Fra.Builder (OpenGamma Strata Product)

java.lang.Object
- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<Fra>
- - com.opengamma.strata.product.fra.Fra.Builder

All Implemented Interfaces:: org.joda.beans.BeanBuilder<Fra>

Enclosing class:: Fra

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

The bean-builder for Fra.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`Fra`	`build()`
`Fra.Builder`	`businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)` Sets the business day adjustment to apply to the start and end date, optional.
`Fra.Builder`	`buySell(BuySell buySell)` Sets whether the FRA is buy or sell.
`Fra.Builder`	`currency(Currency currency)` Sets the primary currency, defaulted to the currency of the index.
`Fra.Builder`	`dayCount(DayCount dayCount)` Sets the day count convention applicable, defaulted to the day count of the index.
`Fra.Builder`	`discounting(FraDiscountingMethod discounting)` Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
`Fra.Builder`	`endDate(LocalDate endDate)` Sets the end date, which is the termination date of the FRA.
`Fra.Builder`	`fixedRate(double fixedRate)` Sets the fixed rate of interest.
`Fra.Builder`	`fixingDateOffset(DaysAdjustment fixingDateOffset)` Sets the offset of the fixing date from the start date.
`Object`	`get(String propertyName)`
`Fra.Builder`	`index(IborIndex index)` Sets the Ibor index.
`Fra.Builder`	`indexInterpolated(IborIndex indexInterpolated)` Sets the second Ibor index to be used for linear interpolation, optional.
`Fra.Builder`	`notional(double notional)` Sets the notional amount.
`Fra.Builder`	`paymentDate(AdjustableDate paymentDate)` Sets the payment date.
`Fra.Builder`	`set(org.joda.beans.MetaProperty<?> property, Object value)`
`Fra.Builder`	`set(String propertyName, Object newValue)`
`Fra.Builder`	`startDate(LocalDate startDate)` Sets the start date, which is the effective date of the FRA.
`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<Fra>
    
    Overrides:
    
    get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<Fra>
  - set
```
public Fra.Builder set(String propertyName,
                       Object newValue)
```
  - set
```
public Fra.Builder set(org.joda.beans.MetaProperty<?> property,
                       Object value)
```
    Specified by:
    
    set in interface org.joda.beans.BeanBuilder<Fra>
    
    Overrides:
    
    set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<Fra>
  - build
```
public Fra build()
```
  - buySell
```
public Fra.Builder buySell(BuySell buySell)
```
    Sets whether the FRA is buy or sell.
    A value of 'Buy' implies that the floating rate is received from the counterparty, with the fixed rate being paid. A value of 'Sell' implies that the floating rate is paid to the counterparty, with the fixed rate being received.
    
    Parameters:
    
    buySell - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - currency
```
public Fra.Builder currency(Currency currency)
```
    Sets the primary currency, defaulted to the currency of the index.
    This is the currency of the FRA 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.
    When building, this will default to the currency of the index if not specified.
    
    Parameters:
    
    currency - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - notional
```
public Fra.Builder notional(double notional)
```
    Sets the notional amount.
    The notional expressed here must be positive. The currency of the notional is specified by currency.
    
    Parameters:
    
    notional - the new value
    
    Returns:
    
    this, for chaining, not null
  - startDate
```
public Fra.Builder startDate(LocalDate startDate)
```
    Sets the start date, which is the effective date of the FRA.
    This is the first date that interest accrues.
    This date is typically set to be a valid business day. Optionally, the businessDayAdjustment property may be set to provide a rule for adjustment.
    
    Parameters:
    
    startDate - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - endDate
```
public Fra.Builder endDate(LocalDate endDate)
```
    Sets the end date, which is the termination date of the FRA.
    This is the last day that interest accrues. This date must be after the start date.
    This date is typically set to be a valid business day. Optionally, the businessDayAdjustment property may be set to provide a rule for adjustment.
    
    Parameters:
    
    endDate - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - businessDayAdjustment
```
public Fra.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
```
    Sets the business day adjustment to apply to the start and end date, optional.
    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.
    
    Parameters:
    
    businessDayAdjustment - the new value
    
    Returns:
    
    this, for chaining, not null
  - paymentDate
```
public Fra.Builder paymentDate(AdjustableDate paymentDate)
```
    Sets the payment date.
    The payment date is typically the same as the start date. The date may be subject to adjustment to ensure it is a business day.
    When building, this will default to the start date with no adjustments if not specified.
    
    Parameters:
    
    paymentDate - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - fixedRate
```
public Fra.Builder fixedRate(double fixedRate)
```
    Sets the fixed rate of interest. A 5% rate will be expressed as 0.05.
    See buySell to determine whether this rate is paid or received.
    
    Parameters:
    
    fixedRate - the new value
    
    Returns:
    
    this, for chaining, not null
  - index
```
public Fra.Builder index(IborIndex index)
```
    Sets the Ibor index.
    The floating rate to be paid is based on this index It will be a well known market index such as 'GBP-LIBOR-3M'. This will be used throughout unless indexInterpolated is present.
    See buySell to determine whether this rate is paid or received.
    
    Parameters:
    
    index - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - indexInterpolated
```
public Fra.Builder indexInterpolated(IborIndex indexInterpolated)
```
    Sets the second Ibor index to be used for linear interpolation, optional.
    This will be used with index to linearly interpolate the rate. It will be a well known market index such as 'GBP-LIBOR-6M'. This index may be shorter or longer than index, but not the same.
    
    Parameters:
    
    indexInterpolated - the new value
    
    Returns:
    
    this, for chaining, not null
  - fixingDateOffset
```
public Fra.Builder fixingDateOffset(DaysAdjustment fixingDateOffset)
```
    Sets the offset of the fixing date from the start date.
    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.
    When building, this will default to the fixing date offset of the index if not specified.
    
    Parameters:
    
    fixingDateOffset - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - dayCount
```
public Fra.Builder dayCount(DayCount dayCount)
```
    Sets the day count convention applicable, defaulted to the day count of the index.
    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.
    When building, this will default to the day count of the index if not specified.
    
    Parameters:
    
    dayCount - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - discounting
```
public Fra.Builder discounting(FraDiscountingMethod discounting)
```
    Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
    There are different approaches FRA pricing in the area of discounting. This method specifies the approach for this FRA.
    When building, this will default 'AFMA' if the index has the currency 'AUD' or 'NZD' and to 'ISDA' otherwise.
    
    Parameters:
    
    discounting - 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<Fra>

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class Fra.Builder

Method Summary

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

Methods inherited from class java.lang.Object

Method Detail

get

set

set

build

buySell

currency

notional

startDate

endDate

businessDayAdjustment

paymentDate

fixedRate

index

indexInterpolated

fixingDateOffset

dayCount

discounting

toString