com.opengamma.strata.product.swap

Class ResetSchedule.Builder

java.lang.Object

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

com.opengamma.strata.product.swap.ResetSchedule.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResetSchedule>

Enclosing class:

ResetSchedule

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

The bean-builder for ResetSchedule.

Method Summary

Modifier and Type	Method and Description
ResetSchedule	build()
ResetSchedule.Builder	businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment) Sets the business day adjustment to apply to each reset date.
Object	get(String propertyName)
ResetSchedule.Builder	resetFrequency(Frequency resetFrequency) Sets the periodic frequency of reset dates.
ResetSchedule.Builder	resetMethod(IborRateResetMethod resetMethod) Sets the rate reset method, defaulted to 'Unweighted'.
ResetSchedule.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResetSchedule.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<ResetSchedule>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResetSchedule build()

resetFrequency

public ResetSchedule.Builder resetFrequency(Frequency resetFrequency)

Sets the periodic frequency of reset dates.

Reset dates will be calculated within each accrual period based on unadjusted dates. The frequency must be the same as, or smaller than, the accrual periodic frequency. When calculating the reset dates, the roll convention of the accrual periods will be used. Once the unadjusted date calculation is complete, the business day adjustment specified here will be used.

Averaging applies if the reset frequency does not equal the accrual frequency.

Parameters:

resetFrequency - the new value, not null

Returns:

this, for chaining, not null

businessDayAdjustment

public ResetSchedule.Builder businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)

Sets the business day adjustment to apply to each reset date.

This adjustment is applied to each reset date to ensure it is a valid business day.

Parameters:

businessDayAdjustment - the new value, not null

Returns:

this, for chaining, not null

resetMethod

public ResetSchedule.Builder resetMethod(IborRateResetMethod resetMethod)

Sets the rate reset method, defaulted to 'Unweighted'.

This is used when more than one fixing contributes to the accrual period.

Averaging may be weighted by the number of days that the fixing is applicable for. The number of days is based on the reset period, not the period between two fixing dates.

Defined by the 2006 ISDA definitions article 6.2a.

Parameters:

resetMethod - 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<ResetSchedule>