public static final class ImmutableFixedIborSwapConvention.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedIborSwapConvention>
ImmutableFixedIborSwapConvention.| Modifier and Type | Method and Description |
|---|---|
ImmutableFixedIborSwapConvention |
build() |
ImmutableFixedIborSwapConvention.Builder |
fixedLeg(FixedRateSwapLegConvention fixedLeg)
Sets the market convention of the fixed leg.
|
ImmutableFixedIborSwapConvention.Builder |
floatingLeg(IborRateSwapLegConvention floatingLeg)
Sets the market convention of the floating leg.
|
Object |
get(String propertyName) |
ImmutableFixedIborSwapConvention.Builder |
name(String name)
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
|
ImmutableFixedIborSwapConvention.Builder |
set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableFixedIborSwapConvention.Builder |
set(String propertyName,
Object newValue) |
ImmutableFixedIborSwapConvention.Builder |
spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.
|
String |
toString() |
public Object get(String propertyName)
get in interface org.joda.beans.BeanBuilder<ImmutableFixedIborSwapConvention>get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedIborSwapConvention>public ImmutableFixedIborSwapConvention.Builder set(String propertyName, Object newValue)
public ImmutableFixedIborSwapConvention.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
set in interface org.joda.beans.BeanBuilder<ImmutableFixedIborSwapConvention>set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedIborSwapConvention>public ImmutableFixedIborSwapConvention build()
public ImmutableFixedIborSwapConvention.Builder name(String name)
name - the new value, not nullpublic ImmutableFixedIborSwapConvention.Builder fixedLeg(FixedRateSwapLegConvention fixedLeg)
fixedLeg - the new value, not nullpublic ImmutableFixedIborSwapConvention.Builder floatingLeg(IborRateSwapLegConvention floatingLeg)
floatingLeg - the new value, not nullpublic ImmutableFixedIborSwapConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)
The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
spotDateOffset - the new value, not nullpublic String toString()
toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedIborSwapConvention>Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.