com.opengamma.strata.product.credit

Class Cds.Builder

java.lang.Object

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

com.opengamma.strata.product.credit.Cds.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<Cds>

Enclosing class:

Cds

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

The bean-builder for Cds.

Method Summary

Modifier and Type	Method and Description
Cds	build()
Cds.Builder	buySell(BuySell buySell) Sets whether the CDS is buy or sell.
Cds.Builder	currency(Currency currency) Sets the currency of the CDS.
Cds.Builder	dayCount(DayCount dayCount) Sets the day count convention.
Cds.Builder	fixedRate(double fixedRate) Sets the fixed coupon rate.
Object	get(String propertyName)
Cds.Builder	legalEntityId(StandardId legalEntityId) Sets the legal entity identifier.
Cds.Builder	notional(double notional) Sets the notional amount, must be non-negative.
Cds.Builder	paymentOnDefault(PaymentOnDefault paymentOnDefault) Sets the payment on default.
Cds.Builder	paymentSchedule(PeriodicSchedule paymentSchedule) Sets the payment schedule.
Cds.Builder	protectionStart(ProtectionStartOfDay protectionStart) Sets the protection start of the day.
Cds.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
Cds.Builder	set(String propertyName, Object newValue)
Cds.Builder	settlementDateOffset(DaysAdjustment settlementDateOffset) Sets the number of days between valuation date and settlement date.
Cds.Builder	stepinDateOffset(DaysAdjustment stepinDateOffset) Sets the number of days between valuation date and step-in date.
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<Cds>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public Cds build()

buySell

public Cds.Builder buySell(BuySell buySell)

Sets whether the CDS is buy or sell.

A value of 'Buy' implies buying protection, where the fixed coupon is paid and the protection is received in the event of default. A value of 'Sell' implies selling protection, where the fixed coupon is received and the protection is paid in the event of default.

Parameters:

buySell - the new value, not null

Returns:

this, for chaining, not null

legalEntityId

public Cds.Builder legalEntityId(StandardId legalEntityId)

Sets the legal entity identifier.

This identifier is used for the reference legal entity of the CDS.

Parameters:

legalEntityId - the new value, not null

Returns:

this, for chaining, not null

currency

public Cds.Builder currency(Currency currency)

Sets the currency of the CDS.

The amounts of the notional are expressed in terms of this currency.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public Cds.Builder notional(double notional)

Sets the notional amount, must be non-negative.

The fixed notional amount applicable during the lifetime of the CDS. The currency of the notional is specified by currency.

Parameters:

notional - the new value

Returns:

this, for chaining, not null

paymentSchedule

public Cds.Builder paymentSchedule(PeriodicSchedule paymentSchedule)

Sets the payment schedule.

This is used to define the payment periods.

Parameters:

paymentSchedule - the new value, not null

Returns:

this, for chaining, not null

fixedRate

public Cds.Builder fixedRate(double fixedRate)

Sets the fixed coupon rate.

This must be represented in decimal form.

Parameters:

fixedRate - the new value

Returns:

this, for chaining, not null

dayCount

public Cds.Builder dayCount(DayCount dayCount)

Sets the day count convention.

This is used to convert dates to a numerical value.

When building, this will default to 'Act/360'.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

paymentOnDefault

public Cds.Builder paymentOnDefault(PaymentOnDefault paymentOnDefault)

Sets the payment on default.

Whether the accrued premium is paid in the event of a default.

When building, this will default to 'AccruedPremium'.

Parameters:

paymentOnDefault - the new value, not null

Returns:

this, for chaining, not null

protectionStart

public Cds.Builder protectionStart(ProtectionStartOfDay protectionStart)

Sets the protection start of the day.

When the protection starts on the start date.

When building, this will default to 'Beginning'.

Parameters:

protectionStart - the new value, not null

Returns:

this, for chaining, not null

stepinDateOffset

public Cds.Builder stepinDateOffset(DaysAdjustment stepinDateOffset)

Sets the number of days between valuation date and step-in date.

The step-in date is also called protection effective date. It is usually 1 calendar day for standardized CDS contracts.

When building, this will default to 1 calendar day.

Parameters:

stepinDateOffset - the new value, not null

Returns:

this, for chaining, not null

settlementDateOffset

public Cds.Builder settlementDateOffset(DaysAdjustment settlementDateOffset)

Sets the number of days between valuation date and settlement date.

It is usually 3 business days for standardized CDS contracts.

When building, this will default to 3 business days in the calendar of the payment schedule.

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<Cds>