com.opengamma.strata.product.bond

Class ResolvedFixedCouponBond.Builder

java.lang.Object

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

com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedFixedCouponBond>

Enclosing class:

ResolvedFixedCouponBond

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

The bean-builder for ResolvedFixedCouponBond.

Method Summary

Modifier and Type	Method and Description
ResolvedFixedCouponBond	build()
ResolvedFixedCouponBond.Builder	dayCount(DayCount dayCount) Sets the day count convention applicable.
ResolvedFixedCouponBond.Builder	fixedRate(double fixedRate) Sets the fixed coupon rate.
ResolvedFixedCouponBond.Builder	frequency(Frequency frequency) Sets the frequency of the bond payments.
Object	get(String propertyName)
ResolvedFixedCouponBond.Builder	legalEntityId(LegalEntityId legalEntityId) Sets the legal entity identifier.
ResolvedFixedCouponBond.Builder	nominalPayment(Payment nominalPayment) Sets the nominal payment of the product.
ResolvedFixedCouponBond.Builder	periodicPayments(FixedCouponBondPaymentPeriod... periodicPayments) Sets the periodicPayments property in the builder from an array of objects.
ResolvedFixedCouponBond.Builder	periodicPayments(List<FixedCouponBondPaymentPeriod> periodicPayments) Sets the periodic payments of the product.
ResolvedFixedCouponBond.Builder	rollConvention(RollConvention rollConvention) Sets the roll convention of the bond payments.
ResolvedFixedCouponBond.Builder	securityId(SecurityId securityId) Sets the security identifier.
ResolvedFixedCouponBond.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedFixedCouponBond.Builder	set(String propertyName, Object newValue)
ResolvedFixedCouponBond.Builder	settlementDateOffset(DaysAdjustment settlementDateOffset) Sets the number of days between valuation date and settlement date.
String	toString()
ResolvedFixedCouponBond.Builder	yieldConvention(FixedCouponBondYieldConvention 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<ResolvedFixedCouponBond>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedFixedCouponBond build()

securityId

public ResolvedFixedCouponBond.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

nominalPayment

public ResolvedFixedCouponBond.Builder nominalPayment(Payment nominalPayment)

Sets the nominal payment of the product.

The payment date of the nominal payment agrees with the final coupon payment date of the periodic payments.

Parameters:

nominalPayment - the new value, not null

Returns:

this, for chaining, not null

periodicPayments

public ResolvedFixedCouponBond.Builder periodicPayments(List<FixedCouponBondPaymentPeriod> periodicPayments)

Sets the periodic payments of the product.

Each payment period represents part of the life-time of the product. The start date and end date of the leg are determined from the first and last period. As such, the periods should be sorted.

Parameters:

periodicPayments - the new value, not null

Returns:

this, for chaining, not null

periodicPayments

public ResolvedFixedCouponBond.Builder periodicPayments(FixedCouponBondPaymentPeriod... periodicPayments)

Sets the periodicPayments property in the builder from an array of objects.

Parameters:

periodicPayments - the new value, not null

Returns:

this, for chaining, not null

frequency

public ResolvedFixedCouponBond.Builder frequency(Frequency frequency)

Sets the frequency of the bond payments.

This must match the frequency used to generate the payment schedule.

Parameters:

frequency - the new value, not null

Returns:

this, for chaining, not null

rollConvention

public ResolvedFixedCouponBond.Builder rollConvention(RollConvention rollConvention)

Sets the roll convention of the bond payments.

This must match the convention used to generate the payment schedule.

Parameters:

rollConvention - the new value, not null

Returns:

this, for chaining, not null

fixedRate

public ResolvedFixedCouponBond.Builder fixedRate(double fixedRate)

Sets the fixed coupon rate.

The periodic payments are based on this fixed coupon rate.

Parameters:

fixedRate - the new value

Returns:

this, for chaining, not null

dayCount

public ResolvedFixedCouponBond.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 fixed 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 ResolvedFixedCouponBond.Builder yieldConvention(FixedCouponBondYieldConvention 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 ResolvedFixedCouponBond.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 ResolvedFixedCouponBond.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.

It is usually one business day for US treasuries and UK Gilts and three days for Euroland government bonds.

Parameters:

settlementDateOffset - 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<ResolvedFixedCouponBond>