameters:

spotDateOffset - the new value

Returns:

this, for chaining, not null

businessDayAdjustment

public ImmutableIborFixingDepositConvention.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

The start and end date are typically defined as valid business days and thus do not need to be adjusted. If this optional property is present, then the start and end date will be adjusted as defined here.

This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.

Parameters:

businessDayAdjustment - the new value

Returns:

this, for chaining, not null

fixingDateOffset

public ImmutableIborFixingDepositConvention.Builder fixingDateOffset(DaysAdjustment fixingDateOffset)

Sets the offset of the fixing date from the start date, optional with defaulting getter.

The offset is applied to the start date and is typically minus 2 business days. The data model permits the offset to differ from that of the index, however the two are typically the same.

This will default to the fixing date offset of the index if not specified.

Parameters:

fixingDateOffset - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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