com.opengamma.strata.product.index.type

Class ImmutableIborFutureConvention.Builder

java.lang.Object

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

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

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableIborFutureConvention>

Enclosing class:

ImmutableIborFutureConvention

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

The bean-builder for ImmutableIborFutureConvention.

Method Summary

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

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ImmutableIborFutureConvention build()

index

public ImmutableIborFutureConvention.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

name

public ImmutableIborFutureConvention.Builder name(String name)

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

This will default to the name of the index suffixed by the name of the date sequence if not specified.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

dateSequence

public ImmutableIborFutureConvention.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 ImmutableIborFutureConvention.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

toString

public String toString()

Overrides:

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