/// <summary>
/// Sets the definition of how to round the option price, defaulted to no rounding.
/// <para>
/// The price is represented in decimal form, not percentage form.
/// As such, the decimal places expressed by the rounding refers to this decimal form.
/// </para>
/// </summary>
/// <param name="rounding"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder rounding(Rounding rounding)
{
JodaBeanUtils.notNull(rounding, "rounding");
this.rounding_Renamed = rounding;
return(this);
}
/// <summary>
/// Sets the legal entity identifier.
/// <para>
/// This identifier is used for the reference legal entity of the CDS.
/// </para>
/// </summary>
/// <param name="legalEntityId"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder legalEntityId(StandardId legalEntityId)
{
JodaBeanUtils.notNull(legalEntityId, "legalEntityId");
this.legalEntityId_Renamed = legalEntityId;
return(this);
}
/// <summary>
/// Sets the protection end date.
/// <para>
/// This may be different from the accrual end date of the last payment period in {@code periodicPayments}.
/// </para>
/// </summary>
/// <param name="protectionEndDate"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder protectionEndDate(LocalDate protectionEndDate)
{
JodaBeanUtils.notNull(protectionEndDate, "protectionEndDate");
this.protectionEndDate_Renamed = protectionEndDate;
return(this);
}
/// <summary>
/// Sets the number of days between valuation date and settlement date.
/// <para>
/// It is usually 3 business days for standardized CDS contracts.
/// </para>
/// </summary>
/// <param name="settlementDateOffset"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder settlementDateOffset(DaysAdjustment settlementDateOffset)
{
JodaBeanUtils.notNull(settlementDateOffset, "settlementDateOffset");
this.settlementDateOffset_Renamed = settlementDateOffset;
return(this);
}
//-----------------------------------------------------------------------
/// <summary>
/// Sets whether the CDS is buy or sell.
/// <para>
/// A value of 'Buy' implies buying protection, where the fixed coupon is paid
/// and the protection is received in the event of default.
/// A value of 'Sell' implies selling protection, where the fixed coupon is received
/// and the protection is paid in the event of default.
/// </para>
/// </summary>
/// <param name="buySell"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder buySell(BuySell buySell)
{
JodaBeanUtils.notNull(buySell, "buySell");
this.buySell_Renamed = buySell;
return(this);
}
/// <summary>
/// Sets the expiry date of the option.
/// <para>
/// The expiry date is related to the expiry time and time-zone.
/// The date must not be after last trade date of the underlying future.
/// </para>
/// </summary>
/// <param name="expiryDate"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder expiryDate(LocalDate expiryDate)
{
JodaBeanUtils.notNull(expiryDate, "expiryDate");
this.expiryDate_Renamed = expiryDate;
return(this);
}
private DummyFraTrade(LocalDate date, double fixedRate)
{
JodaBeanUtils.notNull(date, "date");
this.date = date;
this.fixedRate = fixedRate;
}
/// <summary>
/// Sets the day count convention.
/// <para>
/// This is used to convert dates to a numerical value.
/// </para>
/// </summary>
/// <param name="dayCount"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder dayCount(DayCount dayCount)
{
JodaBeanUtils.notNull(dayCount, "dayCount");
this.dayCount_Renamed = dayCount;
return(this);
}
/// <summary>
/// Sets the payment on default.
/// <para>
/// Whether the accrued premium is paid in the event of a default.
/// </para>
/// </summary>
/// <param name="paymentOnDefault"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder paymentOnDefault(PaymentOnDefault paymentOnDefault)
{
JodaBeanUtils.notNull(paymentOnDefault, "paymentOnDefault");
this.paymentOnDefault_Renamed = paymentOnDefault;
return(this);
}
/// <summary>
/// Sets the tenor of the swap.
/// <para>
/// This is the period from the first accrual date to the last accrual date.
