com.opengamma.strata.product.swap.InflationRateCalculation Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import static com.google.common.base.MoreObjects.firstNonNull;
import static com.opengamma.strata.basics.value.ValueSchedule.ALWAYS_1;
import java.io.Serializable;
import java.time.LocalDate;
import java.time.Period;
import java.time.YearMonth;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import java.util.OptionalDouble;
import org.joda.beans.Bean;
import org.joda.beans.ImmutableBean;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaBean;
import org.joda.beans.MetaProperty;
import org.joda.beans.gen.BeanDefinition;
import org.joda.beans.gen.ImmutableValidator;
import org.joda.beans.gen.PropertyDefinition;
import org.joda.beans.impl.direct.DirectFieldsBeanBuilder;
import org.joda.beans.impl.direct.DirectMetaBean;
import org.joda.beans.impl.direct.DirectMetaProperty;
import org.joda.beans.impl.direct.DirectMetaPropertyMap;
import com.google.common.collect.ImmutableList;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.basics.date.DayCounts;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.basics.index.PriceIndex;
import com.opengamma.strata.basics.index.PriceIndices;
import com.opengamma.strata.basics.schedule.Schedule;
import com.opengamma.strata.basics.schedule.SchedulePeriod;
import com.opengamma.strata.basics.value.ValueSchedule;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation;
import com.opengamma.strata.product.rate.InflationEndMonthRateComputation;
import com.opengamma.strata.product.rate.InflationInterpolatedRateComputation;
import com.opengamma.strata.product.rate.InflationMonthlyRateComputation;
import com.opengamma.strata.product.rate.RateComputation;
/**
* Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
*
* This defines the data necessary to calculate the amount payable on the leg.
* The amount is based on the observed value of a price index.
*
* The index for a given month is given in the yield curve or in the time series.
* The pay-off for a unit notional is {@code (Index_End / Index_Start - 1)}.
*/
@BeanDefinition
public final class InflationRateCalculation
implements RateCalculation, ImmutableBean, Serializable {
/**
* The index of prices.
*
* The pay-off is computed based on this index
* The most common implementations are provided in {@link PriceIndices}.
*/
@PropertyDefinition(validate = "notNull")
private final PriceIndex index;
/**
* The positive period between the price index and the accrual date,
* typically a number of months.
*
* A price index is typically published monthly and has a delay before publication.
* The lag is subtracted from the accrual start and end date to locate the
* month of the data to be observed.
*
* For example, the September data may be published in October or November.
* A 3 month lag will cause an accrual date in December to be based on the
* observed data for September, which should be available by then.
*/
@PropertyDefinition(validate = "notNull")
private final Period lag;
/**
* Reference price index calculation method.
*
* This specifies how the reference index calculation occurs.
*/
@PropertyDefinition(validate = "notNull")
private final PriceIndexCalculationMethod indexCalculationMethod;
/**
* The initial value of the index, optional.
*
* This optional field specifies the initial value of the index.
* The value is applicable for the first regular accrual period.
* It is used in place of an observed fixing.
* Other calculation elements, such as gearing or spread, still apply.
* After the first accrual period, the rate is observed via the normal fixing process.
*
* The method {@link InflationRateCalculation#createRateComputation(LocalDate)}
* allows this field to be used as the base for any end date, as typically seen
* in capital indexed bonds.
*
* If this property is not present, then the first value is observed via the normal fixing process.
*/
@PropertyDefinition(get = "optional")
private final Double firstIndexValue;
/**
* The gearing multiplier, optional.
*
* This defines the gearing as an initial value and a list of adjustments.
*
* When calculating the index, the gearing acts as a overall factor of pay-off.
* The pay-off is {@code Gearing_Factor * (Index_End / Index_Start - 1)}.
* A gearing of 1 has no effect.
*
* If this property is not present, then no gearing applies.
*
* Gearing is also known as leverage.
*/
@PropertyDefinition(get = "optional")
private final ValueSchedule gearing;
//-------------------------------------------------------------------------
/**
* Obtains a rate calculation for the specified price index.
*
* The calculation will use the specified month lag.
* All optional fields will be set to their default values.
* Thus, fixing will be in advance, with no gearing.
* If this method provides insufficient control, use the {@linkplain #builder() builder}.
*
* @param index the price index
* @param monthLag the month lag
* @param indexCalculationMethod the reference price index calculation method
* @return the inflation rate calculation
*/
public static InflationRateCalculation of(
PriceIndex index,
int monthLag,
PriceIndexCalculationMethod indexCalculationMethod) {
return InflationRateCalculation.builder()
.index(index)
.lag(Period.ofMonths(monthLag))
.indexCalculationMethod(indexCalculationMethod)
.build();
}
/**
* Obtains a rate calculation for the specified price index with known start index value.
