com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod Maven / Gradle / Ivy
/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.bond;
import static com.google.common.base.MoreObjects.firstNonNull;
import java.io.Serializable;
import java.time.LocalDate;
import java.time.temporal.TemporalAdjuster;
import java.util.Map;
import java.util.NoSuchElementException;
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.ImmutableConstructor;
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.ImmutableSet;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.collect.ArgChecker;
/**
* A period over which a fixed coupon is paid.
*
* A single payment period within a fixed coupon bond, {@link ResolvedFixedCouponBond}.
* The payments of the fixed coupon bond consist periodic coupon payments and nominal payment.
* This class represents a single payment of the periodic payments.
*/
@BeanDefinition
public final class FixedCouponBondPaymentPeriod
implements BondPaymentPeriod, ImmutableBean, Serializable {
/**
* The primary currency of the payment period.
*
* The amounts of the notional are usually expressed in terms of this currency,
* however they can be converted from amounts in a different currency.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final Currency currency;
/**
* The notional amount, must be positive.
*
* The notional amount applicable during the period.
* The currency of the notional is specified by {@code currency}.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double notional;
/**
* The start date of the payment period.
*
* This is the first date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final LocalDate startDate;
/**
* The end date of the payment period.
*
* This is the last date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final LocalDate endDate;
/**
* The unadjusted start date.
*
* The start date before any business day adjustment is applied.
*
* When building, this will default to the start date if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate unadjustedStartDate;
/**
* The unadjusted end date.
*
* The end date before any business day adjustment is applied.
*
* When building, this will default to the end date if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate unadjustedEndDate;
/**
* The detachment date.
*
* Some bonds trade ex-coupon before the coupon payment.
* The coupon is paid not to the owner of the bond on the payment date but to the
* owner of the bond on the detachment date.
*
* When building, this will default to the end date if not specified.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate detachmentDate;
/**
* The fixed coupon rate.
*
* The single payment is based on this fixed coupon rate.
*/
@PropertyDefinition
private final double fixedRate;
/**
* The year fraction that the accrual period represents.
*
* The year fraction of a bond period is based on the unadjusted dates.
*
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double yearFraction;
//-------------------------------------------------------------------------
// could use @ImmutablePreBuild and @ImmutableValidate but faster inline
@ImmutableConstructor
private FixedCouponBondPaymentPeriod(
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate,
LocalDate detachmentDate,
double fixedRate,
double yearFraction) {
this.currency = ArgChecker.notNull(currency, "currency");
this.notional = notional;
this.startDate = ArgChecker.notNull(startDate, "startDate");
this.endDate = ArgChecker.notNull(endDate, "endDate");
this.unadjustedStartDate = firstNonNull(unadjustedStartDate, startDate);
this.unadjustedEndDate = firstNonNull(unadjustedEndDate, endDate);
this.detachmentDate = firstNonNull(detachmentDate, endDate);
this.fixedRate = fixedRate;
this.yearFraction = yearFraction;
// check for unadjusted must be after firstNonNull
ArgChecker.inOrderNotEqual(startDate, endDate, "startDate", "endDate");
ArgChecker.inOrderNotEqual(
this.unadjustedStartDate, this.unadjustedEndDate, "unadjustedStartDate", "unadjustedEndDate");
ArgChecker.inOrderOrEqual(this.detachmentDate, this.endDate, "detachmentDate", "endDate");
}
//-------------------------------------------------------------------------
@Override
public void collectIndices(ImmutableSet.Builder builder) {
// no index
}
@Override
public FixedCouponBondPaymentPeriod adjustPaymentDate(TemporalAdjuster adjuster) {
return this;
}
@Override
public LocalDate getPaymentDate() {
return getEndDate();
}
/**
* Checks if there is an ex-coupon period.
*
* @return true if has an ex-coupon period
*/
public boolean hasExCouponPeriod() {
return !detachmentDate.equals(endDate);
}
/**
* Checks if this period contains the specified date, based on unadjusted dates.
*
* The unadjusted start and end dates are used in the comparison.
* The unadjusted start date is included, the unadjusted end date is excluded.
