com.opengamma.strata.product.swaption

Class ResolvedSwaption.Builder

java.lang.Object

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

com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ResolvedSwaption>

Enclosing class:

ResolvedSwaption

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

The bean-builder for ResolvedSwaption.

Method Summary

Modifier and Type	Method and Description
ResolvedSwaption	build()
ResolvedSwaption.Builder	exerciseInfo(SwaptionExerciseDates exerciseInfo) Sets the exercise information.
ResolvedSwaption.Builder	expiry(ZonedDateTime expiry) Sets the expiry date-time of the option.
Object	get(String propertyName)
ResolvedSwaption.Builder	longShort(LongShort longShort) Sets whether the option is long or short.
ResolvedSwaption.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ResolvedSwaption.Builder	set(String propertyName, Object newValue)
ResolvedSwaption.Builder	swaptionSettlement(SwaptionSettlement swaptionSettlement) Sets settlement method.
String	toString()
ResolvedSwaption.Builder	underlying(ResolvedSwap underlying) Sets the underlying swap.

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<ResolvedSwaption>

Overrides:

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

set

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

set

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

Specified by:

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

Overrides:

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

build

public ResolvedSwaption build()

longShort

public ResolvedSwaption.Builder longShort(LongShort longShort)

Sets whether the option is long or short.

Long indicates that the owner wants the option to be in the money at expiry. Short indicates that the owner wants the option to be out of the money at expiry.

Parameters:

longShort - the new value, not null

Returns:

this, for chaining, not null

swaptionSettlement

public ResolvedSwaption.Builder swaptionSettlement(SwaptionSettlement swaptionSettlement)

Sets settlement method.

The settlement of the option is specified by SwaptionSettlement.

Parameters:

swaptionSettlement - the new value, not null

Returns:

this, for chaining, not null

exerciseInfo

public ResolvedSwaption.Builder exerciseInfo(SwaptionExerciseDates exerciseInfo)

Sets the exercise information.

A swaption can have three different kinds of exercise - European, American and Bermudan. A European swaption has one exercise date, an American can exercise on any date, and a Bermudan can exercise on a fixed set of dates.

European swaptions will have matching information in this object, expiry date and swap start date. If this is not set in the builder, it will be defaulted to European from the expiry date and swap start date.

Parameters:

exerciseInfo - the new value, not null

Returns:

this, for chaining, not null

expiry

public ResolvedSwaption.Builder expiry(ZonedDateTime expiry)

Sets the expiry date-time of the option.

The option is European, and can only be exercised on the expiry date.

Parameters:

expiry - the new value, not null

Returns:

this, for chaining, not null

underlying

public ResolvedSwaption.Builder underlying(ResolvedSwap underlying)

Sets the underlying swap.

At expiry, if the option is exercised, this swap will be entered into. The swap description is the swap as viewed by the party long the option.

Parameters:

underlying - the new value, not null

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

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