*
* The calculation will use the specified month lag.
* The first index value will be set to the specified value
* All other optional fields will be set to their default values.
* Thus, fixing will be in advance, with no gearing.
* If this method provides insufficient control, use the {@linkplain #builder() builder}.
*
* @param index the price index
* @param monthLag the month lag
* @param indexCalculationMethod the reference price index calculation method
* @param firstIndexValue the first index value
* @return the inflation rate calculation
*/
public static InflationRateCalculation of(
PriceIndex index,
int monthLag,
PriceIndexCalculationMethod indexCalculationMethod,
double firstIndexValue) {
return InflationRateCalculation.builder()
.index(index)
.lag(Period.ofMonths(monthLag))
.indexCalculationMethod(indexCalculationMethod)
.firstIndexValue(firstIndexValue)
.build();
}
@ImmutableValidator
private void validate() {
ArgChecker.isFalse(lag.isZero() || lag.isNegative(), "Lag must be positive");
}
//-------------------------------------------------------------------------
@Override
public SwapLegType getType() {
return SwapLegType.INFLATION;
}
@Override
public DayCount getDayCount() {
return DayCounts.ONE_ONE; // inflation does not use a day count
}
@Override
public void collectCurrencies(ImmutableSet.Builder builder) {
builder.add(index.getCurrency());
}
@Override
public void collectIndices(ImmutableSet.Builder builder) {
builder.add(index);
}
@Override
public ImmutableList createAccrualPeriods(
Schedule accrualSchedule,
Schedule paymentSchedule,
ReferenceData refData) {
// resolve data by schedule
DoubleArray resolvedGearings = firstNonNull(gearing, ALWAYS_1).resolveValues(accrualSchedule);
// build accrual periods
ImmutableList.Builder accrualPeriods = ImmutableList.builder();
for (int i = 0; i < accrualSchedule.size(); i++) {
SchedulePeriod period = accrualSchedule.getPeriod(i);
// inflation does not use a day count, so year fraction is 1d
accrualPeriods.add(new RateAccrualPeriod(
period, 1d, createRateComputation(period, i), resolvedGearings.get(i), 0d, NegativeRateMethod.ALLOW_NEGATIVE));
}
return accrualPeriods.build();
}
// creates the rate computation
private RateComputation createRateComputation(SchedulePeriod period, int scheduleIndex) {
// handle where index value at start date is known
LocalDate endDate = period.getEndDate();
if (firstIndexValue != null && scheduleIndex == 0) {
return createRateComputation(endDate);
}
YearMonth referenceStartMonth = YearMonth.from(period.getStartDate().minus(lag));
YearMonth referenceEndMonth = YearMonth.from(endDate.minus(lag));
if (indexCalculationMethod.equals(PriceIndexCalculationMethod.INTERPOLATED)) {
// interpolate between data from two different months
double weight = 1d - (endDate.getDayOfMonth() - 1d) / endDate.lengthOfMonth();
return InflationInterpolatedRateComputation.of(index, referenceStartMonth, referenceEndMonth, weight);
} else if (indexCalculationMethod.equals(PriceIndexCalculationMethod.MONTHLY)) {
// no interpolation
return InflationMonthlyRateComputation.of(index, referenceStartMonth, referenceEndMonth);
} else {
throw new IllegalArgumentException(
"PriceIndexCalculationMethod " + indexCalculationMethod.toString() + " is not supported");
}
}
/**
* Creates a rate observation where the start index value is known.
*
* This is typically used for capital indexed bonds.
* The rate is calculated between the value of {@code firstIndexValue}
* and the observed value at the end month linked to the specified end date.
* This method requires that {@code firstIndexValue} is present.