*
* @param date the date to check
* @return true if this period contains the date
*/
boolean contains(LocalDate date) {
return !date.isBefore(unadjustedStartDate) && date.isBefore(unadjustedEndDate);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code FixedCouponBondPaymentPeriod}.
* @return the meta-bean, not null
*/
public static FixedCouponBondPaymentPeriod.Meta meta() {
return FixedCouponBondPaymentPeriod.Meta.INSTANCE;
}
static {
MetaBean.register(FixedCouponBondPaymentPeriod.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 FixedCouponBondPaymentPeriod.Builder builder() {
return new FixedCouponBondPaymentPeriod.Builder();
}
@Override
public FixedCouponBondPaymentPeriod.Meta metaBean() {
return FixedCouponBondPaymentPeriod.Meta.INSTANCE;
}
//-----------------------------------------------------------------------
/**
* Gets the primary currency of the payment period.
*
* The amounts of the notional are usually expressed in terms of this currency,
* however they can be converted from amounts in a different currency.
* @return the value of the property, not null
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the notional amount, must be positive.
*
* The notional amount applicable during the period.
* The currency of the notional is specified by {@code currency}.
* @return the value of the property
*/
public double getNotional() {
return notional;
}
//-----------------------------------------------------------------------
/**
* Gets the start date of the payment period.
*
* This is the first date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @return the value of the property, not null
*/
@Override
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of the payment period.
*
* This is the last date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @return the value of the property, not null
*/
@Override
public LocalDate getEndDate() {
return endDate;
}
//-----------------------------------------------------------------------
/**
* Gets the unadjusted start date.
*
* The start date before any business day adjustment is applied.
*
* When building, this will default to the start date if not specified.
* @return the value of the property, not null
*/
public LocalDate getUnadjustedStartDate() {
return unadjustedStartDate;
}
//-----------------------------------------------------------------------
/**
* Gets the unadjusted end date.
*
* The end date before any business day adjustment is applied.
*
* When building, this will default to the end date if not specified.
* @return the value of the property, not null
*/
public LocalDate getUnadjustedEndDate() {
return unadjustedEndDate;
}
//-----------------------------------------------------------------------
/**
* Gets the detachment date.
*
* Some bonds trade ex-coupon before the coupon payment.
* The coupon is paid not to the owner of the bond on the payment date but to the
* owner of the bond on the detachment date.
*
* When building, this will default to the end date if not specified.
* @return the value of the property, not null
*/
public LocalDate getDetachmentDate() {
return detachmentDate;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed coupon rate.
*
* The single payment is based on this fixed coupon rate.
* @return the value of the property
*/
public double getFixedRate() {
return fixedRate;
}
//-----------------------------------------------------------------------
/**
* Gets the year fraction that the accrual period represents.
*
* The year fraction of a bond period is based on the unadjusted dates.
*
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
* @return the value of the property
*/
public double getYearFraction() {
return yearFraction;
}
//-----------------------------------------------------------------------
/**
* 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()) {
FixedCouponBondPaymentPeriod other = (FixedCouponBondPaymentPeriod) obj;
return JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(startDate, other.startDate) &&
JodaBeanUtils.equal(endDate, other.endDate) &&
JodaBeanUtils.equal(unadjustedStartDate, other.unadjustedStartDate) &&
JodaBeanUtils.equal(unadjustedEndDate, other.unadjustedEndDate) &&
JodaBeanUtils.equal(detachmentDate, other.detachmentDate) &&
JodaBeanUtils.equal(fixedRate, other.fixedRate) &&
JodaBeanUtils.equal(yearFraction, other.yearFraction);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(notional);
hash = hash * 31 + JodaBeanUtils.hashCode(startDate);
hash = hash * 31 + JodaBeanUtils.hashCode(endDate);
hash = hash * 31 + JodaBeanUtils.hashCode(unadjustedStartDate);
hash = hash * 31 + JodaBeanUtils.hashCode(unadjustedEndDate);
hash = hash * 31 + JodaBeanUtils.hashCode(detachmentDate);
hash = hash * 31 + JodaBeanUtils.hashCode(fixedRate);
hash = hash * 31 + JodaBeanUtils.hashCode(yearFraction);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("FixedCouponBondPaymentPeriod{");
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("unadjustedStartDate").append('=').append(JodaBeanUtils.toString(unadjustedStartDate)).append(',').append(' ');
buf.append("unadjustedEndDate").append('=').append(JodaBeanUtils.toString(unadjustedEndDate)).append(',').append(' ');
buf.append("detachmentDate").append('=').append(JodaBeanUtils.toString(detachmentDate)).append(',').append(' ');
buf.append("fixedRate").append('=').append(JodaBeanUtils.toString(fixedRate)).append(',').append(' ');
buf.append("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code FixedCouponBondPaymentPeriod}.
