com.opengamma.strata.product.index

Class IborFutureTrade.Builder

java.lang.Object

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

com.opengamma.strata.product.index.IborFutureTrade.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<IborFutureTrade>

Enclosing class:

IborFutureTrade

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

The bean-builder for IborFutureTrade.

Method Summary

Modifier and Type	Method and Description
IborFutureTrade	build()
Object	get(String propertyName)
IborFutureTrade.Builder	info(TradeInfo info) Sets the additional trade information, defaulted to an empty instance.
IborFutureTrade.Builder	price(double price) Sets the price that was traded, in decimal form.
IborFutureTrade.Builder	product(IborFuture product) Sets the future that was traded.
IborFutureTrade.Builder	quantity(double quantity) Sets the quantity that was traded.
IborFutureTrade.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
IborFutureTrade.Builder	set(String propertyName, Object newValue)
String	toString()

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<IborFutureTrade>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public IborFutureTrade build()

info

public IborFutureTrade.Builder info(TradeInfo info)

Sets the additional trade information, defaulted to an empty instance.

This allows additional information to be attached to the trade. The trade date is required when calling IborFutureTrade.resolve(ReferenceData).

Parameters:

info - the new value, not null

Returns:

this, for chaining, not null

product

public IborFutureTrade.Builder product(IborFuture product)

Sets the future that was traded.

The product captures the contracted financial details of the trade.

Parameters:

product - the new value, not null

Returns:

this, for chaining, not null

quantity

public IborFutureTrade.Builder quantity(double quantity)

Sets the quantity that was traded.

This is the number of contracts that were traded. This will be positive if buying and negative if selling.

Parameters:

quantity - the new value

Returns:

this, for chaining, not null

price

public IborFutureTrade.Builder price(double price)

Sets the price that was traded, in decimal form.

This is the price agreed when the trade occurred.

Strata uses decimal prices for Ibor futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

Parameters:

price - the new value

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<IborFutureTrade>