/// </para>
/// </summary>
/// <param name="tenor"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder tenor(Tenor tenor)
{
JodaBeanUtils.notNull(tenor, "tenor");
this.tenor_Renamed = tenor;
return(this);
}
/// <summary>
/// Sets the market convention of the swap. </summary>
/// <param name="convention"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder convention(IborIborSwapConvention convention)
{
JodaBeanUtils.notNull(convention, "convention");
this.convention_Renamed = convention;
return(this);
}
//-----------------------------------------------------------------------
/// <summary>
/// Sets the period between the spot value date and the start date.
/// <para>
/// This is often zero, but can be greater if the swap if <i>forward starting</i>.
/// This must not be negative.
/// </para>
/// </summary>
/// <param name="periodToStart"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder periodToStart(Period periodToStart)
{
JodaBeanUtils.notNull(periodToStart, "periodToStart");
this.periodToStart_Renamed = periodToStart;
return(this);
}
/// <summary>
/// Sets the bill that was traded.
/// <para>
/// The product captures the contracted financial details of the trade.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(Bill product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
//-----------------------------------------------------------------------
/// <summary>
/// Sets the additional trade information, defaulted to an empty instance.
/// <para>
/// This allows additional information to be attached to the trade.
/// </para>
/// </summary>
/// <param name="info"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder info(TradeInfo info)
{
JodaBeanUtils.notNull(info, "info");
this.info_Renamed = info;
return(this);
}
/// <summary>
/// Sets the underlying future. </summary>
/// <param name="underlyingFuture"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder underlyingFuture(IborFuture underlyingFuture)
{
JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture");
this.underlyingFuture_Renamed = underlyingFuture;
return(this);
}
/// <summary>
/// Sets the protection start of the day.
/// <para>
/// When the protection starts on the start date.
/// </para>
/// </summary>
/// <param name="protectionStart"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder protectionStart(ProtectionStartOfDay protectionStart)
{
JodaBeanUtils.notNull(protectionStart, "protectionStart");
this.protectionStart_Renamed = protectionStart;
return(this);
}
//-----------------------------------------------------------------------
/// <summary>
/// Sets the security identifier.
/// <para>
/// This identifier uniquely identifies the security within the system.
/// </para>
/// </summary>
/// <param name="securityId"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder securityId(SecurityId securityId)
{
JodaBeanUtils.notNull(securityId, "securityId");
this.securityId_Renamed = securityId;
return(this);
}
/// <summary>
/// Sets the number of days between valuation date and step-in date.
/// <para>
/// The step-in date is also called protection effective date.
/// It is usually 1 calendar day for standardized CDS contracts.
/// </para>
/// </summary>
/// <param name="stepinDateOffset"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder stepinDateOffset(DaysAdjustment stepinDateOffset)
{
JodaBeanUtils.notNull(stepinDateOffset, "stepinDateOffset");
this.stepinDateOffset_Renamed = stepinDateOffset;
return(this);
}
/// <summary>
/// Sets the expiry time of the option.
/// <para>
/// The expiry time is related to the expiry date and time-zone.
/// </para>
/// </summary>
/// <param name="expiryTime"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder expiryTime(LocalTime expiryTime)
{
JodaBeanUtils.notNull(expiryTime, "expiryTime");
this.expiryTime_Renamed = expiryTime;
return(this);
}
/// <summary>
/// Sets the period between the spot value date and the end date.
/// <para>
/// In a FRA described as '2 x 5', the period to the end date is 5 months.
/// The difference between the start date and the end date typically matches the tenor of the index,
/// however this is not validated.
/// </para>
/// <para>
/// When building, this will default to the period to start plus the tenor of the index if not specified.
/// </para>
/// </summary>
/// <param name="periodToEnd"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder periodToEnd(Period periodToEnd)
{
JodaBeanUtils.notNull(periodToEnd, "periodToEnd");
this.periodToEnd_Renamed = periodToEnd;
return(this);
}