*
* @param endDate the end date of the period
* @return the rate observation
*/
public RateComputation createRateComputation(LocalDate endDate) {
if (firstIndexValue == null) {
throw new IllegalStateException("First index value must be specified");
}
YearMonth referenceEndMonth = YearMonth.from(endDate.minus(lag));
if (indexCalculationMethod.equals(PriceIndexCalculationMethod.INTERPOLATED)) {
// interpolate between data from two different months
double weight = 1d - (endDate.getDayOfMonth() - 1d) / endDate.lengthOfMonth();
return InflationEndInterpolatedRateComputation.of(index, firstIndexValue, referenceEndMonth, weight);
} else if (indexCalculationMethod.equals(PriceIndexCalculationMethod.MONTHLY)) {
// no interpolation
return InflationEndMonthRateComputation.of(index, firstIndexValue, referenceEndMonth);
} else if (indexCalculationMethod.equals(PriceIndexCalculationMethod.INTERPOLATED_JAPAN)) {
// interpolation, Japan
double weight = 1d;
int dayOfMonth = endDate.getDayOfMonth();
if (dayOfMonth > 10) {
weight -= (dayOfMonth - 10d) / endDate.lengthOfMonth();
} else if (dayOfMonth < 10) {
weight -= (dayOfMonth + endDate.minusMonths(1).lengthOfMonth() - 10d) / endDate.minusMonths(1).lengthOfMonth();
referenceEndMonth = referenceEndMonth.minusMonths(1);
}
return InflationEndInterpolatedRateComputation.of(index, firstIndexValue, referenceEndMonth, weight);
} else {
throw new IllegalArgumentException(
"PriceIndexCalculationMethod " + indexCalculationMethod.toString() + " is not supported");
}
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code InflationRateCalculation}.
* @return the meta-bean, not null
*/
public static InflationRateCalculation.Meta meta() {
return InflationRateCalculation.Meta.INSTANCE;
}
static {
MetaBean.register(InflationRateCalculation.Meta.INSTANCE);
}
/**
* The serialization version id.
*/
private static final long serialVersionUID = 1L;
/**
* Returns a builder used to create an instance of the bean.
* @return the builder, not null
*/
public static InflationRateCalculation.Builder builder() {
return new InflationRateCalculation.Builder();
}
private InflationRateCalculation(
PriceIndex index,
Period lag,
PriceIndexCalculationMethod indexCalculationMethod,
Double firstIndexValue,
ValueSchedule gearing) {
JodaBeanUtils.notNull(index, "index");
JodaBeanUtils.notNull(lag, "lag");
JodaBeanUtils.notNull(indexCalculationMethod, "indexCalculationMethod");
this.index = index;
this.lag = lag;
this.indexCalculationMethod = indexCalculationMethod;
this.firstIndexValue = firstIndexValue;
this.gearing = gearing;
validate();
}
@Override
public InflationRateCalculation.Meta metaBean() {
return InflationRateCalculation.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the index of prices.
*
* The pay-off is computed based on this index
* The most common implementations are provided in {@link PriceIndices}.
* @return the value of the property, not null
*/
public PriceIndex getIndex() {
return index;
}
//-----------------------------------------------------------------------
/**
* Gets the positive period between the price index and the accrual date,
* typically a number of months.
*
* A price index is typically published monthly and has a delay before publication.
* The lag is subtracted from the accrual start and end date to locate the
* month of the data to be observed.
*
* For example, the September data may be published in October or November.
* A 3 month lag will cause an accrual date in December to be based on the
* observed data for September, which should be available by then.
* @return the value of the property, not null
*/
public Period getLag() {
return lag;
}
//-----------------------------------------------------------------------
/**
* Gets reference price index calculation method.
*
* This specifies how the reference index calculation occurs.
* @return the value of the property, not null
*/
public PriceIndexCalculationMethod getIndexCalculationMethod() {
return indexCalculationMethod;
}
//-----------------------------------------------------------------------
/**
* Gets the initial value of the index, optional.
*
* This optional field specifies the initial value of the index.
* The value is applicable for the first regular accrual period.
* It is used in place of an observed fixing.
* Other calculation elements, such as gearing or spread, still apply.
* After the first accrual period, the rate is observed via the normal fixing process.
*
* The method {@link InflationRateCalculation#createRateComputation(LocalDate)}
* allows this field to be used as the base for any end date, as typically seen
* in capital indexed bonds.
*
* If this property is not present, then the first value is observed via the normal fixing process.
* @return the optional value of the property, not null
*/
public OptionalDouble getFirstIndexValue() {
return firstIndexValue != null ? OptionalDouble.of(firstIndexValue) : OptionalDouble.empty();
}
//-----------------------------------------------------------------------
/**
* Gets the gearing multiplier, optional.
*
* This defines the gearing as an initial value and a list of adjustments.
*
* When calculating the index, the gearing acts as a overall factor of pay-off.
* The pay-off is {@code Gearing_Factor * (Index_End / Index_Start - 1)}.
* A gearing of 1 has no effect.
*
* If this property is not present, then no gearing applies.
*
* Gearing is also known as leverage.
