com.opengamma.strata.product.fra

Class ResolvedFra.Builder

java.lang.Object

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

com.opengamma.strata.product.fra.ResolvedFra.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedFra>

Enclosing class:

ResolvedFra

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

The bean-builder for ResolvedFra.

Method Summary

Modifier and Type	Method and Description
ResolvedFra	build()
ResolvedFra.Builder	currency(Currency currency) Sets the primary currency.
ResolvedFra.Builder	discounting(FraDiscountingMethod discounting) Sets the method to use for discounting.
ResolvedFra.Builder	endDate(LocalDate endDate) Sets the end date, which is the termination date of the FRA.
ResolvedFra.Builder	fixedRate(double fixedRate) Sets the fixed rate of interest.
ResolvedFra.Builder	floatingRate(RateComputation floatingRate) Sets the floating rate of interest.
Object	get(String propertyName)
ResolvedFra.Builder	notional(double notional) Sets the notional amount.
ResolvedFra.Builder	paymentDate(LocalDate paymentDate) Sets the date that payment occurs.
ResolvedFra.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedFra.Builder	set(String propertyName, Object newValue)
ResolvedFra.Builder	startDate(LocalDate startDate) Sets the start date, which is the effective date of the FRA.
String	toString()
ResolvedFra.Builder	yearFraction(double yearFraction) Sets the year fraction between the start and end date.

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<ResolvedFra>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedFra build()

currency

public ResolvedFra.Builder currency(Currency currency)

Sets the primary currency.

This is the currency of the FRA and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public ResolvedFra.Builder notional(double notional)

Sets the notional amount.

The notional, which is a positive signed amount if the FRA is 'buy', and a negative signed amount if the FRA is 'sell'.

The currency of the notional is specified by currency.

Parameters:

notional - the new value

Returns:

this, for chaining, not null

paymentDate

public ResolvedFra.Builder paymentDate(LocalDate paymentDate)

Sets the date that payment occurs.

This is an adjusted date, which should be a valid business day

Parameters:

paymentDate - the new value, not null

Returns:

this, for chaining, not null

startDate

public ResolvedFra.Builder startDate(LocalDate startDate)

Sets the start date, which is the effective date of the FRA.

This is the first date that interest accrues.

This is an adjusted date, which should be a valid business day

Parameters:

startDate - the new value, not null

Returns:

this, for chaining, not null

endDate

public ResolvedFra.Builder endDate(LocalDate endDate)

Sets the end date, which is the termination date of the FRA.

This is the last day that interest accrues. This date must be after the start date.

This is an adjusted date, which should be a valid business day

Parameters:

endDate - the new value, not null

Returns:

this, for chaining, not null

yearFraction

public ResolvedFra.Builder yearFraction(double yearFraction)

Sets the year fraction between the start and end date.

The value is usually calculated using a DayCount. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.

Parameters:

yearFraction - the new value

Returns:

this, for chaining, not null

fixedRate

public ResolvedFra.Builder fixedRate(double fixedRate)

Sets the fixed rate of interest. A 5% rate will be expressed as 0.05.

Parameters:

fixedRate - the new value

Returns:

this, for chaining, not null

floatingRate

public ResolvedFra.Builder floatingRate(RateComputation floatingRate)

Sets the floating rate of interest.

The floating rate to be paid is based on this index. It will be a well known market index such as 'GBP-LIBOR-3M'.

Parameters:

floatingRate - the new value, not null

Returns:

this, for chaining, not null

discounting

public ResolvedFra.Builder discounting(FraDiscountingMethod discounting)

Sets the method to use for discounting.

There are different approaches to FRA pricing in the area of discounting. This method specifies the approach for this FRA.

Parameters:

discounting - 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<ResolvedFra>