com.opengamma.strata.product.swap.type

Class ImmutableOvernightIborSwapConvention.Builder

java.lang.Object

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

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

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableOvernightIborSwapConvention>

Enclosing class:

ImmutableOvernightIborSwapConvention

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

The bean-builder for ImmutableOvernightIborSwapConvention.

Method Summary

Modifier and Type	Method and Description
ImmutableOvernightIborSwapConvention	build()
Object	get(String propertyName)
ImmutableOvernightIborSwapConvention.Builder	iborLeg(IborRateSwapLegConvention iborLeg) Sets the market convention of the floating leg.
ImmutableOvernightIborSwapConvention.Builder	name(String name) Sets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
ImmutableOvernightIborSwapConvention.Builder	overnightLeg(OvernightRateSwapLegConvention overnightLeg) Sets the market convention of the floating leg.
ImmutableOvernightIborSwapConvention.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableOvernightIborSwapConvention.Builder	set(String propertyName, Object newValue)
ImmutableOvernightIborSwapConvention.Builder	spotDateOffset(DaysAdjustment spotDateOffset) Sets the offset of the spot value date from the trade 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<ImmutableOvernightIborSwapConvention>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ImmutableOvernightIborSwapConvention build()

name

public ImmutableOvernightIborSwapConvention.Builder name(String name)

Sets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

overnightLeg

public ImmutableOvernightIborSwapConvention.Builder overnightLeg(OvernightRateSwapLegConvention overnightLeg)

Sets the market convention of the floating leg.

Parameters:

overnightLeg - the new value, not null

Returns:

this, for chaining, not null

iborLeg

public ImmutableOvernightIborSwapConvention.Builder iborLeg(IborRateSwapLegConvention iborLeg)

Sets the market convention of the floating leg.

Parameters:

iborLeg - the new value, not null

Returns:

this, for chaining, not null

spotDateOffset

public ImmutableOvernightIborSwapConvention.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<ImmutableOvernightIborSwapConvention>