com.opengamma.strata.product.credit.CreditCouponPaymentPeriod Maven / Gradle / Ivy
/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.credit;
import java.io.Serializable;
import java.time.LocalDate;
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.ImmutablePreBuild;
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.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.collect.ArgChecker;
/**
* A period over which a fixed coupon is paid.
*
* A single payment period within a CDS, {@link ResolvedCds}.
* The payments of the CDS consist of periodic coupon payments and protection payment on default.
* This class represents a single payment of the periodic payments.
*/
@BeanDefinition
public final class CreditCouponPaymentPeriod
implements 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")
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 accrual period.
*
* This is the first accrual date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate startDate;
/**
* The end date of the accrual period.
*
* This is the last accrual date in the period.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull")
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 effective protection start date of the period.
*
* This is the first date in the protection period associated with the payment period.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate effectiveStartDate;
/**
* The effective protection end date of the period.
*
* This is the last date in the protection period associated with the payment period.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate effectiveEndDate;
/**
* The payment date.
*
* The fixed rate is paid on this date.
* This is not necessarily the same as {@code endDate}.
*/
@PropertyDefinition(validate = "notNull")
private final LocalDate paymentDate;
/**
* The fixed coupon rate.
*
* The single payment is based on this fixed coupon rate.
* The coupon must be represented in fraction.
*/
@PropertyDefinition
private final double fixedRate;
/**
* The year fraction that the accrual period represents.
*
* The year fraction of a period is based on {@code startDate} and {@code endDate}.
* The value is usually calculated using a specific {@link DayCount}.
*/
@PropertyDefinition(validate = "ArgChecker.notNegative")
private final double yearFraction;
//-------------------------------------------------------------------------
@ImmutablePreBuild
private static void preBuild(Builder builder) {
if (builder.unadjustedStartDate == null) {
builder.unadjustedStartDate = builder.startDate;
}
if (builder.unadjustedEndDate == null) {
builder.unadjustedEndDate = builder.endDate;
}
}
//-------------------------------------------------------------------------
// does this period contain the date
boolean contains(LocalDate date) {
return !date.isBefore(startDate) && date.isBefore(endDate);
}
//------------------------- AUTOGENERATED START -------------------------
/**
* The meta-bean for {@code CreditCouponPaymentPeriod}.
* @return the meta-bean, not null
*/
public static CreditCouponPaymentPeriod.Meta meta() {
return CreditCouponPaymentPeriod.Meta.INSTANCE;
}
static {
MetaBean.register(CreditCouponPaymentPeriod.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 CreditCouponPaymentPeriod.Builder builder() {
return new CreditCouponPaymentPeriod.Builder();
}
private CreditCouponPaymentPeriod(
Currency currency,
double notional,
LocalDate startDate,
LocalDate endDate,
LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate,
LocalDate effectiveStartDate,
LocalDate effectiveEndDate,
LocalDate paymentDate,
double fixedRate,
double yearFraction) {
JodaBeanUtils.notNull(currency, "currency");
ArgChecker.notNegative(notional, "notional");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
JodaBeanUtils.notNull(unadjustedStartDate, "unadjustedStartDate");
JodaBeanUtils.notNull(unadjustedEndDate, "unadjustedEndDate");
JodaBeanUtils.notNull(effectiveStartDate, "effectiveStartDate");
JodaBeanUtils.notNull(effectiveEndDate, "effectiveEndDate");
JodaBeanUtils.notNull(paymentDate, "paymentDate");
ArgChecker.notNegative(yearFraction, "yearFraction");
this.currency = currency;
this.notional = notional;
this.startDate = startDate;
this.endDate = endDate;
this.unadjustedStartDate = unadjustedStartDate;
this.unadjustedEndDate = unadjustedEndDate;
this.effectiveStartDate = effectiveStartDate;
this.effectiveEndDate = effectiveEndDate;
this.paymentDate = paymentDate;
this.fixedRate = fixedRate;
this.yearFraction = yearFraction;
}
@Override
public CreditCouponPaymentPeriod.Meta metaBean() {
return CreditCouponPaymentPeriod.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
*/
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 accrual period.
*
* This is the first accrual 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
*/
public LocalDate getStartDate() {
return startDate;
}
//-----------------------------------------------------------------------
/**
* Gets the end date of the accrual period.
*
* This is the last accrual 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
*/
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 effective protection start date of the period.
*
* This is the first date in the protection period associated with the payment period.
* @return the value of the property, not null
*/
public LocalDate getEffectiveStartDate() {
return effectiveStartDate;
}
//-----------------------------------------------------------------------
/**
* Gets the effective protection end date of the period.
*
* This is the last date in the protection period associated with the payment period.