* @return the optional value of the property, not null
*/
public Optional getGearing() {
return Optional.ofNullable(gearing);
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj != null && obj.getClass() == this.getClass()) {
InflationRateCalculation other = (InflationRateCalculation) obj;
return JodaBeanUtils.equal(index, other.index) &&
JodaBeanUtils.equal(lag, other.lag) &&
JodaBeanUtils.equal(indexCalculationMethod, other.indexCalculationMethod) &&
JodaBeanUtils.equal(firstIndexValue, other.firstIndexValue) &&
JodaBeanUtils.equal(gearing, other.gearing);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(index);
hash = hash * 31 + JodaBeanUtils.hashCode(lag);
hash = hash * 31 + JodaBeanUtils.hashCode(indexCalculationMethod);
hash = hash * 31 + JodaBeanUtils.hashCode(firstIndexValue);
hash = hash * 31 + JodaBeanUtils.hashCode(gearing);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("InflationRateCalculation{");
buf.append("index").append('=').append(JodaBeanUtils.toString(index)).append(',').append(' ');
buf.append("lag").append('=').append(JodaBeanUtils.toString(lag)).append(',').append(' ');
buf.append("indexCalculationMethod").append('=').append(JodaBeanUtils.toString(indexCalculationMethod)).append(',').append(' ');
buf.append("firstIndexValue").append('=').append(JodaBeanUtils.toString(firstIndexValue)).append(',').append(' ');
buf.append("gearing").append('=').append(JodaBeanUtils.toString(gearing));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code InflationRateCalculation}.
*/
public static final class Meta extends DirectMetaBean {
/**
* The singleton instance of the meta-bean.
*/
static final Meta INSTANCE = new Meta();
/**
* The meta-property for the {@code index} property.
*/
private final MetaProperty index = DirectMetaProperty.ofImmutable(
this, "index", InflationRateCalculation.class, PriceIndex.class);
/**
* The meta-property for the {@code lag} property.
*/
private final MetaProperty lag = DirectMetaProperty.ofImmutable(
this, "lag", InflationRateCalculation.class, Period.class);
/**
* The meta-property for the {@code indexCalculationMethod} property.
*/
private final MetaProperty indexCalculationMethod = DirectMetaProperty.ofImmutable(
this, "indexCalculationMethod", InflationRateCalculation.class, PriceIndexCalculationMethod.class);
/**
* The meta-property for the {@code firstIndexValue} property.
*/
private final MetaProperty firstIndexValue = DirectMetaProperty.ofImmutable(
this, "firstIndexValue", InflationRateCalculation.class, Double.class);
/**
* The meta-property for the {@code gearing} property.
*/
private final MetaProperty gearing = DirectMetaProperty.ofImmutable(
this, "gearing", InflationRateCalculation.class, ValueSchedule.class);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"index",
"lag",
"indexCalculationMethod",
"firstIndexValue",
"gearing");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 100346066: // index
return index;
case 106898: // lag
return lag;
case -1409010088: // indexCalculationMethod
return indexCalculationMethod;
case 922631823: // firstIndexValue
return firstIndexValue;
case -91774989: // gearing
return gearing;
}
return super.metaPropertyGet(propertyName);
}
@Override
public InflationRateCalculation.Builder builder() {
return new InflationRateCalculation.Builder();
}
@Override
public Class beanType() {
return InflationRateCalculation.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code index} property.
* @return the meta-property, not null
*/
public MetaProperty index() {
return index;
}
/**
* The meta-property for the {@code lag} property.
* @return the meta-property, not null
*/
public MetaProperty lag() {
return lag;
}
/**
* The meta-property for the {@code indexCalculationMethod} property.
* @return the meta-property, not null
*/
public MetaProperty indexCalculationMethod() {
return indexCalculationMethod;
}
/**
* The meta-property for the {@code firstIndexValue} property.
* @return the meta-property, not null
*/
public MetaProperty firstIndexValue() {
return firstIndexValue;
}
/**
* The meta-property for the {@code gearing} property.
