/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.basics.index;
import java.io.Serializable;
import java.time.LocalDate;
import java.time.LocalTime;
import java.time.ZoneId;
import java.time.ZonedDateTime;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Set;
import java.util.function.Function;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
import org.joda.beans.ImmutableConstructor;
import org.joda.beans.ImmutableDefaults;
import org.joda.beans.JodaBeanUtils;
import org.joda.beans.MetaProperty;
import org.joda.beans.Property;
import org.joda.beans.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.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.DateAdjuster;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.basics.date.DaysAdjustment;
import com.opengamma.strata.basics.date.HolidayCalendar;
import com.opengamma.strata.basics.date.HolidayCalendarId;
import com.opengamma.strata.basics.date.HolidayCalendarIds;
import com.opengamma.strata.basics.date.Tenor;
import com.opengamma.strata.basics.date.TenorAdjustment;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.Messages;
/**
* An Ibor index implementation based on an immutable set of rules.
* <p>
* A standard immutable implementation of {@link IborIndex} that defines the currency
* and the rules for converting from fixing to effective and maturity.
* <p>
* In most cases, applications should refer to indices by name, using {@link IborIndex#of(String)}.
* The named index will typically be resolved to an instance of this class.
* As such, it is recommended to use the {@code IborIndex} interface in application
* code rather than directly referring to this class.
*/
@BeanDefinition
public final class ImmutableIborIndex
implements IborIndex, ImmutableBean, Serializable {
/**
* The index name, such as 'GBP-LIBOR-3M'.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final String name;
/**
* The currency of the index.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final Currency currency;
/**
* Whether the index is active, defaulted to true.
* <p>
* Over time some indices become inactive and are no longer produced.
* If this occurs, this flag will be set to false.
*/
@PropertyDefinition(overrideGet = true)
private final boolean active;
/**
* The calendar that determines which dates are fixing dates.
* <p>
* The fixing date is when the rate is determined.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final HolidayCalendarId fixingCalendar;
/**
* The fixing time.
* <p>
* The rate is fixed at the fixing time of the fixing date.
*/
@PropertyDefinition(validate = "notNull")
private final LocalTime fixingTime;
/**
* The fixing time-zone.
* <p>
* The time-zone of the fixing time.
*/
@PropertyDefinition(validate = "notNull")
private final ZoneId fixingZone;
/**
* The adjustment applied to the effective date to obtain the fixing date.
* <p>
* The fixing date is the date on which the index is to be observed.
* In most cases, the fixing date is 0 or 2 days before the effective date.
* This data structure allows the complex rules of some indices to be represented.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final DaysAdjustment fixingDateOffset;
/**
* The adjustment applied to the fixing date to obtain the effective date.
* <p>
* The effective date is the start date of the indexed deposit.
* In most cases, the effective date is 0 or 2 days after the fixing date.
* This data structure allows the complex rules of some indices to be represented.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final DaysAdjustment effectiveDateOffset;
/**
* The adjustment applied to the effective date to obtain the maturity date.
* <p>
* The maturity date is the end date of the indexed deposit and is relative to the effective date.
* This data structure allows the complex rules of some indices to be represented.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final TenorAdjustment maturityDateOffset;
/**
* The day count convention.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final DayCount dayCount;
/**
* The floating rate name, such as 'GBP-LIBOR'.
*/
private final transient String floatingRateName; // derived
//-------------------------------------------------------------------------
// creates an instance
@ImmutableConstructor
private ImmutableIborIndex(
String name,
Currency currency,
boolean active,
HolidayCalendarId fixingCalendar,
LocalTime fixingTime,
ZoneId fixingZone,
DaysAdjustment fixingDateOffset,
DaysAdjustment effectiveDateOffset,
TenorAdjustment maturityDateOffset,
DayCount dayCount) {
this.name = ArgChecker.notNull(name, "name");
this.currency = ArgChecker.notNull(currency, "currency");
this.active = active;
this.fixingCalendar = ArgChecker.notNull(fixingCalendar, "fixingCalendar");
this.fixingTime = ArgChecker.notNull(fixingTime, "fixingTime");
this.fixingZone = ArgChecker.notNull(fixingZone, "fixingZone");
this.fixingDateOffset = ArgChecker.notNull(fixingDateOffset, "fixingDateOffset");
this.effectiveDateOffset = ArgChecker.notNull(effectiveDateOffset, "effectiveDateOffset");
this.maturityDateOffset = ArgChecker.notNull(maturityDateOffset, "maturityDateOffset");
this.dayCount = ArgChecker.notNull(dayCount, "dayCount");
// derive from name, but don't store FloatingRateName, to avoid directly linking data at this point
String suffix = "-" + maturityDateOffset.getTenor().toString();
