/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedOvernightFuture beanToCopy)
{
this.securityId_Renamed = beanToCopy.SecurityId;
this.currency_Renamed = beanToCopy.Currency;
this.notional_Renamed = beanToCopy.Notional;
this.accrualFactor_Renamed = beanToCopy.AccrualFactor;
this.lastTradeDate_Renamed = beanToCopy.LastTradeDate;
this.overnightRate_Renamed = beanToCopy.OvernightRate;
this.rounding_Renamed = beanToCopy.Rounding;
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="securityId"> the value of the property, not null </param>
/// <param name="currency"> the value of the property, not null </param>
/// <param name="notional"> the value of the property </param>
/// <param name="accrualFactor"> the value of the property </param>
/// <param name="lastTradeDate"> the value of the property, not null </param>
/// <param name="overnightRate"> the value of the property, not null </param>
/// <param name="rounding"> the value of the property, not null </param>
internal ResolvedOvernightFuture(SecurityId securityId, Currency currency, double notional, double accrualFactor, LocalDate lastTradeDate, OvernightRateComputation overnightRate, Rounding rounding)
{
JodaBeanUtils.notNull(securityId, "securityId");
JodaBeanUtils.notNull(currency, "currency");
ArgChecker.notNegativeOrZero(notional, "notional");
ArgChecker.notNegativeOrZero(accrualFactor, "accrualFactor");
JodaBeanUtils.notNull(lastTradeDate, "lastTradeDate");
JodaBeanUtils.notNull(overnightRate, "overnightRate");
JodaBeanUtils.notNull(rounding, "rounding");
this.securityId = securityId;
this.currency = currency;
this.notional = notional;
this.accrualFactor = accrualFactor;
this.lastTradeDate = lastTradeDate;
this.overnightRate = overnightRate;
this.rounding = rounding;
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 1574023291: // securityId
this.securityId_Renamed = (SecurityId)newValue;
break;
case 575402001: // currency
this.currency_Renamed = (Currency)newValue;
break;
case 1585636160: // notional
this.notional_Renamed = (double?)newValue.Value;
break;
case -1540322338: // accrualFactor
this.accrualFactor_Renamed = (double?)newValue.Value;
break;
case -1041950404: // lastTradeDate
this.lastTradeDate_Renamed = (LocalDate)newValue;
break;
case -821605692: // overnightRate
this.overnightRate_Renamed = (OvernightRateComputation)newValue;
break;
case -142444: // rounding
this.rounding_Renamed = (Rounding)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
// creates the rate computation
private RateComputation createRateComputation(SchedulePeriod period, Schedule paymentSchedule, ReferenceData refData)
{
int effectiveRateCutOffDaysOffset = (isLastAccrualInPaymentPeriod(period, paymentSchedule) ? rateCutOffDays : 0);
return(OvernightRateComputation.of(index, period.StartDate, period.EndDate, effectiveRateCutOffDaysOffset, accrualMethod, refData));
}
/// <summary>
/// Sets the Overnight rate observation.
/// <para>
/// The future is based on this index.
/// It will be a well known market index such as 'USD-FED-FUND'.
/// </para>
/// </summary>
/// <param name="overnightRate"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder overnightRate(OvernightRateComputation overnightRate)
{
JodaBeanUtils.notNull(overnightRate, "overnightRate");
this.overnightRate_Renamed = overnightRate;
return(this);
}
