com.opengamma.strata.product.swaption

Class Swaption.Builder

java.lang.Object

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

com.opengamma.strata.product.swaption.Swaption.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<Swaption>

Enclosing class:

Swaption

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

The bean-builder for Swaption.

Method Summary

Modifier and Type	Method and Description
Swaption	build()
Swaption.Builder	exerciseInfo(SwaptionExercise exerciseInfo) Sets the exercise information, optional.
Swaption.Builder	expiryDate(AdjustableDate expiryDate) Sets the expiry date of the option.
Swaption.Builder	expiryTime(LocalTime expiryTime) Sets the expiry time of the option.
Swaption.Builder	expiryZone(ZoneId expiryZone) Sets the time-zone of the expiry time.
Object	get(String propertyName)
Swaption.Builder	longShort(LongShort longShort) Sets whether the option is long or short.
Swaption.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
Swaption.Builder	set(String propertyName, Object newValue)
Swaption.Builder	swaptionSettlement(SwaptionSettlement swaptionSettlement) Sets settlement method.
String	toString()
Swaption.Builder	underlying(Swap underlying) Sets the underlying swap.

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<Swaption>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public Swaption build()

longShort

public Swaption.Builder longShort(LongShort longShort)

Sets whether the option is long or short.

Long indicates that the owner wants the option to be in the money at expiry. Short indicates that the owner wants the option to be out of the money at expiry.

Parameters:

longShort - the new value, not null

Returns:

this, for chaining, not null

swaptionSettlement

public Swaption.Builder swaptionSettlement(SwaptionSettlement swaptionSettlement)

Sets settlement method.

The settlement of the option is specified by SwaptionSettlement.

Parameters:

swaptionSettlement - the new value, not null

Returns:

this, for chaining, not null

exerciseInfo

public Swaption.Builder exerciseInfo(SwaptionExercise exerciseInfo)

Sets the exercise information, optional.

A swaption can have three different kinds of exercise - European, American and Bermudan. A European swaption has one exercise date, an American can exercise on any date, and a Bermudan can exercise on a fixed set of dates.

If not present, the swaption is considered to be a European swaption as per the expiry date.

Parameters:

exerciseInfo - the new value

Returns:

this, for chaining, not null

expiryDate

public Swaption.Builder expiryDate(AdjustableDate expiryDate)

Sets the expiry date of the option.

This is the last date that the swaption can be exercised. To represent Bermudan and American swaptions, or to represent a European swaption where the swap start date is calculated dynamically, see the exerciseOptions field.

This date is typically set to be a valid business day. However, the businessDayAdjustment property may be set to provide a rule for adjustment.

Parameters:

expiryDate - the new value, not null

Returns:

this, for chaining, not null

expiryTime

public Swaption.Builder expiryTime(LocalTime expiryTime)

Sets the expiry time of the option.

The expiry time is related to the expiry date and time-zone.

Parameters:

expiryTime - the new value, not null

Returns:

this, for chaining, not null

expiryZone

public Swaption.Builder expiryZone(ZoneId expiryZone)

Sets the time-zone of the expiry time.

The expiry time-zone is related to the expiry date and time.

Parameters:

expiryZone - the new value, not null

Returns:

this, for chaining, not null

underlying

public Swaption.Builder underlying(Swap underlying)

Sets the underlying swap.

At expiry, if the option is exercised, this swap will be entered into. The swap description is the swap as viewed by the party long the option.

Parameters:

underlying - 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<Swaption>