com.opengamma.strata.product.swap

Class RateCalculationSwapLeg.Builder

java.lang.Object

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

com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<RateCalculationSwapLeg>

Enclosing class:

RateCalculationSwapLeg

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

The bean-builder for RateCalculationSwapLeg.

Method Summary

Modifier and Type	Method and Description
RateCalculationSwapLeg.Builder	accrualSchedule(PeriodicSchedule accrualSchedule) Sets the accrual schedule.
RateCalculationSwapLeg	build()
RateCalculationSwapLeg.Builder	calculation(RateCalculation calculation) Sets the interest rate accrual calculation.
Object	get(String propertyName)
RateCalculationSwapLeg.Builder	notionalSchedule(NotionalSchedule notionalSchedule) Sets the notional schedule.
RateCalculationSwapLeg.Builder	paymentSchedule(PaymentSchedule paymentSchedule) Sets the payment schedule.
RateCalculationSwapLeg.Builder	payReceive(PayReceive payReceive) Sets whether the leg is pay or receive.
RateCalculationSwapLeg.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
RateCalculationSwapLeg.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<RateCalculationSwapLeg>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public RateCalculationSwapLeg build()

payReceive

public RateCalculationSwapLeg.Builder payReceive(PayReceive payReceive)

Sets whether the leg is pay or receive.

A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative interest rates can result in a payment in the opposite direction to that implied by this indicator.

Parameters:

payReceive - the new value, not null

Returns:

this, for chaining, not null

accrualSchedule

public RateCalculationSwapLeg.Builder accrualSchedule(PeriodicSchedule accrualSchedule)

Sets the accrual schedule.

This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the swap.

Parameters:

accrualSchedule - the new value, not null

Returns:

this, for chaining, not null

paymentSchedule

public RateCalculationSwapLeg.Builder paymentSchedule(PaymentSchedule paymentSchedule)

Sets the payment schedule.

This is used to define the payment periods, including any compounding. The payment period dates are based on the accrual schedule.

Parameters:

paymentSchedule - the new value, not null

Returns:

this, for chaining, not null

notionalSchedule

public RateCalculationSwapLeg.Builder notionalSchedule(NotionalSchedule notionalSchedule)

Sets the notional schedule.

The notional amount schedule, which can vary during the lifetime of the swap. In most cases, the notional amount is not exchanged, with only the net difference being exchanged. However, in certain cases, initial, final or intermediate amounts are exchanged.

Parameters:

notionalSchedule - the new value, not null

Returns:

this, for chaining, not null

calculation

public RateCalculationSwapLeg.Builder calculation(RateCalculation calculation)

Sets the interest rate accrual calculation.

Different kinds of swap leg are determined by the subclass used here. See FixedRateCalculation, IborRateCalculation and OvernightRateCalculation.

Parameters:

calculation - 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<RateCalculationSwapLeg>