*/
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 currency} property.
*/
private final MetaProperty currency = DirectMetaProperty.ofImmutable(
this, "currency", FixedCouponBondPaymentPeriod.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty notional = DirectMetaProperty.ofImmutable(
this, "notional", FixedCouponBondPaymentPeriod.class, Double.TYPE);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty startDate = DirectMetaProperty.ofImmutable(
this, "startDate", FixedCouponBondPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty endDate = DirectMetaProperty.ofImmutable(
this, "endDate", FixedCouponBondPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedStartDate} property.
*/
private final MetaProperty unadjustedStartDate = DirectMetaProperty.ofImmutable(
this, "unadjustedStartDate", FixedCouponBondPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedEndDate} property.
*/
private final MetaProperty unadjustedEndDate = DirectMetaProperty.ofImmutable(
this, "unadjustedEndDate", FixedCouponBondPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code detachmentDate} property.
*/
private final MetaProperty detachmentDate = DirectMetaProperty.ofImmutable(
this, "detachmentDate", FixedCouponBondPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code fixedRate} property.
*/
private final MetaProperty fixedRate = DirectMetaProperty.ofImmutable(
this, "fixedRate", FixedCouponBondPaymentPeriod.class, Double.TYPE);
/**
* The meta-property for the {@code yearFraction} property.
*/
private final MetaProperty yearFraction = DirectMetaProperty.ofImmutable(
this, "yearFraction", FixedCouponBondPaymentPeriod.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currency",
"notional",
"startDate",
"endDate",
"unadjustedStartDate",
"unadjustedEndDate",
"detachmentDate",
"fixedRate",
"yearFraction");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 1457691881: // unadjustedStartDate
return unadjustedStartDate;
case 31758114: // unadjustedEndDate
return unadjustedEndDate;
case -878940481: // detachmentDate
return detachmentDate;
case 747425396: // fixedRate
return fixedRate;
case -1731780257: // yearFraction
return yearFraction;
}
return super.metaPropertyGet(propertyName);
}
@Override
public FixedCouponBondPaymentPeriod.Builder builder() {
return new FixedCouponBondPaymentPeriod.Builder();
}
@Override
public Class beanType() {
return FixedCouponBondPaymentPeriod.class;
}
@Override
public Map> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public MetaProperty currency() {
return currency;
}
/**
* The meta-property for the {@code notional} property.
* @return the meta-property, not null
*/
public MetaProperty notional() {
return notional;
}
/**
* The meta-property for the {@code startDate} property.
* @return the meta-property, not null
*/
public MetaProperty startDate() {
return startDate;
}
/**
* The meta-property for the {@code endDate} property.
* @return the meta-property, not null
*/
public MetaProperty endDate() {
return endDate;
}
/**
* The meta-property for the {@code unadjustedStartDate} property.
* @return the meta-property, not null
*/
public MetaProperty unadjustedStartDate() {
return unadjustedStartDate;
}
/**
* The meta-property for the {@code unadjustedEndDate} property.
* @return the meta-property, not null
*/
public MetaProperty unadjustedEndDate() {
return unadjustedEndDate;
}
/**
* The meta-property for the {@code detachmentDate} property.
* @return the meta-property, not null
*/
public MetaProperty detachmentDate() {
return detachmentDate;
}
/**
* The meta-property for the {@code fixedRate} property.
* @return the meta-property, not null
*/
public MetaProperty fixedRate() {
return fixedRate;
}
/**
* The meta-property for the {@code yearFraction} property.
