com.opengamma.strata.product.credit

Class CreditCouponPaymentPeriod.Builder

java.lang.Object

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

com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<CreditCouponPaymentPeriod>

Enclosing class:

CreditCouponPaymentPeriod

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

The bean-builder for CreditCouponPaymentPeriod.

Method Summary

Modifier and Type	Method and Description
CreditCouponPaymentPeriod	build()
CreditCouponPaymentPeriod.Builder	currency(Currency currency) Sets the primary currency of the payment period.
CreditCouponPaymentPeriod.Builder	effectiveEndDate(LocalDate effectiveEndDate) Sets the effective protection end date of the period.
CreditCouponPaymentPeriod.Builder	effectiveStartDate(LocalDate effectiveStartDate) Sets the effective protection start date of the period.
CreditCouponPaymentPeriod.Builder	endDate(LocalDate endDate) Sets the end date of the accrual period.
CreditCouponPaymentPeriod.Builder	fixedRate(double fixedRate) Sets the fixed coupon rate.
Object	get(String propertyName)
CreditCouponPaymentPeriod.Builder	notional(double notional) Sets the notional amount, must be positive.
CreditCouponPaymentPeriod.Builder	paymentDate(LocalDate paymentDate) Sets the payment date.
CreditCouponPaymentPeriod.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
CreditCouponPaymentPeriod.Builder	set(String propertyName, Object newValue)
CreditCouponPaymentPeriod.Builder	startDate(LocalDate startDate) Sets the start date of the accrual period.
String	toString()
CreditCouponPaymentPeriod.Builder	unadjustedEndDate(LocalDate unadjustedEndDate) Sets the unadjusted end date.
CreditCouponPaymentPeriod.Builder	unadjustedStartDate(LocalDate unadjustedStartDate) Sets the unadjusted start date.
CreditCouponPaymentPeriod.Builder	yearFraction(double yearFraction) Sets the year fraction that the accrual period represents.

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<CreditCouponPaymentPeriod>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public CreditCouponPaymentPeriod build()

currency

public CreditCouponPaymentPeriod.Builder currency(Currency currency)

Sets the primary currency of the payment period.

The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public CreditCouponPaymentPeriod.Builder notional(double notional)

Sets the notional amount, must be positive.

The notional amount applicable during the period. The currency of the notional is specified by currency.

Parameters:

notional - the new value

Returns:

this, for chaining, not null

startDate

public CreditCouponPaymentPeriod.Builder startDate(LocalDate startDate)

Sets the start date of the accrual period.

This is the first accrual date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

startDate - the new value, not null

Returns:

this, for chaining, not null

endDate

public CreditCouponPaymentPeriod.Builder endDate(LocalDate endDate)

Sets the end date of the accrual period.

This is the last accrual date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Parameters:

endDate - the new value, not null

Returns:

this, for chaining, not null

unadjustedStartDate

public CreditCouponPaymentPeriod.Builder unadjustedStartDate(LocalDate unadjustedStartDate)

Sets the unadjusted start date.

The start date before any business day adjustment is applied.

When building, this will default to the start date if not specified.

Parameters:

unadjustedStartDate - the new value, not null

Returns:

this, for chaining, not null

unadjustedEndDate

public CreditCouponPaymentPeriod.Builder unadjustedEndDate(LocalDate unadjustedEndDate)

Sets the unadjusted end date.

The end date before any business day adjustment is applied.

When building, this will default to the end date if not specified.

Parameters:

unadjustedEndDate - the new value, not null

Returns:

this, for chaining, not null

effectiveStartDate

public CreditCouponPaymentPeriod.Builder effectiveStartDate(LocalDate effectiveStartDate)

Sets the effective protection start date of the period.

This is the first date in the protection period associated with the payment period.

Parameters:

effectiveStartDate - the new value, not null

Returns:

this, for chaining, not null

effectiveEndDate

public CreditCouponPaymentPeriod.Builder effectiveEndDate(LocalDate effectiveEndDate)

Sets the effective protection end date of the period.

This is the last date in the protection period associated with the payment period.

Parameters:

effectiveEndDate - the new value, not null

Returns:

this, for chaining, not null

paymentDate

public CreditCouponPaymentPeriod.Builder paymentDate(LocalDate paymentDate)

Sets the payment date.

The fixed rate is paid on this date. This is not necessarily the same as endDate.

Parameters:

paymentDate - the new value, not null

Returns:

this, for chaining, not null

fixedRate

public CreditCouponPaymentPeriod.Builder fixedRate(double fixedRate)

Sets the fixed coupon rate.

The single payment is based on this fixed coupon rate. The coupon must be represented in fraction.

Parameters:

fixedRate - the new value

Returns:

this, for chaining, not null

yearFraction

public CreditCouponPaymentPeriod.Builder yearFraction(double yearFraction)

Sets the year fraction that the accrual period represents.

The year fraction of a period is based on startDate and endDate. The value is usually calculated using a specific DayCount.

Parameters:

yearFraction - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<CreditCouponPaymentPeriod>