ImmutableCdsConvention.Builder (OpenGamma Strata Product)

java.lang.Object
- org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCdsConvention>
- - com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableCdsConvention>

Enclosing class:

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

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`ImmutableCdsConvention`	`build()`
`ImmutableCdsConvention.Builder`	`businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)` Sets the business day adjustment to apply to payment schedule dates.
`ImmutableCdsConvention.Builder`	`currency(Currency currency)` Sets the currency of the CDS.
`ImmutableCdsConvention.Builder`	`dayCount(DayCount dayCount)` Sets the day count convention applicable.
`ImmutableCdsConvention.Builder`	`endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)` Sets the business day adjustment to apply to the end date, optional with defaulting getter.
`Object`	`get(String propertyName)`
`ImmutableCdsConvention.Builder`	`name(String name)` Sets the convention name.
`ImmutableCdsConvention.Builder`	`paymentFrequency(Frequency paymentFrequency)` Sets the periodic frequency of payments.
`ImmutableCdsConvention.Builder`	`paymentOnDefault(PaymentOnDefault paymentOnDefault)` Sets the payment on default.
`ImmutableCdsConvention.Builder`	`protectionStart(ProtectionStartOfDay protectionStart)` Sets the protection start of the day.
`ImmutableCdsConvention.Builder`	`rollConvention(RollConvention rollConvention)` Sets the convention defining how to roll dates, optional with defaulting getter.
`ImmutableCdsConvention.Builder`	`set(org.joda.beans.MetaProperty<?> property, Object value)`
`ImmutableCdsConvention.Builder`	`set(String propertyName, Object newValue)`
`ImmutableCdsConvention.Builder`	`settlementDateOffset(DaysAdjustment settlementDateOffset)` Sets the number of days between valuation date and settlement date.
`ImmutableCdsConvention.Builder`	`startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)` Sets the business day adjustment to apply to the start date, optional with defaulting getter.
`ImmutableCdsConvention.Builder`	`stepinDateOffset(DaysAdjustment stepinDateOffset)` Sets the number of days between valuation date and step-in date.
`ImmutableCdsConvention.Builder`	`stubConvention(StubConvention stubConvention)` Sets the convention defining how to handle stubs, optional with defaulting getter.
`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<ImmutableCdsConvention>
    
    Overrides:
    
    get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCdsConvention>
  - set
```
public ImmutableCdsConvention.Builder set(String propertyName,
                                          Object newValue)
```
  - set
```
public ImmutableCdsConvention.Builder set(org.joda.beans.MetaProperty<?> property,
                                          Object value)
```
    Specified by:
    
    set in interface org.joda.beans.BeanBuilder<ImmutableCdsConvention>
    
    Overrides:
    
    set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCdsConvention>
  - build
```
public ImmutableCdsConvention build()
```
  - name
```
public ImmutableCdsConvention.Builder name(String name)
```
    Sets the convention name.
    
    Parameters:
    
    name - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - currency
```
public ImmutableCdsConvention.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
  - dayCount
```
public ImmutableCdsConvention.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 ImmutableCdsConvention.Builder paymentFrequency(Frequency paymentFrequency)
```
    Sets the periodic frequency of payments.
    Regular payments will be made at the specified periodic frequency. This also defines the accrual periodic frequency.
    
    Parameters:
    
    paymentFrequency - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - businessDayAdjustment
```
public ImmutableCdsConvention.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
```
    Sets the business day adjustment to apply to payment schedule dates.
    Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.
    The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.
    
    Parameters:
    
    businessDayAdjustment - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - startDateBusinessDayAdjustment
```
public ImmutableCdsConvention.Builder startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
```
    Sets the business day adjustment to apply to the start date, optional with defaulting getter.
    The start date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the start date to a valid business day.
    This will default to the businessDayAdjustment if not specified.
    
    Parameters:
    
    startDateBusinessDayAdjustment - the new value
    
    Returns:
    
    this, for chaining, not null
  - endDateBusinessDayAdjustment
```
public ImmutableCdsConvention.Builder endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
```
    Sets the business day adjustment to apply to the end date, optional with defaulting getter.
    The end date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the end date to a valid business day.
    This will default to the 'None' if not specified.
    
    Parameters:
    
    endDateBusinessDayAdjustment - the new value
    
    Returns:
    
    this, for chaining, not null
  - stubConvention
```
public ImmutableCdsConvention.Builder stubConvention(StubConvention stubConvention)
```
    Sets the convention defining how to handle stubs, optional with defaulting getter.
    The stub convention is used during schedule construction to determine whether the irregular remaining period occurs at the start or end of the schedule. It also determines whether the irregular period is shorter or longer than the regular period.
    This will default to 'SmartInitial' if not specified.
    
    Parameters:
    
    stubConvention - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - rollConvention
```
public ImmutableCdsConvention.Builder rollConvention(RollConvention rollConvention)
```
    Sets the convention defining how to roll dates, optional with defaulting getter.
    The schedule periods are determined at the high level by repeatedly adding the frequency to the start date, or subtracting it from the end date. The roll convention provides the detailed rule to adjust the day-of-month or day-of-week.
    This will default to 'Day20' if not specified.
    
    Parameters:
    
    rollConvention - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - paymentOnDefault
```
public ImmutableCdsConvention.Builder paymentOnDefault(PaymentOnDefault paymentOnDefault)
```
    Sets the payment on default.
    Whether the accrued premium is paid in the event of a default.
    This will default to 'accrued premium' if not specified.
    
    Parameters:
    
    paymentOnDefault - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - protectionStart
```
public ImmutableCdsConvention.Builder protectionStart(ProtectionStartOfDay protectionStart)
```
    Sets the protection start of the day.
    When the protection starts on the start date.
    This will default to 'beginning of the start day' if not specified.
    
    Parameters:
    
    protectionStart - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - stepinDateOffset
```
public ImmutableCdsConvention.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.
    This will default to '1 calendar day' if not specified.
    
    Parameters:
    
    stepinDateOffset - the new value, not null
    
    Returns:
    
    this, for chaining, not null
  - settlementDateOffset
```
public ImmutableCdsConvention.Builder settlementDateOffset(DaysAdjustment settlementDateOffset)
```
    Sets the number of days between valuation date and settlement date.
    It is usually 3 business days for standardised CDS contracts.
    
    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<ImmutableCdsConvention>

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

Class ImmutableCdsConvention.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

name

currency

dayCount

paymentFrequency

businessDayAdjustment

startDateBusinessDayAdjustment

endDateBusinessDayAdjustment

stubConvention

rollConvention

paymentOnDefault

protectionStart

stepinDateOffset

settlementDateOffset

toString