public static final class ImmutableFxSwapConvention.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFxSwapConvention>
ImmutableFxSwapConvention.| Modifier and Type | Method and Description |
|---|---|
ImmutableFxSwapConvention |
build() |
ImmutableFxSwapConvention.Builder |
businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
|
ImmutableFxSwapConvention.Builder |
currencyPair(CurrencyPair currencyPair)
Sets the currency pair associated with the convention.
|
Object |
get(String propertyName) |
ImmutableFxSwapConvention.Builder |
name(String name)
Sets the convention name, such as 'EUR/USD', optional with defaulting getter.
|
ImmutableFxSwapConvention.Builder |
set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableFxSwapConvention.Builder |
set(String propertyName,
Object newValue) |
ImmutableFxSwapConvention.Builder |
spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.
|
String |
toString() |
public Object get(String propertyName)
get in interface org.joda.beans.BeanBuilder<ImmutableFxSwapConvention>get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFxSwapConvention>public ImmutableFxSwapConvention.Builder set(String propertyName, Object newValue)
public ImmutableFxSwapConvention.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
set in interface org.joda.beans.BeanBuilder<ImmutableFxSwapConvention>set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFxSwapConvention>public ImmutableFxSwapConvention build()
public ImmutableFxSwapConvention.Builder currencyPair(CurrencyPair currencyPair)
currencyPair - the new value, not nullpublic ImmutableFxSwapConvention.Builder name(String name)
This will default to the name of the currency pair if not specified.
name - the new valuepublic ImmutableFxSwapConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)
The offset is applied to the trade date and is typically plus 2 business days in the joint calendar of the two currencies. The start and end date of the FX swap are relative to the spot date.
spotDateOffset - the new value, not nullpublic ImmutableFxSwapConvention.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
The start and end date are typically defined as valid business days and thus do not need to be adjusted. If this optional property is present, then the start and end date will be adjusted as defined here.
This will default to 'ModifiedFollowing' using the spot date offset calendar if not specified.
businessDayAdjustment - the new valuepublic String toString()
toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFxSwapConvention>Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.