com.opengamma.strata.product.swap.type

Class InflationRateSwapLegConvention.Builder

java.lang.Object

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

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

All Implemented Interfaces:

org.joda.beans.BeanBuilder<InflationRateSwapLegConvention>

Enclosing class:

InflationRateSwapLegConvention

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

The bean-builder for InflationRateSwapLegConvention.

Method Summary

Modifier and Type	Method and Description
InflationRateSwapLegConvention.Builder	accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment) Sets the business day adjustment to apply to accrual schedule dates.
InflationRateSwapLegConvention	build()
Object	get(String propertyName)
InflationRateSwapLegConvention.Builder	index(PriceIndex index) Sets the Price index.
InflationRateSwapLegConvention.Builder	indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod) Sets reference price index calculation method.
InflationRateSwapLegConvention.Builder	lag(Period lag) Sets the positive period between the price index and the accrual date, typically a number of months.
InflationRateSwapLegConvention.Builder	notionalExchange(boolean notionalExchange) Sets the flag indicating whether to exchange the notional.
InflationRateSwapLegConvention.Builder	paymentDateOffset(DaysAdjustment paymentDateOffset) Sets the offset of payment from the base date, optional with defaulting getter.
InflationRateSwapLegConvention.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
InflationRateSwapLegConvention.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<InflationRateSwapLegConvention>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public InflationRateSwapLegConvention build()

index

public InflationRateSwapLegConvention.Builder index(PriceIndex index)

Sets the Price index.

The floating rate to be paid is based on this price index It will be a well known price index such as 'GB-HICP'.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

lag

public InflationRateSwapLegConvention.Builder lag(Period lag)

Sets the positive period between the price index and the accrual date, typically a number of months.

A price index is typically published monthly and has a delay before publication. The lag is subtracted from the accrual start and end date to locate the month of the data to be observed.

For example, the September data may be published in October or November. A 3 month lag will cause an accrual date in December to be based on the observed data for September, which should be available by then.

Parameters:

lag - the new value, not null

Returns:

this, for chaining, not null

indexCalculationMethod

public InflationRateSwapLegConvention.Builder indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)

Sets reference price index calculation method.

This specifies how the reference index calculation occurs.

This will default to 'Monthly' if not specified.

Parameters:

indexCalculationMethod - the new value, not null

Returns:

this, for chaining, not null

notionalExchange

public InflationRateSwapLegConvention.Builder notionalExchange(boolean notionalExchange)

Sets the flag indicating whether to exchange the notional.

If 'true', the notional there is both an initial exchange and a final exchange of notional.

This will default to 'false' if not specified.

Parameters:

notionalExchange - the new value

Returns:

this, for chaining, not null

paymentDateOffset

public InflationRateSwapLegConvention.Builder paymentDateOffset(DaysAdjustment paymentDateOffset)

Sets the offset of payment from the base date, optional with defaulting getter.

The offset is applied to the unadjusted date specified by paymentRelativeTo. Offset can be based on calendar days or business days.

This will default to 'None' if not specified.

Parameters:

paymentDateOffset - the new value

Returns:

this, for chaining, not null

accrualBusinessDayAdjustment

public InflationRateSwapLegConvention.Builder accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)

Sets the business day adjustment to apply to accrual schedule dates.

Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.

The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.

This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.

Parameters:

accrualBusinessDayAdjustment - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<InflationRateSwapLegConvention>