com.opengamma.strata.product.swap.type

Class ImmutableXCcyOvernightOvernightSwapConvention.Builder

java.lang.Object

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

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

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableXCcyOvernightOvernightSwapConvention>

Enclosing class:

ImmutableXCcyOvernightOvernightSwapConvention

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

The bean-builder for ImmutableXCcyOvernightOvernightSwapConvention.

Method Summary

Modifier and Type	Method and Description
ImmutableXCcyOvernightOvernightSwapConvention	build()
ImmutableXCcyOvernightOvernightSwapConvention.Builder	flatLeg(OvernightRateSwapLegConvention flatLeg) Sets the market convention of the floating leg that does not have the spread applied.
Object	get(String propertyName)
ImmutableXCcyOvernightOvernightSwapConvention.Builder	name(String name) Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
ImmutableXCcyOvernightOvernightSwapConvention.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableXCcyOvernightOvernightSwapConvention.Builder	set(String propertyName, Object newValue)
ImmutableXCcyOvernightOvernightSwapConvention.Builder	spotDateOffset(DaysAdjustment spotDateOffset) Sets the offset of the spot value date from the trade date.
ImmutableXCcyOvernightOvernightSwapConvention.Builder	spreadLeg(OvernightRateSwapLegConvention spreadLeg) Sets the market convention of the floating leg that has the spread applied.
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<ImmutableXCcyOvernightOvernightSwapConvention>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ImmutableXCcyOvernightOvernightSwapConvention build()

name

public ImmutableXCcyOvernightOvernightSwapConvention.Builder name(String name)

Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

Parameters:

name - the new value, not null

Returns:

this, for chaining, not null

spreadLeg

public ImmutableXCcyOvernightOvernightSwapConvention.Builder spreadLeg(OvernightRateSwapLegConvention spreadLeg)

Sets the market convention of the floating leg that has the spread applied.

The spread is the market price of the instrument. It is added to the observed interest rate.

Parameters:

spreadLeg - the new value, not null

Returns:

this, for chaining, not null

flatLeg

public ImmutableXCcyOvernightOvernightSwapConvention.Builder flatLeg(OvernightRateSwapLegConvention flatLeg)

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

Parameters:

flatLeg - the new value, not null

Returns:

this, for chaining, not null

spotDateOffset

public ImmutableXCcyOvernightOvernightSwapConvention.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<ImmutableXCcyOvernightOvernightSwapConvention>