* @return the meta-property, not null
*/
public MetaProperty yearFraction() {
return yearFraction;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return ((FixedCouponBondPaymentPeriod) bean).getCurrency();
case 1585636160: // notional
return ((FixedCouponBondPaymentPeriod) bean).getNotional();
case -2129778896: // startDate
return ((FixedCouponBondPaymentPeriod) bean).getStartDate();
case -1607727319: // endDate
return ((FixedCouponBondPaymentPeriod) bean).getEndDate();
case 1457691881: // unadjustedStartDate
return ((FixedCouponBondPaymentPeriod) bean).getUnadjustedStartDate();
case 31758114: // unadjustedEndDate
return ((FixedCouponBondPaymentPeriod) bean).getUnadjustedEndDate();
case -878940481: // detachmentDate
return ((FixedCouponBondPaymentPeriod) bean).getDetachmentDate();
case 747425396: // fixedRate
return ((FixedCouponBondPaymentPeriod) bean).getFixedRate();
case -1731780257: // yearFraction
return ((FixedCouponBondPaymentPeriod) bean).getYearFraction();
}
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 FixedCouponBondPaymentPeriod}.
*/
public static final class Builder extends DirectFieldsBeanBuilder {
private Currency currency;
private double notional;
private LocalDate startDate;
private LocalDate endDate;
private LocalDate unadjustedStartDate;
private LocalDate unadjustedEndDate;
private LocalDate detachmentDate;
private double fixedRate;
private double yearFraction;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(FixedCouponBondPaymentPeriod beanToCopy) {
this.currency = beanToCopy.getCurrency();
this.notional = beanToCopy.getNotional();
this.startDate = beanToCopy.getStartDate();
this.endDate = beanToCopy.getEndDate();
this.unadjustedStartDate = beanToCopy.getUnadjustedStartDate();
this.unadjustedEndDate = beanToCopy.getUnadjustedEndDate();
this.detachmentDate = beanToCopy.getDetachmentDate();
this.fixedRate = beanToCopy.getFixedRate();
this.yearFraction = beanToCopy.getYearFraction();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 575402001: // currency
return currency;
case 1585636160: // notional
return notional;
case -2129778896: // startDate
return startDate;
case -1607727319: // endDate
return endDate;
case 1457691881: // unadjustedStartDate
return unadjustedStartDate;
case 31758114: // unadjustedEndDate
return unadjustedEndDate;
case -878940481: // detachmentDate
return detachmentDate;
case 747425396: // fixedRate
return fixedRate;
case -1731780257: // yearFraction
return yearFraction;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 575402001: // currency
this.currency = (Currency) newValue;
break;
case 1585636160: // notional
this.notional = (Double) newValue;
break;
case -2129778896: // startDate
this.startDate = (LocalDate) newValue;
break;
case -1607727319: // endDate
this.endDate = (LocalDate) newValue;
break;
case 1457691881: // unadjustedStartDate
this.unadjustedStartDate = (LocalDate) newValue;
break;
case 31758114: // unadjustedEndDate
this.unadjustedEndDate = (LocalDate) newValue;
break;
case -878940481: // detachmentDate
this.detachmentDate = (LocalDate) newValue;
break;
case 747425396: // fixedRate
this.fixedRate = (Double) newValue;
break;
case -1731780257: // yearFraction
this.yearFraction = (Double) 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 FixedCouponBondPaymentPeriod build() {
return new FixedCouponBondPaymentPeriod(
currency,
notional,
startDate,
endDate,
unadjustedStartDate,
unadjustedEndDate,
detachmentDate,
fixedRate,
yearFraction);
}
//-----------------------------------------------------------------------
/**
* Sets the primary currency of the payment period.
*
* The amounts of the notional are usually expressed in terms of this currency,
* however they can be converted from amounts in a different currency.
* @param currency the new value, not null
* @return this, for chaining, not null
*/
public Builder currency(Currency currency) {
JodaBeanUtils.notNull(currency, "currency");
this.currency = currency;
return this;
}
/**
* Sets the notional amount, must be positive.
