public static final class ImmutableFixedInflationSwapConvention.Builder extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedInflationSwapConvention>
ImmutableFixedInflationSwapConvention.| Modifier and Type | Method and Description |
|---|---|
ImmutableFixedInflationSwapConvention |
build() |
ImmutableFixedInflationSwapConvention.Builder |
fixedLeg(FixedRateSwapLegConvention fixedLeg)
Sets the market convention of the fixed leg.
|
ImmutableFixedInflationSwapConvention.Builder |
floatingLeg(InflationRateSwapLegConvention floatingLeg)
Sets the market convention of the floating leg.
|
Object |
get(String propertyName) |
ImmutableFixedInflationSwapConvention.Builder |
name(String name)
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
|
ImmutableFixedInflationSwapConvention.Builder |
set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableFixedInflationSwapConvention.Builder |
set(String propertyName,
Object newValue) |
ImmutableFixedInflationSwapConvention.Builder |
spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.
|
String |
toString() |
public Object get(String propertyName)
get in interface org.joda.beans.BeanBuilder<ImmutableFixedInflationSwapConvention>get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedInflationSwapConvention>public ImmutableFixedInflationSwapConvention.Builder set(String propertyName, Object newValue)
public ImmutableFixedInflationSwapConvention.Builder set(org.joda.beans.MetaProperty<?> property, Object value)
set in interface org.joda.beans.BeanBuilder<ImmutableFixedInflationSwapConvention>set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedInflationSwapConvention>public ImmutableFixedInflationSwapConvention build()
public ImmutableFixedInflationSwapConvention.Builder name(String name)
name - the new value, not nullpublic ImmutableFixedInflationSwapConvention.Builder fixedLeg(FixedRateSwapLegConvention fixedLeg)
fixedLeg - the new value, not nullpublic ImmutableFixedInflationSwapConvention.Builder floatingLeg(InflationRateSwapLegConvention floatingLeg)
floatingLeg - the new value, not nullpublic ImmutableFixedInflationSwapConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)
The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
spotDateOffset - the new value, not nullpublic String toString()
toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableFixedInflationSwapConvention>Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.