com.opengamma.strata.product.swap.type

Class ImmutableIborIborSwapConvention.Builder

java.lang.Object

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

com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableIborIborSwapConvention>

Enclosing class:

ImmutableIborIborSwapConvention

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

The bean-builder for ImmutableIborIborSwapConvention.

Method Summary

Modifier and Type	Method and Description
ImmutableIborIborSwapConvention	build()
ImmutableIborIborSwapConvention.Builder	flatLeg(IborRateSwapLegConvention flatLeg) Sets the market convention of the floating leg that does not have the spread applied.
Object	get(String propertyName)
ImmutableIborIborSwapConvention.Builder	name(String name) Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
ImmutableIborIborSwapConvention.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableIborIborSwapConvention.Builder	set(String propertyName, Object newValue)
ImmutableIborIborSwapConvention.Builder	spotDateOffset(DaysAdjustment spotDateOffset) Sets the offset of the spot value date from the trade date.
ImmutableIborIborSwapConvention.Builder	spreadLeg(IborRateSwapLegConvention spreadLeg) Sets the market convention of the floating leg that has the spread applied.
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<ImmutableIborIborSwapConvention>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ImmutableIborIborSwapConvention build()

name

public ImmutableIborIborSwapConvention.Builder name(String name)

Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

spreadLeg

public ImmutableIborIborSwapConvention.Builder spreadLeg(IborRateSwapLegConvention spreadLeg)

Sets the market convention of the floating leg that has the spread applied.

The spread is the market price of the instrument. It is added to the observed interest rate.

Parameters:

spreadLeg - the new value, not null

Returns:

this, for chaining, not null

flatLeg

public ImmutableIborIborSwapConvention.Builder flatLeg(IborRateSwapLegConvention flatLeg)

Sets the market convention of the floating leg that does not have the spread applied.

Parameters:

flatLeg - the new value, not null

Returns:

this, for chaining, not null

spotDateOffset

public ImmutableIborIborSwapConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)

Sets the offset of the spot value date from the trade date.

The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".

Parameters:

spotDateOffset - 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<ImmutableIborIborSwapConvention>