* @return the meta-property, not null
*/
public MetaProperty gearing() {
return gearing;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 100346066: // index
return ((InflationRateCalculation) bean).getIndex();
case 106898: // lag
return ((InflationRateCalculation) bean).getLag();
case -1409010088: // indexCalculationMethod
return ((InflationRateCalculation) bean).getIndexCalculationMethod();
case 922631823: // firstIndexValue
return ((InflationRateCalculation) bean).firstIndexValue;
case -91774989: // gearing
return ((InflationRateCalculation) bean).gearing;
}
return super.propertyGet(bean, propertyName, quiet);
}
@Override
protected void propertySet(Bean bean, String propertyName, Object newValue, boolean quiet) {
metaProperty(propertyName);
if (quiet) {
return;
}
throw new UnsupportedOperationException("Property cannot be written: " + propertyName);
}
}
//-----------------------------------------------------------------------
/**
* The bean-builder for {@code InflationRateCalculation}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private PriceIndex index;
private Period lag;
private PriceIndexCalculationMethod indexCalculationMethod;
private Double firstIndexValue;
private ValueSchedule gearing;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(InflationRateCalculation beanToCopy) {
this.index = beanToCopy.getIndex();
this.lag = beanToCopy.getLag();
this.indexCalculationMethod = beanToCopy.getIndexCalculationMethod();
this.firstIndexValue = beanToCopy.firstIndexValue;
this.gearing = beanToCopy.gearing;
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 100346066: // index
return index;
case 106898: // lag
return lag;
case -1409010088: // indexCalculationMethod
return indexCalculationMethod;
case 922631823: // firstIndexValue
return firstIndexValue;
case -91774989: // gearing
return gearing;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 100346066: // index
this.index = (PriceIndex) newValue;
break;
case 106898: // lag
this.lag = (Period) newValue;
break;
case -1409010088: // indexCalculationMethod
this.indexCalculationMethod = (PriceIndexCalculationMethod) newValue;
break;
case 922631823: // firstIndexValue
this.firstIndexValue = (Double) newValue;
break;
case -91774989: // gearing
this.gearing = (ValueSchedule) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
@Override
public Builder set(MetaProperty property, Object value) {
super.set(property, value);
return this;
}
@Override
public InflationRateCalculation build() {
return new InflationRateCalculation(
index,
lag,
indexCalculationMethod,
firstIndexValue,
gearing);
}
//-----------------------------------------------------------------------
/**
* Sets the index of prices.
*
* The pay-off is computed based on this index
* The most common implementations are provided in {@link PriceIndices}.
* @param index the new value, not null
* @return this, for chaining, not null
*/
public Builder index(PriceIndex index) {
JodaBeanUtils.notNull(index, "index");
this.index = index;
return this;
}
/**
* Sets the positive period between the price index and the accrual date,
* typically a number of months.
*
* A price index is typically published monthly and has a delay before publication.
* The lag is subtracted from the accrual start and end date to locate the
* month of the data to be observed.
*
* For example, the September data may be published in October or November.
* A 3 month lag will cause an accrual date in December to be based on the
* observed data for September, which should be available by then.
* @param lag the new value, not null
* @return this, for chaining, not null
*/
public Builder lag(Period lag) {
JodaBeanUtils.notNull(lag, "lag");
this.lag = lag;
return this;
}
/**
* Sets reference price index calculation method.
*
* This specifies how the reference index calculation occurs.
* @param indexCalculationMethod the new value, not null
* @return this, for chaining, not null
*/
public Builder indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod) {
JodaBeanUtils.notNull(indexCalculationMethod, "indexCalculationMethod");
this.indexCalculationMethod = indexCalculationMethod;
return this;
}
/**
* Sets the initial value of the index, optional.
*
* This optional field specifies the initial value of the index.
* The value is applicable for the first regular accrual period.
* It is used in place of an observed fixing.
* Other calculation elements, such as gearing or spread, still apply.
* After the first accrual period, the rate is observed via the normal fixing process.
*
* The method {@link InflationRateCalculation#createRateComputation(LocalDate)}
* allows this field to be used as the base for any end date, as typically seen
* in capital indexed bonds.
*
* If this property is not present, then the first value is observed via the normal fixing process.
* @param firstIndexValue the new value
* @return this, for chaining, not null
*/
public Builder firstIndexValue(Double firstIndexValue) {
this.firstIndexValue = firstIndexValue;
return this;
}
/**
* Sets the gearing multiplier, optional.
*
* This defines the gearing as an initial value and a list of adjustments.
*
* When calculating the index, the gearing acts as a overall factor of pay-off.
* The pay-off is {@code Gearing_Factor * (Index_End / Index_Start - 1)}.
* A gearing of 1 has no effect.
*
* If this property is not present, then no gearing applies.
*
* Gearing is also known as leverage.
* @param gearing the new value
* @return this, for chaining, not null
*/
public Builder gearing(ValueSchedule gearing) {
this.gearing = gearing;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(192);
buf.append("InflationRateCalculation.Builder{");
buf.append("index").append('=').append(JodaBeanUtils.toString(index)).append(',').append(' ');
buf.append("lag").append('=').append(JodaBeanUtils.toString(lag)).append(',').append(' ');
buf.append("indexCalculationMethod").append('=').append(JodaBeanUtils.toString(indexCalculationMethod)).append(',').append(' ');
buf.append("firstIndexValue").append('=').append(JodaBeanUtils.toString(firstIndexValue)).append(',').append(' ');
buf.append("gearing").append('=').append(JodaBeanUtils.toString(gearing));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}