* @return the value of the property, not null
*/
public LocalDate getEffectiveEndDate() {
return effectiveEndDate;
}
//-----------------------------------------------------------------------
/**
* Gets the payment date.
*
* The fixed rate is paid on this date.
* This is not necessarily the same as {@code endDate}.
* @return the value of the property, not null
*/
public LocalDate getPaymentDate() {
return paymentDate;
}
//-----------------------------------------------------------------------
/**
* Gets the fixed coupon rate.
*
* The single payment is based on this fixed coupon rate.
* The coupon must be represented in fraction.
* @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 period is based on {@code startDate} and {@code endDate}.
* The value is usually calculated using a specific {@link DayCount}.
* @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()) {
CreditCouponPaymentPeriod other = (CreditCouponPaymentPeriod) 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(effectiveStartDate, other.effectiveStartDate) &&
JodaBeanUtils.equal(effectiveEndDate, other.effectiveEndDate) &&
JodaBeanUtils.equal(paymentDate, other.paymentDate) &&
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(effectiveStartDate);
hash = hash * 31 + JodaBeanUtils.hashCode(effectiveEndDate);
hash = hash * 31 + JodaBeanUtils.hashCode(paymentDate);
hash = hash * 31 + JodaBeanUtils.hashCode(fixedRate);
hash = hash * 31 + JodaBeanUtils.hashCode(yearFraction);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(384);
buf.append("CreditCouponPaymentPeriod{");
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("effectiveStartDate").append('=').append(JodaBeanUtils.toString(effectiveStartDate)).append(',').append(' ');
buf.append("effectiveEndDate").append('=').append(JodaBeanUtils.toString(effectiveEndDate)).append(',').append(' ');
buf.append("paymentDate").append('=').append(JodaBeanUtils.toString(paymentDate)).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 CreditCouponPaymentPeriod}.
*/
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", CreditCouponPaymentPeriod.class, Currency.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty notional = DirectMetaProperty.ofImmutable(
this, "notional", CreditCouponPaymentPeriod.class, Double.TYPE);
/**
* The meta-property for the {@code startDate} property.
*/
private final MetaProperty startDate = DirectMetaProperty.ofImmutable(
this, "startDate", CreditCouponPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code endDate} property.
*/
private final MetaProperty endDate = DirectMetaProperty.ofImmutable(
this, "endDate", CreditCouponPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedStartDate} property.
*/
private final MetaProperty unadjustedStartDate = DirectMetaProperty.ofImmutable(
this, "unadjustedStartDate", CreditCouponPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code unadjustedEndDate} property.
*/
private final MetaProperty unadjustedEndDate = DirectMetaProperty.ofImmutable(
this, "unadjustedEndDate", CreditCouponPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code effectiveStartDate} property.
*/
private final MetaProperty effectiveStartDate = DirectMetaProperty.ofImmutable(
this, "effectiveStartDate", CreditCouponPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code effectiveEndDate} property.
*/
private final MetaProperty effectiveEndDate = DirectMetaProperty.ofImmutable(
this, "effectiveEndDate", CreditCouponPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code paymentDate} property.
*/
private final MetaProperty paymentDate = DirectMetaProperty.ofImmutable(
this, "paymentDate", CreditCouponPaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code fixedRate} property.
*/
private final MetaProperty fixedRate = DirectMetaProperty.ofImmutable(
this, "fixedRate", CreditCouponPaymentPeriod.class, Double.TYPE);
/**
* The meta-property for the {@code yearFraction} property.
*/
private final MetaProperty yearFraction = DirectMetaProperty.ofImmutable(
this, "yearFraction", CreditCouponPaymentPeriod.class, Double.TYPE);
/**
* The meta-properties.
*/
private final Map> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"currency",
"notional",
"startDate",
"endDate",
"unadjustedStartDate",
"unadjustedEndDate",
"effectiveStartDate",
"effectiveEndDate",
"paymentDate",
"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 -1815017143: // effectiveStartDate
return effectiveStartDate;
case -566060158: // effectiveEndDate
return effectiveEndDate;
case -1540873516: // paymentDate
return paymentDate;
case 747425396: // fixedRate
return fixedRate;
case -1731780257: // yearFraction
return yearFraction;
}
return super.metaPropertyGet(propertyName);
}
@Override
public CreditCouponPaymentPeriod.Builder builder() {
return new CreditCouponPaymentPeriod.Builder();
}
@Override
public Class beanType() {
return CreditCouponPaymentPeriod.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 effectiveStartDate} property.
* @return the meta-property, not null
*/
public MetaProperty effectiveStartDate() {
return effectiveStartDate;
}
/**
* The meta-property for the {@code effectiveEndDate} property.
