com.opengamma.strata.product.index

Class ResolvedOvernightFuture.Builder

java.lang.Object

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

com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedOvernightFuture>

Enclosing class:

ResolvedOvernightFuture

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

The bean-builder for ResolvedOvernightFuture.

Method Summary

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

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedOvernightFuture build()

securityId

public ResolvedOvernightFuture.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 ResolvedOvernightFuture.Builder currency(Currency currency)

Sets the currency that the future is traded in.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

notional

public ResolvedOvernightFuture.Builder notional(double notional)

Sets the notional amount.

This is the full notional of the deposit, such as 5 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 ResolvedOvernightFuture.Builder accrualFactor(double accrualFactor)

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

This is the year fraction of the contract, typically 1/12 for a 30-day future. The year fraction must be positive.

Parameters:

accrualFactor - the new value

Returns:

this, for chaining, not null

lastTradeDate

public ResolvedOvernightFuture.Builder lastTradeDate(LocalDate lastTradeDate)

Sets the last date of trading.

This must be a valid business day on the fixing calendar of index. The last trade date is typically the last business day of the month.

Parameters:

lastTradeDate - the new value, not null

Returns:

this, for chaining, not null

overnightRate

public ResolvedOvernightFuture.Builder overnightRate(OvernightRateComputation overnightRate)

Sets the Overnight rate observation.

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

Parameters:

overnightRate - the new value, not null

Returns:

this, for chaining, not null

rounding

public ResolvedOvernightFuture.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<ResolvedOvernightFuture>