com.opengamma.strata.product.index

Class IborFuture.Builder

java.lang.Object

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

com.opengamma.strata.product.index.IborFuture.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<IborFuture>

Enclosing class:

IborFuture

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

The bean-builder for IborFuture.

Method Summary

Modifier and Type	Method and Description
IborFuture.Builder	accrualFactor(double accrualFactor) Sets the accrual factor, defaulted from the index if not set.
IborFuture	build()
IborFuture.Builder	currency(Currency currency) Sets the currency that the future is traded in, defaulted from the index if not set.
Object	get(String propertyName)
IborFuture.Builder	index(IborIndex index) Sets the underlying Ibor index.
IborFuture.Builder	lastTradeDate(LocalDate lastTradeDate) Sets the last date of trading.
IborFuture.Builder	notional(double notional) Sets the notional amount.
IborFuture.Builder	rounding(Rounding rounding) Sets the definition of how to round the futures price, defaulted to no rounding.
IborFuture.Builder	securityId(SecurityId securityId) Sets the security identifier.
IborFuture.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
IborFuture.Builder	set(String propertyName, Object newValue)
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<IborFuture>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public IborFuture build()

securityId

public IborFuture.Builder securityId(SecurityId securityId)

Sets the security identifier.

This identifier uniquely identifies the security within the system.

Parameters:

securityId - the new value, not null

Returns:

this, for chaining, not null

currency

public IborFuture.Builder currency(Currency currency)

Sets the currency that the future is traded in, defaulted from the index if not set.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public IborFuture.Builder notional(double notional)

Sets the notional amount.

This is the full notional of the deposit, such as 1 million dollars. The notional expressed here must be positive. The currency of the notional is specified by currency.

Parameters:

notional - the new value

Returns:

this, for chaining, not null

accrualFactor

public IborFuture.Builder accrualFactor(double accrualFactor)

Sets the accrual factor, defaulted from the index if not set.

This is the year fraction of the contract, typically 0.25 for a 3 month deposit.

When building, this will default to the number of months in the index divided by 12 if not specified. However, if the index is not month-based, no defaulting will occur.

Parameters:

accrualFactor - the new value

Returns:

this, for chaining, not null

lastTradeDate

public IborFuture.Builder lastTradeDate(LocalDate lastTradeDate)

Sets the last date of trading. This date is also the fixing date for the Ibor index. This is typically 2 business days before the IMM date (3rd Wednesday of the month).

Parameters:

lastTradeDate - the new value, not null

Returns:

this, for chaining, not null

index

public IborFuture.Builder index(IborIndex index)

Sets the underlying Ibor index.

The future is based on this index. It will be a well known market index such as 'USD-LIBOR-3M'.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

rounding

public IborFuture.Builder rounding(Rounding rounding)

Sets the definition of how to round the futures price, defaulted to no rounding.

The price is represented in decimal form, not percentage form. As such, the decimal places expressed by the rounding refers to this decimal form. For example, the common market price of 99.7125 for a 0.2875% rate is represented as 0.997125 which has 6 decimal places.

Parameters:

rounding - 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<IborFuture>