com.opengamma.strata.market.curve

Class SwapIsdaCreditCurveNode.Builder

java.lang.Object

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

com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<SwapIsdaCreditCurveNode>

Enclosing class:

SwapIsdaCreditCurveNode

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

The bean-builder for SwapIsdaCreditCurveNode.

Method Summary

Modifier and Type	Method and Description
SwapIsdaCreditCurveNode	build()
SwapIsdaCreditCurveNode.Builder	businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) Sets the business day adjustment to apply to the start date, end date and accrual schedule.
SwapIsdaCreditCurveNode.Builder	dayCount(DayCount dayCount) Sets the day count convention applicable.
Object	get(String propertyName)
SwapIsdaCreditCurveNode.Builder	label(String label) Sets the label to use for the node, defaulted.
SwapIsdaCreditCurveNode.Builder	observableId(ObservableId observableId) Sets the identifier of the market data value that provides the rate.
SwapIsdaCreditCurveNode.Builder	paymentFrequency(Frequency paymentFrequency) Sets the periodic frequency of payments, optional with defaulting getter.
SwapIsdaCreditCurveNode.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
SwapIsdaCreditCurveNode.Builder	set(String propertyName, Object newValue)
SwapIsdaCreditCurveNode.Builder	spotDateOffset(DaysAdjustment spotDateOffset) Sets the offset of the start date from the trade date.
SwapIsdaCreditCurveNode.Builder	tenor(Tenor tenor) Sets the tenor of the swap.
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<SwapIsdaCreditCurveNode>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public SwapIsdaCreditCurveNode build()

label

public SwapIsdaCreditCurveNode.Builder label(String label)

Sets the label to use for the node, defaulted.

When building, this will default based on the tenor if not specified.

Parameters:

label - the new value, not empty

Returns:

this, for chaining, not null

observableId

public SwapIsdaCreditCurveNode.Builder observableId(ObservableId observableId)

Sets the identifier of the market data value that provides the rate.

Parameters:

observableId - the new value, not null

Returns:

this, for chaining, not null

tenor

public SwapIsdaCreditCurveNode.Builder tenor(Tenor tenor)

Sets the tenor of the swap.

This is the period from the first accrual date to the last accrual date.

Parameters:

tenor - the new value, not null

Returns:

this, for chaining, not null

spotDateOffset

public SwapIsdaCreditCurveNode.Builder spotDateOffset(DaysAdjustment spotDateOffset)

Sets the offset of the start date from the trade date.

The offset is applied to the trade date and is typically plus 2 business days.

Parameters:

spotDateOffset - the new value, not null

Returns:

this, for chaining, not null

businessDayAdjustment

public SwapIsdaCreditCurveNode.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)

Sets the business day adjustment to apply to the start date, end date and accrual schedule.

The date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert a relevant date to a valid business day.

Parameters:

businessDayAdjustment - the new value, not null

Returns:

this, for chaining, not null

dayCount

public SwapIsdaCreditCurveNode.Builder dayCount(DayCount dayCount)

Sets the day count convention applicable.

This is used to convert schedule period dates to a numerical value.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

paymentFrequency

public SwapIsdaCreditCurveNode.Builder paymentFrequency(Frequency paymentFrequency)

Sets the periodic frequency of payments, optional with defaulting getter.

Regular payments will be made at the specified periodic frequency. The compounding is not allowed in this node. Thus the frequency is the same as the accrual periodic frequency.

Parameters:

paymentFrequency - 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<SwapIsdaCreditCurveNode>