com.opengamma.strata.product.swap.type

Class FixedRateSwapLegConvention.Builder

java.lang.Object

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

com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<FixedRateSwapLegConvention>

Enclosing class:

FixedRateSwapLegConvention

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

The bean-builder for FixedRateSwapLegConvention.

Method Summary

Modifier and Type	Method and Description
FixedRateSwapLegConvention.Builder	accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment) Sets the business day adjustment to apply to accrual schedule dates.
FixedRateSwapLegConvention.Builder	accrualFrequency(Frequency accrualFrequency) Sets the periodic frequency of accrual.
FixedRateSwapLegConvention.Builder	accrualMethod(FixedAccrualMethod accrualMethod) Sets the accrual method using the fixed rate, defaulted to 'None'.
FixedRateSwapLegConvention	build()
FixedRateSwapLegConvention.Builder	compoundingMethod(CompoundingMethod compoundingMethod) Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
FixedRateSwapLegConvention.Builder	currency(Currency currency) Sets the leg currency.
FixedRateSwapLegConvention.Builder	dayCount(DayCount dayCount) Sets the day count convention applicable.
FixedRateSwapLegConvention.Builder	endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment) Sets the business day adjustment to apply to the end date, optional with defaulting getter.
Object	get(String propertyName)
FixedRateSwapLegConvention.Builder	paymentDateOffset(DaysAdjustment paymentDateOffset) Sets the offset of payment from the base date, optional with defaulting getter.
FixedRateSwapLegConvention.Builder	paymentFrequency(Frequency paymentFrequency) Sets the periodic frequency of payments, optional with defaulting getter.
FixedRateSwapLegConvention.Builder	rollConvention(RollConvention rollConvention) Sets the convention defining how to roll dates, optional with defaulting getter.
FixedRateSwapLegConvention.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
FixedRateSwapLegConvention.Builder	set(String propertyName, Object newValue)
FixedRateSwapLegConvention.Builder	startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment) Sets the business day adjustment to apply to the start date, optional with defaulting getter.
FixedRateSwapLegConvention.Builder	stubConvention(StubConvention stubConvention) Sets the convention defining how to handle stubs, optional with defaulting getter.
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<FixedRateSwapLegConvention>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public FixedRateSwapLegConvention build()

currency

public FixedRateSwapLegConvention.Builder currency(Currency currency)

Sets the leg currency.

This is the currency of the swap leg and the currency that payment is made in.

Parameters:

currency - the new value, not null

Returns:

this, for chaining, not null

dayCount

public FixedRateSwapLegConvention.Builder dayCount(DayCount dayCount)

Sets the day count convention applicable.

This is used to convert schedule period dates to a numerical value.

Parameters:

dayCount - the new value, not null

Returns:

this, for chaining, not null

accrualFrequency

public FixedRateSwapLegConvention.Builder accrualFrequency(Frequency accrualFrequency)

Sets the periodic frequency of accrual.

Interest will be accrued over periods at the specified periodic frequency, such as every 3 months.

Parameters:

accrualFrequency - the new value, not null

Returns:

this, for chaining, not null

accrualBusinessDayAdjustment

public FixedRateSwapLegConvention.Builder accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)

Sets the business day adjustment to apply to accrual schedule dates.

Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.

The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.

Parameters:

accrualBusinessDayAdjustment - the new value, not null

Returns:

this, for chaining, not null

startDateBusinessDayAdjustment

public FixedRateSwapLegConvention.Builder startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

The start date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the start date to a valid business day.

This will default to the accrualDatesBusinessDayAdjustment if not specified.

Parameters:

startDateBusinessDayAdjustment - the new value

Returns:

this, for chaining, not null

endDateBusinessDayAdjustment

public FixedRateSwapLegConvention.Builder endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

The end date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the end date to a valid business day.

This will default to the accrualDatesBusinessDayAdjustment if not specified.

Parameters:

endDateBusinessDayAdjustment - the new value

Returns:

this, for chaining, not null

stubConvention

public FixedRateSwapLegConvention.Builder stubConvention(StubConvention stubConvention)

Sets the convention defining how to handle stubs, optional with defaulting getter.

The stub convention is used during schedule construction to determine whether the irregular remaining period occurs at the start or end of the schedule. It also determines whether the irregular period is shorter or longer than the regular period.

This will default to 'SmartInitial' if not specified.

Parameters:

stubConvention - the new value

Returns:

this, for chaining, not null

rollConvention

public FixedRateSwapLegConvention.Builder rollConvention(RollConvention rollConvention)

Sets the convention defining how to roll dates, optional with defaulting getter.

The schedule periods are determined at the high level by repeatedly adding the frequency to the start date, or subtracting it from the end date. The roll convention provides the detailed rule to adjust the day-of-month or day-of-week.

This will default to 'None' if not specified.

Parameters:

rollConvention - the new value

Returns:

this, for chaining, not null

paymentFrequency

public FixedRateSwapLegConvention.Builder paymentFrequency(Frequency paymentFrequency)

Sets the periodic frequency of payments, optional with defaulting getter.

Regular payments will be made at the specified periodic frequency. The frequency must be the same as, or a multiple of, the accrual periodic frequency.

Compounding applies if the payment frequency does not equal the accrual frequency.

This will default to the accrual frequency if not specified.

Parameters:

paymentFrequency - the new value

Returns:

this, for chaining, not null

paymentDateOffset

public FixedRateSwapLegConvention.Builder paymentDateOffset(DaysAdjustment paymentDateOffset)

Sets the offset of payment from the base date, optional with defaulting getter.

The offset is applied to the unadjusted date specified by paymentRelativeTo. Offset can be based on calendar days or business days.

This will default to 'None' if not specified.

Parameters:

paymentDateOffset - the new value

Returns:

this, for chaining, not null

compoundingMethod

public FixedRateSwapLegConvention.Builder compoundingMethod(CompoundingMethod compoundingMethod)

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

Compounding is used when combining accrual periods.

This will default to 'None' if not specified.

Parameters:

compoundingMethod - the new value

Returns:

this, for chaining, not null

accrualMethod

public FixedRateSwapLegConvention.Builder accrualMethod(FixedAccrualMethod accrualMethod)

Sets the accrual method using the fixed rate, defaulted to 'None'.

This is normally 'None', but can be set forBrazilian swaps.

Parameters:

accrualMethod - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<FixedRateSwapLegConvention>