CapitalIndexedBond.Builder (OpenGamma Strata Product)

java.lang.Object
- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<CapitalIndexedBond>
- - com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<CapitalIndexedBond>

Enclosing class:

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

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`CapitalIndexedBond.Builder`	`accrualSchedule(PeriodicSchedule accrualSchedule)` Sets the accrual schedule.
`CapitalIndexedBond`	`build()`
`CapitalIndexedBond.Builder`	`currency(Currency currency)` Sets the currency that the bond is traded in.
`CapitalIndexedBond.Builder`	`dayCount(DayCount dayCount)` Sets the day count convention applicable.
`CapitalIndexedBond.Builder`	`exCouponPeriod(DaysAdjustment exCouponPeriod)` Sets ex-coupon period.
`Object`	`get(String propertyName)`
`CapitalIndexedBond.Builder`	`legalEntityId(LegalEntityId legalEntityId)` Sets the legal entity identifier.
`CapitalIndexedBond.Builder`	`notional(double notional)` Sets the notional amount, must be positive.
`CapitalIndexedBond.Builder`	`rateCalculation(InflationRateCalculation rateCalculation)` Sets the inflation rate calculation.
`CapitalIndexedBond.Builder`	`securityId(SecurityId securityId)` Sets the security identifier.
`CapitalIndexedBond.Builder`	`set(org.joda.beans.MetaProperty<?> property, Object value)`
`CapitalIndexedBond.Builder`	`set(String propertyName, Object newValue)`
`CapitalIndexedBond.Builder`	`settlementDateOffset(DaysAdjustment settlementDateOffset)` Sets the number of days between valuation date and settlement date.
`String`	`toString()`
`CapitalIndexedBond.Builder`	`yieldConvention(CapitalIndexedBondYieldConvention yieldConvention)` Sets yield convention.

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<CapitalIndexedBond>
    
    Overrides:
    
    get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<CapitalIndexedBond>
  - set
```
public CapitalIndexedBond.Builder set(String propertyName,
                                      Object newValue)
```
  - set
```
public CapitalIndexedBond.Builder set(org.joda.beans.MetaProperty<?> property,
                                      Object value)
```
    Specified by:
    
    set in interface org.joda.beans.BeanBuilder<CapitalIndexedBond>
    
    Overrides:
    
    set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<CapitalIndexedBond>
  - build
```
public CapitalIndexedBond build()
```
  - securityId
```
public CapitalIndexedBond.Builder securityId(SecurityId securityId)
```
    Sets the security identifier.
    This identifier uniquely identifies the security within the system.
    
    Parameters:
    
    securityId - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - currency
```
public CapitalIndexedBond.Builder currency(Currency currency)
```
    Sets the currency that the bond is traded in.
    
    Parameters:
    
    currency - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - notional
```
public CapitalIndexedBond.Builder notional(double notional)
```
    Sets the notional amount, must be positive.
    The notional expressed here must be positive. The currency of the notional is specified by currency.
    
    Parameters:
    
    notional - the new value
    
    Returns:
    
    this, for chaining, not null
  - accrualSchedule
```
public CapitalIndexedBond.Builder accrualSchedule(PeriodicSchedule accrualSchedule)
```
    Sets the accrual schedule.
    This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the product.
    
    Parameters:
    
    accrualSchedule - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - rateCalculation
```
public CapitalIndexedBond.Builder rateCalculation(InflationRateCalculation rateCalculation)
```
    Sets the inflation rate calculation.
    The reference index is interpolated index or monthly index. Real coupons are represented by gearing in the calculation. The price index value at the start of the bond is represented by firstIndexValue in the calculation.
    
    Parameters:
    
    rateCalculation - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - dayCount
```
public CapitalIndexedBond.Builder dayCount(DayCount dayCount)
```
    Sets the day count convention applicable.
    The conversion from dates to a numerical value is made based on this day count. For the inflation-indexed bond, the day count convention is used to compute accrued interest.
    Note that the year fraction of a coupon payment is computed based on the unadjusted dates in the schedule.
    
    Parameters:
    
    dayCount - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - yieldConvention
```
public CapitalIndexedBond.Builder yieldConvention(CapitalIndexedBondYieldConvention yieldConvention)
```
    Sets yield convention.
    The convention defines how to convert from yield to price and inversely.
    
    Parameters:
    
    yieldConvention - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - legalEntityId
```
public CapitalIndexedBond.Builder legalEntityId(LegalEntityId legalEntityId)
```
    Sets the legal entity identifier.
    This identifier is used for the legal entity that issues the bond.
    
    Parameters:
    
    legalEntityId - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - settlementDateOffset
```
public CapitalIndexedBond.Builder settlementDateOffset(DaysAdjustment settlementDateOffset)
```
    Sets the number of days between valuation date and settlement date.
    This is used to compute clean price. The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.
    
    Parameters:
    
    settlementDateOffset - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - exCouponPeriod
```
public CapitalIndexedBond.Builder exCouponPeriod(DaysAdjustment exCouponPeriod)
```
    Sets ex-coupon period.
    Some bonds trade ex-coupons before the coupon payment. The coupon is paid not to the owner of the bond on the payment date but to the owner of the bond on the detachment date. The difference between the two is the ex-coupon period (measured in days).
    Because the detachment date is not after the coupon date, the number of days stored in this field should be zero or negative.
    
    Parameters:
    
    exCouponPeriod - 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<CapitalIndexedBond>

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

Class CapitalIndexedBond.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

securityId

currency

notional

accrualSchedule

rateCalculation

dayCount

yieldConvention

legalEntityId

settlementDateOffset

exCouponPeriod

toString