* @return the meta-property, not null
*/
public MetaProperty effectiveEndDate() {
return effectiveEndDate;
}
/**
* The meta-property for the {@code paymentDate} property.
* @return the meta-property, not null
*/
public MetaProperty paymentDate() {
return paymentDate;
}
/**
* 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 ((CreditCouponPaymentPeriod) bean).getCurrency();
case 1585636160: // notional
return ((CreditCouponPaymentPeriod) bean).getNotional();
case -2129778896: // startDate
return ((CreditCouponPaymentPeriod) bean).getStartDate();
case -1607727319: // endDate
return ((CreditCouponPaymentPeriod) bean).getEndDate();
case 1457691881: // unadjustedStartDate
return ((CreditCouponPaymentPeriod) bean).getUnadjustedStartDate();
case 31758114: // unadjustedEndDate
return ((CreditCouponPaymentPeriod) bean).getUnadjustedEndDate();
case -1815017143: // effectiveStartDate
return ((CreditCouponPaymentPeriod) bean).getEffectiveStartDate();
case -566060158: // effectiveEndDate
return ((CreditCouponPaymentPeriod) bean).getEffectiveEndDate();
case -1540873516: // paymentDate
return ((CreditCouponPaymentPeriod) bean).getPaymentDate();
case 747425396: // fixedRate
return ((CreditCouponPaymentPeriod) bean).getFixedRate();
case -1731780257: // yearFraction
return ((CreditCouponPaymentPeriod) 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 CreditCouponPaymentPeriod}.
*/
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 effectiveStartDate;
private LocalDate effectiveEndDate;
private LocalDate paymentDate;
private double fixedRate;
private double yearFraction;
/**
* Restricted constructor.
*/
private Builder() {
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(CreditCouponPaymentPeriod 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.effectiveStartDate = beanToCopy.getEffectiveStartDate();
this.effectiveEndDate = beanToCopy.getEffectiveEndDate();
this.paymentDate = beanToCopy.getPaymentDate();
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 -1815017143: // effectiveStartDate
return effectiveStartDate;
case -566060158: // effectiveEndDate
return effectiveEndDate;
case -1540873516: // paymentDate
return paymentDate;
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 -1815017143: // effectiveStartDate
this.effectiveStartDate = (LocalDate) newValue;
break;
case -566060158: // effectiveEndDate
this.effectiveEndDate = (LocalDate) newValue;
break;
case -1540873516: // paymentDate
this.paymentDate = (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 CreditCouponPaymentPeriod build() {
preBuild(this);
return new CreditCouponPaymentPeriod(
currency,
notional,
startDate,
endDate,
unadjustedStartDate,
unadjustedEndDate,
effectiveStartDate,
effectiveEndDate,
paymentDate,
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 accrual period.
*
* This is the first accrual 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 accrual period.
*
* This is the last accrual 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 effective protection start date of the period.
*
* This is the first date in the protection period associated with the payment period.
* @param effectiveStartDate the new value, not null
* @return this, for chaining, not null
*/
public Builder effectiveStartDate(LocalDate effectiveStartDate) {
JodaBeanUtils.notNull(effectiveStartDate, "effectiveStartDate");
this.effectiveStartDate = effectiveStartDate;
return this;
}
/**
* Sets the effective protection end date of the period.
*
* This is the last date in the protection period associated with the payment period.
* @param effectiveEndDate the new value, not null
* @return this, for chaining, not null
*/
public Builder effectiveEndDate(LocalDate effectiveEndDate) {
JodaBeanUtils.notNull(effectiveEndDate, "effectiveEndDate");
this.effectiveEndDate = effectiveEndDate;
return this;
}
/**
* Sets the payment date.
*
* The fixed rate is paid on this date.
* This is not necessarily the same as {@code endDate}.
* @param paymentDate the new value, not null
* @return this, for chaining, not null
*/
public Builder paymentDate(LocalDate paymentDate) {
JodaBeanUtils.notNull(paymentDate, "paymentDate");
this.paymentDate = paymentDate;
return this;
}
/**
* Sets the fixed coupon rate.
*
* The single payment is based on this fixed coupon rate.
* The coupon must be represented in fraction.
* @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 period is based on {@code startDate} and {@code endDate}.
* The value is usually calculated using a specific {@link DayCount}.
* @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(384);
buf.append("CreditCouponPaymentPeriod.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("effectiveStartDate").append('=').append(JodaBeanUtils.toString(effectiveStartDate)).append(',').append(' ');
buf.append("effectiveEndDate").append('=').append(JodaBeanUtils.toString(effectiveEndDate)).append(',').append(' ');
buf.append("paymentDate").append('=').append(JodaBeanUtils.toString(paymentDate)).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 --------------------------
}