ImmutableOvernightFutureContractSpec.Builder (OpenGamma Strata Product)

java.lang.Object
- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
- - com.opengamma.strata.product.index.type.ImmutableOvernightFutureContractSpec.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableOvernightFutureContractSpec>

Enclosing class:

ImmutableOvernightFutureContractSpec
```
public static final class ImmutableOvernightFutureContractSpec.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
```
The bean-builder for ImmutableOvernightFutureContractSpec.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`ImmutableOvernightFutureContractSpec.Builder`	`accrualMethod(OvernightAccrualMethod accrualMethod)` Sets the method of accruing Overnight interest.
`ImmutableOvernightFutureContractSpec`	`build()`
`ImmutableOvernightFutureContractSpec.Builder`	`dateSequence(DateSequence dateSequence)` Sets the sequence of dates that the future is based on.
`ImmutableOvernightFutureContractSpec.Builder`	`endDateAdjustment(DaysAdjustment endDateAdjustment)` Sets the days adjustment to apply to get the end date.
`Object`	`get(String propertyName)`
`ImmutableOvernightFutureContractSpec.Builder`	`index(OvernightIndex index)` Sets the Overnight index.
`ImmutableOvernightFutureContractSpec.Builder`	`lastTradeDateAdjustment(DaysAdjustment lastTradeDateAdjustment)` Sets the days adjustment to apply to get the last trade date.
`ImmutableOvernightFutureContractSpec.Builder`	`name(String name)` Sets the name, such as 'GBP-SONIA-3M-IMM-ICE'.
`ImmutableOvernightFutureContractSpec.Builder`	`notional(double notional)` Sets the notional deposit that the contract models.
`ImmutableOvernightFutureContractSpec.Builder`	`set(org.joda.beans.MetaProperty<?> property, Object value)`
`ImmutableOvernightFutureContractSpec.Builder`	`set(String propertyName, Object newValue)`
`ImmutableOvernightFutureContractSpec.Builder`	`startDateAdjustment(BusinessDayAdjustment startDateAdjustment)` Sets the business day adjustment to apply to get the start date.
`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<ImmutableOvernightFutureContractSpec>
    
    Overrides:
    
    get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
  - set
```
public ImmutableOvernightFutureContractSpec.Builder set(String propertyName,
                                                        Object newValue)
```
  - set
```
public ImmutableOvernightFutureContractSpec.Builder set(org.joda.beans.MetaProperty<?> property,
                                                        Object value)
```
    Specified by:
    
    set in interface org.joda.beans.BeanBuilder<ImmutableOvernightFutureContractSpec>
    
    Overrides:
    
    set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableOvernightFutureContractSpec>
  - build
```
public ImmutableOvernightFutureContractSpec build()
```
  - name
```
public ImmutableOvernightFutureContractSpec.Builder name(String name)
```
    Sets the name, such as 'GBP-SONIA-3M-IMM-ICE'.
    
    Parameters:
    
    name - the new value, not blank
    
    Returns:
    
    this, for chaining, not null
  - index
```
public ImmutableOvernightFutureContractSpec.Builder index(OvernightIndex index)
```
    Sets the Overnight index.
    The floating rate to be paid is based on this index It will be a well known market index such as 'GBP-SONIA'.
    
    Parameters:
    
    index - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - dateSequence
```
public ImmutableOvernightFutureContractSpec.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
  - accrualMethod
```
public ImmutableOvernightFutureContractSpec.Builder accrualMethod(OvernightAccrualMethod accrualMethod)
```
    Sets the method of accruing Overnight interest.
    
    Parameters:
    
    accrualMethod - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - startDateAdjustment
```
public ImmutableOvernightFutureContractSpec.Builder startDateAdjustment(BusinessDayAdjustment startDateAdjustment)
```
    Sets the business day adjustment to apply to get the start date.
    The start date is obtained by applying this adjustment to the reference date from the date sequence. The reference date is often the third Wednesday of the month or the start of the month. This defaults to accepting the date from the sequence without applying a holiday calendar.
    
    Parameters:
    
    startDateAdjustment - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - endDateAdjustment
```
public ImmutableOvernightFutureContractSpec.Builder endDateAdjustment(DaysAdjustment endDateAdjustment)
```
    Sets the days adjustment to apply to get the end date.
    The end date is obtained by applying this adjustment to the next date in sequence from the start date. This defaults to minus one without applying a holiday calendar.
    
    Parameters:
    
    endDateAdjustment - the new value
    
    Returns:
    
    this, for chaining, not null
  - lastTradeDateAdjustment
```
public ImmutableOvernightFutureContractSpec.Builder lastTradeDateAdjustment(DaysAdjustment lastTradeDateAdjustment)
```
    Sets the days adjustment to apply to get the last trade date.
    The last trade date is obtained by applying this adjustment to the next date in sequence from the start date. This defaults to the previous business day in the fixing calendar (minus one calendar day and preceding).
    
    Parameters:
    
    lastTradeDateAdjustment - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - notional
```
public ImmutableOvernightFutureContractSpec.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<ImmutableOvernightFutureContractSpec>

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

Class ImmutableOvernightFutureContractSpec.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

name

index

dateSequence

accrualMethod

startDateAdjustment

endDateAdjustment

lastTradeDateAdjustment

notional

toString