*
* The notional amount applicable during the period.
* The currency of the notional is specified by {@code currency}.
* @param notional the new value
* @return this, for chaining, not null
*/
public Builder notional(double notional) {
ArgChecker.notNegative(notional, "notional");
this.notional = notional;
return this;
}
/**
* Sets the start date of the payment period.
*
* This is the first date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @param startDate the new value, not null
* @return this, for chaining, not null
*/
public Builder startDate(LocalDate startDate) {
JodaBeanUtils.notNull(startDate, "startDate");
this.startDate = startDate;
return this;
}
/**
* Sets the end date of the payment period.
*
* This is the last date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
* @param endDate the new value, not null
* @return this, for chaining, not null
*/
public Builder endDate(LocalDate endDate) {
JodaBeanUtils.notNull(endDate, "endDate");
this.endDate = endDate;
return this;
}
/**
* Sets the unadjusted start date.
*
* The start date before any business day adjustment is applied.
*
* When building, this will default to the start date if not specified.
* @param unadjustedStartDate the new value, not null
* @return this, for chaining, not null
*/
public Builder unadjustedStartDate(LocalDate unadjustedStartDate) {
JodaBeanUtils.notNull(unadjustedStartDate, "unadjustedStartDate");
this.unadjustedStartDate = unadjustedStartDate;
return this;
}
/**
* Sets the unadjusted end date.
*
* The end date before any business day adjustment is applied.
*
* When building, this will default to the end date if not specified.
* @param unadjustedEndDate the new value, not null
* @return this, for chaining, not null
*/
public Builder unadjustedEndDate(LocalDate unadjustedEndDate) {
JodaBeanUtils.notNull(unadjustedEndDate, "unadjustedEndDate");
this.unadjustedEndDate = unadjustedEndDate;
return this;
}
/**
* Sets the detachment date.
*
* Some bonds trade ex-coupon before the coupon payment.
* The coupon is paid not to the owner of the bond on the payment date but to the
* owner of the bond on the detachment date.
*
* When building, this will default to the end date if not specified.
* @param detachmentDate the new value, not null
* @return this, for chaining, not null
*/
public Builder detachmentDate(LocalDate detachmentDate) {
JodaBeanUtils.notNull(detachmentDate, "detachmentDate");
this.detachmentDate = detachmentDate;
return this;
}
/**
* Sets the fixed coupon rate.
*
* The single payment is based on this fixed coupon rate.
* @param fixedRate the new value
* @return this, for chaining, not null
*/
public Builder fixedRate(double fixedRate) {
this.fixedRate = fixedRate;
return this;
}
/**
* Sets the year fraction that the accrual period represents.
*
* The year fraction of a bond period is based on the unadjusted dates.
*
* The value is usually calculated using a {@link DayCount}.
* Typically the value will be close to 1 for one year and close to 0.5 for six months.
* The fraction may be greater than 1, but not less than 0.
* @param yearFraction the new value
* @return this, for chaining, not null
*/
public Builder yearFraction(double yearFraction) {
ArgChecker.notNegative(yearFraction, "yearFraction");
this.yearFraction = yearFraction;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(320);
buf.append("FixedCouponBondPaymentPeriod.Builder{");
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("startDate").append('=').append(JodaBeanUtils.toString(startDate)).append(',').append(' ');
buf.append("endDate").append('=').append(JodaBeanUtils.toString(endDate)).append(',').append(' ');
buf.append("unadjustedStartDate").append('=').append(JodaBeanUtils.toString(unadjustedStartDate)).append(',').append(' ');
buf.append("unadjustedEndDate").append('=').append(JodaBeanUtils.toString(unadjustedEndDate)).append(',').append(' ');
buf.append("detachmentDate").append('=').append(JodaBeanUtils.toString(detachmentDate)).append(',').append(' ');
buf.append("fixedRate").append('=').append(JodaBeanUtils.toString(fixedRate)).append(',').append(' ');
buf.append("yearFraction").append('=').append(JodaBeanUtils.toString(yearFraction));
buf.append('}');
return buf.toString();
}
}
//-------------------------- AUTOGENERATED END --------------------------
}