ImmutableIborIndex.Builder (OpenGamma Strata Basics)

java.lang.Object
- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIndex>
- - com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableIborIndex>

Enclosing class:

ImmutableIborIndex
```
public static final class ImmutableIborIndex.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIndex>
```
The bean-builder for ImmutableIborIndex.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`ImmutableIborIndex.Builder`	`active(boolean active)` Sets whether the index is active, defaulted to true.
`ImmutableIborIndex`	`build()`
`ImmutableIborIndex.Builder`	`currency(Currency currency)` Sets the currency of the index.
`ImmutableIborIndex.Builder`	`dayCount(DayCount dayCount)` Sets the day count convention.
`ImmutableIborIndex.Builder`	`defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)` Sets the default day count convention for the associated fixed leg.
`ImmutableIborIndex.Builder`	`effectiveDateOffset(DaysAdjustment effectiveDateOffset)` Sets the adjustment applied to the fixing date to obtain the effective date.
`ImmutableIborIndex.Builder`	`fixingCalendar(HolidayCalendarId fixingCalendar)` Sets the calendar that determines which dates are fixing dates.
`ImmutableIborIndex.Builder`	`fixingDateOffset(DaysAdjustment fixingDateOffset)` Sets the adjustment applied to the effective date to obtain the fixing date.
`ImmutableIborIndex.Builder`	`fixingTime(LocalTime fixingTime)` Sets the fixing time.
`ImmutableIborIndex.Builder`	`fixingZone(ZoneId fixingZone)` Sets the fixing time-zone.
`Object`	`get(String propertyName)`
`ImmutableIborIndex.Builder`	`maturityDateOffset(TenorAdjustment maturityDateOffset)` Sets the adjustment applied to the effective date to obtain the maturity date.
`ImmutableIborIndex.Builder`	`name(String name)` Sets the index name, such as 'GBP-LIBOR-3M'.
`ImmutableIborIndex.Builder`	`set(org.joda.beans.MetaProperty<?> property, Object value)`
`ImmutableIborIndex.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<ImmutableIborIndex>
    
    Overrides:
    
    get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIndex>
  - set
```
public ImmutableIborIndex.Builder set(String propertyName,
                                      Object newValue)
```
  - set
```
public ImmutableIborIndex.Builder set(org.joda.beans.MetaProperty<?> property,
                                      Object value)
```
    Specified by:
    
    set in interface org.joda.beans.BeanBuilder<ImmutableIborIndex>
    
    Overrides:
    
    set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableIborIndex>
  - build
```
public ImmutableIborIndex build()
```
  - name
```
public ImmutableIborIndex.Builder name(String name)
```
    Sets the index name, such as 'GBP-LIBOR-3M'.
    
    Parameters:
    
    name - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - currency
```
public ImmutableIborIndex.Builder currency(Currency currency)
```
    Sets the currency of the index.
    
    Parameters:
    
    currency - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - active
```
public ImmutableIborIndex.Builder active(boolean active)
```
    Sets whether the index is active, defaulted to true.
    Over time some indices become inactive and are no longer produced. If this occurs, this flag will be set to false.
    
    Parameters:
    
    active - the new value
    
    Returns:
    
    this, for chaining, not null
  - fixingCalendar
```
public ImmutableIborIndex.Builder fixingCalendar(HolidayCalendarId fixingCalendar)
```
    Sets the calendar that determines which dates are fixing dates.
    The fixing date is when the rate is determined.
    
    Parameters:
    
    fixingCalendar - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - fixingTime
```
public ImmutableIborIndex.Builder fixingTime(LocalTime fixingTime)
```
    Sets the fixing time.
    The rate is fixed at the fixing time of the fixing date.
    
    Parameters:
    
    fixingTime - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - fixingZone
```
public ImmutableIborIndex.Builder fixingZone(ZoneId fixingZone)
```
    Sets the fixing time-zone.
    The time-zone of the fixing time.
    
    Parameters:
    
    fixingZone - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - fixingDateOffset
```
public ImmutableIborIndex.Builder fixingDateOffset(DaysAdjustment fixingDateOffset)
```
    Sets the adjustment applied to the effective date to obtain the fixing date.
    The fixing date is the date on which the index is to be observed. In most cases, the fixing date is 0 or 2 days before the effective date. This data structure allows the complex rules of some indices to be represented.
    
    Parameters:
    
    fixingDateOffset - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - effectiveDateOffset
```
public ImmutableIborIndex.Builder effectiveDateOffset(DaysAdjustment effectiveDateOffset)
```
    Sets the adjustment applied to the fixing date to obtain the effective date.
    The effective date is the start date of the indexed deposit. In most cases, the effective date is 0 or 2 days after the fixing date. This data structure allows the complex rules of some indices to be represented.
    
    Parameters:
    
    effectiveDateOffset - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - maturityDateOffset
```
public ImmutableIborIndex.Builder maturityDateOffset(TenorAdjustment maturityDateOffset)
```
    Sets the adjustment applied to the effective date to obtain the maturity date.
    The maturity date is the end date of the indexed deposit and is relative to the effective date. This data structure allows the complex rules of some indices to be represented.
    
    Parameters:
    
    maturityDateOffset - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - dayCount
```
public ImmutableIborIndex.Builder dayCount(DayCount dayCount)
```
    Sets the day count convention.
    
    Parameters:
    
    dayCount - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - defaultFixedLegDayCount
```
public ImmutableIborIndex.Builder defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)
```
    Sets the default day count convention for the associated fixed leg.
    A rate index is often paid against a fixed leg, such as in a vanilla Swap. The day count convention of the fixed leg often differs from that of the index, and the default is value is available here.
    
    Parameters:
    
    defaultFixedLegDayCount - 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<ImmutableIborIndex>

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class ImmutableIborIndex.Builder

Method Summary

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

Methods inherited from class java.lang.Object

Method Detail

get

set

set

build

name

currency

active

fixingCalendar

fixingTime

fixingZone

fixingDateOffset

effectiveDateOffset

maturityDateOffset

dayCount

defaultFixedLegDayCount

toString