com.opengamma.strata.product.rate

Class OvernightCompoundedAnnualRateComputation.Builder

java.lang.Object

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

com.opengamma.strata.product.rate.OvernightCompoundedAnnualRateComputation.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<OvernightCompoundedAnnualRateComputation>

Enclosing class:

OvernightCompoundedAnnualRateComputation

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

The bean-builder for OvernightCompoundedAnnualRateComputation.

Method Summary

Modifier and Type	Method and Description
OvernightCompoundedAnnualRateComputation	build()
OvernightCompoundedAnnualRateComputation.Builder	endDate(LocalDate endDate) Sets the fixing date associated with the end date of the accrual period.
OvernightCompoundedAnnualRateComputation.Builder	fixingCalendar(HolidayCalendar fixingCalendar) Sets the resolved calendar that the index uses.
Object	get(String propertyName)
OvernightCompoundedAnnualRateComputation.Builder	index(OvernightIndex index) Sets the Overnight index.
OvernightCompoundedAnnualRateComputation.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
OvernightCompoundedAnnualRateComputation.Builder	set(String propertyName, Object newValue)
OvernightCompoundedAnnualRateComputation.Builder	startDate(LocalDate startDate) Sets the fixing date associated with the start date of the accrual period.
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<OvernightCompoundedAnnualRateComputation>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public OvernightCompoundedAnnualRateComputation build()

index

public OvernightCompoundedAnnualRateComputation.Builder index(OvernightIndex index)

Sets the Overnight index.

The rate to be paid is based on this index.

Parameters:

index - the new value, not null

Returns:

this, for chaining, not null

fixingCalendar

public OvernightCompoundedAnnualRateComputation.Builder fixingCalendar(HolidayCalendar fixingCalendar)

Sets the resolved calendar that the index uses.

Parameters:

fixingCalendar - the new value, not null

Returns:

this, for chaining, not null

startDate

public OvernightCompoundedAnnualRateComputation.Builder startDate(LocalDate startDate)

Sets the fixing date associated with the start date of the accrual period.

This is also the first fixing date. The overnight rate is observed from this date onwards.

In general, the fixing dates and accrual dates are the same for an overnight index. However, in the case of a Tomorrow/Next index, the fixing period is one business day before the accrual period.

Parameters:

startDate - the new value, not null

Returns:

this, for chaining, not null

endDate

public OvernightCompoundedAnnualRateComputation.Builder endDate(LocalDate endDate)

Sets the fixing date associated with the end date of the accrual period.

The overnight rate is observed until this date.

In general, the fixing dates and accrual dates are the same for an overnight index. However, in the case of a Tomorrow/Next index, the fixing period is one business day before the accrual period.

Parameters:

endDate - 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<OvernightCompoundedAnnualRateComputation>