/// <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); }