com.opengamma.strata.product.index.type

Class ImmutableIborFutureContractSpec.Builder

java.lang.Object

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

com.opengamma.strata.product.index.type.ImmutableIborFutureContractSpec.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableIborFutureContractSpec>

Enclosing class:

ImmutableIborFutureContractSpec

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

The bean-builder for ImmutableIborFutureContractSpec.

Method Summary

Modifier and Type	Method and Description
ImmutableIborFutureContractSpec	build()
ImmutableIborFutureContractSpec.Builder	businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) Sets the business day adjustment to apply to the reference date.
ImmutableIborFutureContractSpec.Builder	dateSequence(DateSequence dateSequence) Sets the sequence of dates that the future is based on.
Object	get(String propertyName)
ImmutableIborFutureContractSpec.Builder	index(IborIndex index) Sets the Ibor index.
ImmutableIborFutureContractSpec.Builder	name(String name) Sets the name, such as 'USD-LIBOR-3M-IMM-CME'.
ImmutableIborFutureContractSpec.Builder	notional(double notional) Sets the notional deposit that the contract models.
ImmutableIborFutureContractSpec.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableIborFutureContractSpec.Builder	set(String propertyName, Object newValue)
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<ImmutableIborFutureContractSpec>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ImmutableIborFutureContractSpec build()

name

public ImmutableIborFutureContractSpec.Builder name(String name)

Sets the name, such as 'USD-LIBOR-3M-IMM-CME'.

Parameters:

name - the new value, not blank

Returns:

this, for chaining, not null

index

public ImmutableIborFutureContractSpec.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'.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

dateSequence

public ImmutableIborFutureContractSpec.Builder dateSequence(DateSequence dateSequence)

Sets the sequence of dates that the future is based on.

This is used to calculate the reference date of the future that is the start date of the underlying synthetic deposit.

Parameters:

dateSequence - the new value, not null

Returns:

this, for chaining, not null

businessDayAdjustment

public ImmutableIborFutureContractSpec.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)

Sets the business day adjustment to apply to the reference date.

The reference date, which is often the third Wednesday of the month, will be adjusted as defined here.

Parameters:

businessDayAdjustment - the new value, not null

Returns:

this, for chaining, not null

notional

public ImmutableIborFutureContractSpec.Builder notional(double notional)

Sets the notional deposit that the contract models.

This is the full notional of the deposit, such as 1 million dollars. The notional expressed here must be positive. The currency of the notional is specified by the index.

Parameters:

notional - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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