public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 1574023291: // securityId this.securityId_Renamed = (SecurityId)newValue; break; case 1585636160: // notional this.notional_Renamed = (AdjustablePayment)newValue; break; case 1905311443: // dayCount this.dayCount_Renamed = (DayCount)newValue; break; case -1895216418: // yieldConvention this.yieldConvention_Renamed = (BillYieldConvention)newValue; break; case 866287159: // legalEntityId this.legalEntityId_Renamed = (LegalEntityId)newValue; break; case 135924714: // settlementDateOffset this.settlementDateOffset_Renamed = (DaysAdjustment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
private CdsIndexTrade(TradeInfo info, CdsIndex product, AdjustablePayment upfrontFee) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); this.info = info; this.product = product; this.upfrontFee = upfrontFee; }
private IborCapFloorTrade(TradeInfo info, IborCapFloor product, AdjustablePayment premium) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); this.info = info; this.product = product; this.premium = premium; }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(Bill beanToCopy) { this.securityId_Renamed = beanToCopy.SecurityId; this.notional_Renamed = beanToCopy.Notional; this.dayCount_Renamed = beanToCopy.DayCount; this.yieldConvention_Renamed = beanToCopy.YieldConvention; this.legalEntityId_Renamed = beanToCopy.LegalEntityId; this.settlementDateOffset_Renamed = beanToCopy.SettlementDateOffset; }
private FxSingleBarrierOptionTrade(TradeInfo info, FxSingleBarrierOption product, AdjustablePayment premium) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); JodaBeanUtils.notNull(premium, "premium"); this.info = info; this.product = product; this.premium = premium; }
/// <summary> /// Creates an instance. </summary> /// <param name="securityId"> the value of the property, not null </param> /// <param name="notional"> the value of the property, not null </param> /// <param name="dayCount"> the value of the property, not null </param> /// <param name="yieldConvention"> the value of the property, not null </param> /// <param name="legalEntityId"> the value of the property, not null </param> /// <param name="settlementDateOffset"> the value of the property, not null </param> internal Bill(SecurityId securityId, AdjustablePayment notional, DayCount dayCount, BillYieldConvention yieldConvention, LegalEntityId legalEntityId, DaysAdjustment settlementDateOffset) { JodaBeanUtils.notNull(securityId, "securityId"); JodaBeanUtils.notNull(notional, "notional"); JodaBeanUtils.notNull(dayCount, "dayCount"); JodaBeanUtils.notNull(yieldConvention, "yieldConvention"); JodaBeanUtils.notNull(legalEntityId, "legalEntityId"); JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset"); this.securityId = securityId; this.notional = notional; this.dayCount = dayCount; this.yieldConvention = yieldConvention; this.legalEntityId = legalEntityId; this.settlementDateOffset = settlementDateOffset; validate(); }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 3237038: // info this.info_Renamed = (TradeInfo)newValue; break; case -309474065: // product this.product_Renamed = (CdsIndex)newValue; break; case 963468344: // upfrontFee this.upfrontFee_Renamed = (AdjustablePayment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 3237038: // info this.info_Renamed = (TradeInfo)newValue; break; case -309474065: // product this.product_Renamed = (FxSingleBarrierOption)newValue; break; case -318452137: // premium this.premium_Renamed = (AdjustablePayment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
/// <summary> /// Sets the upfront fee of the product. /// <para> /// This specifies a single amount payable by the buyer to the seller. /// Thus the sign must be compatible with the product Pay/Receive flag. /// </para> /// <para> /// Some CDSs, especially legacy products, are traded at par and the upfront fee is not paid. /// </para> /// </summary> /// <param name="upfrontFee"> the new value </param> /// <returns> this, for chaining, not null </returns> public Builder upfrontFee(AdjustablePayment upfrontFee) { this.upfrontFee_Renamed = upfrontFee; return(this); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(CdsIndexTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.upfrontFee_Renamed = beanToCopy.upfrontFee; }
/// <summary> /// Sets the optional premium of the product. /// <para> /// For most Ibor cap/floor products, a premium is paid upfront. This typically occurs instead /// of periodic payments based on fixed or Ibor rates over the lifetime of the product. /// </para> /// <para> /// The premium sign must be compatible with the product Pay/Receive flag. /// </para> /// </summary> /// <param name="premium"> the new value </param> /// <returns> this, for chaining, not null </returns> public Builder premium(AdjustablePayment premium) { this.premium_Renamed = premium; return(this); }
public CdsTrade createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData) { return(accrualStart.Equals(AccrualStart.IMM_DATE) ? convention.createTrade(legalEntityId, tradeDate, tenor, buySell, notional, fixedRate, upFrontFee, refData) : convention.createTrade(legalEntityId, tradeDate, tradeDate.plusDays(1), tenor, buySell, notional, fixedRate, upFrontFee, refData)); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(FxVanillaOptionTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.premium_Renamed = beanToCopy.Premium; }
/// <summary> /// Sets the adjustable notional payment of the bill notional, the amount must be positive. </summary> /// <param name="notional"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder notional(AdjustablePayment notional) { JodaBeanUtils.notNull(notional, "notional"); this.notional_Renamed = notional; return(this); }
/// <summary> /// Obtains an instance of a Swaption trade with an adjustable payment. /// </summary> /// <param name="info"> the trade info </param> /// <param name="product"> the product </param> /// <param name="premium"> the premium </param> /// <returns> the trade </returns> public static SwaptionTrade of(TradeInfo info, Swaption product, AdjustablePayment premium) { return(new SwaptionTrade(info, product, premium)); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(FxSingleBarrierOptionTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.premium_Renamed = beanToCopy.Premium; }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(IborCapFloorTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.premium_Renamed = beanToCopy.premium; }
/// <summary> /// Sets the premium of the FX option. /// <para> /// The premium sign should be compatible with the product Long/Short flag. /// This means that the premium is negative for long and positive for short. /// </para> /// </summary> /// <param name="premium"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder premium(AdjustablePayment premium) { JodaBeanUtils.notNull(premium, "premium"); this.premium_Renamed = premium; return(this); }
public CdsTrade createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData) { ArgChecker.inOrderNotEqual(tradeDate, endDate, "tradeDate", "endDate"); return(convention.createTrade(legalEntityId, tradeDate, startDate, endDate, buySell, notional, fixedRate, upFrontFee, refData)); }