com.opengamma.strata.product.fx

Class FxNdf.Builder

java.lang.Object

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

com.opengamma.strata.product.fx.FxNdf.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<FxNdf>

Enclosing class:

FxNdf

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

The bean-builder for FxNdf.

Method Summary

Modifier and Type	Method and Description
FxNdf.Builder	agreedFxRate(FxRate agreedFxRate) Sets the FX rate agreed for the value date at the inception of the trade.
FxNdf	build()
Object	get(String propertyName)
FxNdf.Builder	index(FxIndex index) Sets the index defining the FX rate to observe on the fixing date.
FxNdf.Builder	paymentDate(LocalDate paymentDate) Sets the date that the forward settles.
FxNdf.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
FxNdf.Builder	set(String propertyName, Object newValue)
FxNdf.Builder	settlementCurrencyNotional(CurrencyAmount settlementCurrencyNotional) Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
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<FxNdf>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public FxNdf build()

settlementCurrencyNotional

public FxNdf.Builder settlementCurrencyNotional(CurrencyAmount settlementCurrencyNotional)

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

The amount is signed. A positive amount indicates the payment is to be received. A negative amount indicates the payment is to be paid.

This must be specified in one of the two currencies of the forward.

Parameters:

settlementCurrencyNotional - the new value, not null

Returns:

this, for chaining, not null

agreedFxRate

public FxNdf.Builder agreedFxRate(FxRate agreedFxRate)

Sets the FX rate agreed for the value date at the inception of the trade.

The settlement amount is based on the difference between this rate and the rate observed on the fixing date using the index.

The forward is between the two currencies defined by the rate.

Parameters:

agreedFxRate - the new value, not null

Returns:

this, for chaining, not null

index

public FxNdf.Builder index(FxIndex index)

Sets the index defining the FX rate to observe on the fixing date.

The index is used to settle the trade by providing the actual FX rate on the fixing date. The value of the trade is based on the difference between the actual rate and the agreed rate.

The forward is between the two currencies defined by the index.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

paymentDate

public FxNdf.Builder paymentDate(LocalDate paymentDate)

Sets the date that the forward settles.

On this date, the settlement amount will be exchanged. This date should be a valid business day.

Parameters:

paymentDate - 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<FxNdf>