com.opengamma.strata.product.swap.type

Class ImmutableThreeLegBasisSwapConvention.Builder

java.lang.Object

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

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

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableThreeLegBasisSwapConvention>

Enclosing class:

ImmutableThreeLegBasisSwapConvention

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

The bean-builder for ImmutableThreeLegBasisSwapConvention.

Method Summary

Modifier and Type	Method and Description
ImmutableThreeLegBasisSwapConvention	build()
ImmutableThreeLegBasisSwapConvention.Builder	flatFloatingLeg(IborRateSwapLegConvention flatFloatingLeg) Sets the market convention of the floating leg that does not have the spread applied.
Object	get(String propertyName)
ImmutableThreeLegBasisSwapConvention.Builder	name(String name) Sets the convention name.
ImmutableThreeLegBasisSwapConvention.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableThreeLegBasisSwapConvention.Builder	set(String propertyName, Object newValue)
ImmutableThreeLegBasisSwapConvention.Builder	spotDateOffset(DaysAdjustment spotDateOffset) Sets the offset of the spot value date from the trade date.
ImmutableThreeLegBasisSwapConvention.Builder	spreadFloatingLeg(IborRateSwapLegConvention spreadFloatingLeg) Sets the market convention of the floating leg to which the spread leg is added.
ImmutableThreeLegBasisSwapConvention.Builder	spreadLeg(FixedRateSwapLegConvention spreadLeg) Sets the market convention of the fixed leg for the spread.
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<ImmutableThreeLegBasisSwapConvention>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ImmutableThreeLegBasisSwapConvention build()

name

public ImmutableThreeLegBasisSwapConvention.Builder name(String name)

Sets the convention name.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

spreadLeg

public ImmutableThreeLegBasisSwapConvention.Builder spreadLeg(FixedRateSwapLegConvention spreadLeg)

Sets the market convention of the fixed leg for the spread.

This is to be applied to floatingSpreadLeg.

Parameters:

spreadLeg - the new value, not null

Returns:

this, for chaining, not null

spreadFloatingLeg

public ImmutableThreeLegBasisSwapConvention.Builder spreadFloatingLeg(IborRateSwapLegConvention spreadFloatingLeg)

Sets the market convention of the floating leg to which the spread leg is added.

Parameters:

spreadFloatingLeg - the new value, not null

Returns:

this, for chaining, not null

flatFloatingLeg

public ImmutableThreeLegBasisSwapConvention.Builder flatFloatingLeg(IborRateSwapLegConvention flatFloatingLeg)

Sets the market convention of the floating leg that does not have the spread applied.

Parameters:

flatFloatingLeg - the new value, not null

Returns:

this, for chaining, not null

spotDateOffset

public ImmutableThreeLegBasisSwapConvention.Builder spotDateOffset(DaysAdjustment spotDateOffset)

Sets the offset of the spot value date from the trade date.

The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".

Parameters:

spotDateOffset - 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<ImmutableThreeLegBasisSwapConvention>