if (!name.endsWith(suffix)) {
throw new IllegalArgumentException(Messages.format(
"IborIndex name '{}' must end with tenor '{}'", name, maturityDateOffset.getTenor().toString()));
}
this.floatingRateName = name.substring(0, name.length() - suffix.length());
}
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.active = true;
}
// ensure standard constructor is invoked
private Object readResolve() {
return new ImmutableIborIndex(
name,
currency,
active,
fixingCalendar,
fixingTime,
fixingZone,
fixingDateOffset,
effectiveDateOffset,
maturityDateOffset,
dayCount);
}
//-------------------------------------------------------------------------
@Override
public Tenor getTenor() {
return maturityDateOffset.getTenor();
}
@Override
public FloatingRateName getFloatingRateName() {
return FloatingRateName.of(floatingRateName);
}
//-------------------------------------------------------------------------
@Override
public ZonedDateTime calculateFixingDateTime(LocalDate fixingDate) {
return fixingDate.atTime(fixingTime).atZone(fixingZone);
}
@Override
public LocalDate calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData) {
LocalDate fixingBusinessDay = fixingCalendar.resolve(refData).nextOrSame(fixingDate);
return effectiveDateOffset.adjust(fixingBusinessDay, refData);
}
@Override
public LocalDate calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData) {
LocalDate fixingBusinessDay = fixingCalendar.resolve(refData).nextOrSame(fixingDate);
return maturityDateOffset.adjust(effectiveDateOffset.adjust(fixingBusinessDay, refData), refData);
}
@Override
public LocalDate calculateFixingFromEffective(LocalDate effectiveDate, ReferenceData refData) {
LocalDate effectiveBusinessDay = effectiveDateCalendar(refData).nextOrSame(effectiveDate);
return fixingDateOffset.adjust(effectiveBusinessDay, refData);
}
@Override
public LocalDate calculateMaturityFromEffective(LocalDate effectiveDate, ReferenceData refData) {
LocalDate effectiveBusinessDay = effectiveDateCalendar(refData).nextOrSame(effectiveDate);
return maturityDateOffset.adjust(effectiveBusinessDay, refData);
}
// finds the calendar of the effective date
private HolidayCalendar effectiveDateCalendar(ReferenceData refData) {
HolidayCalendarId cal = effectiveDateOffset.getResultCalendar();
if (cal == HolidayCalendarIds.NO_HOLIDAYS) {
cal = fixingCalendar;
}
return cal.resolve(refData);
}
@Override
public Function<LocalDate, IborIndexObservation> resolve(ReferenceData refData) {
HolidayCalendar fixingCal = fixingCalendar.resolve(refData);
DateAdjuster effectiveAdjuster = effectiveDateOffset.resolve(refData);
DateAdjuster maturityAdjuster = maturityDateOffset.resolve(refData);
return fixingDate -> create(fixingDate, fixingCal, effectiveAdjuster, maturityAdjuster);
}
// creates an observation
private IborIndexObservation create(
LocalDate fixingDate,
HolidayCalendar fixingCal,
DateAdjuster effectiveAdjuster,
DateAdjuster maturityAdjuster) {
LocalDate fixingBusinessDay = fixingCal.nextOrSame(fixingDate);
LocalDate effectiveDate = effectiveAdjuster.adjust(fixingBusinessDay);
LocalDate maturityDate = maturityAdjuster.adjust(effectiveDate);
double yearFraction = dayCount.yearFraction(effectiveDate, maturityDate);
return new IborIndexObservation(this, fixingDate, effectiveDate, maturityDate, yearFraction);
}
//-------------------------------------------------------------------------
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj instanceof ImmutableIborIndex) {
return name.equals(((ImmutableIborIndex) obj).name);
}
return false;
}
@Override
public int hashCode() {
return name.hashCode();
}
//-------------------------------------------------------------------------
/**
* Returns the name of the index.
*
* @return the name of the index
*/
@Override
public String toString() {
return getName();
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code ImmutableIborIndex}.
* @return the meta-bean, not null
*/
public static ImmutableIborIndex.Meta meta() {
return ImmutableIborIndex.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(ImmutableIborIndex.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 ImmutableIborIndex.Builder builder() {
return new ImmutableIborIndex.Builder();
}
@Override
public ImmutableIborIndex.Meta metaBean() {
return ImmutableIborIndex.Meta.INSTANCE;
}
@Override
public <R> Property<R> property(String propertyName) {
return metaBean().<R>metaProperty(propertyName).createProperty(this);
}
@Override
public Set<String> propertyNames() {
return metaBean().metaPropertyMap().keySet();
}
//-----------------------------------------------------------------------
/**
* Gets the index name, such as 'GBP-LIBOR-3M'.
* @return the value of the property, not null
*/
@Override
public String getName() {
return name;
}
//-----------------------------------------------------------------------
/**
* Gets the currency of the index.
* @return the value of the property, not null
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets whether the index is active, defaulted to true.
* <p>
* Over time some indices become inactive and are no longer produced.
* If this occurs, this flag will be set to false.
* @return the value of the property
*/
@Override
public boolean isActive() {
return active;
}
//-----------------------------------------------------------------------
/**
* Gets the calendar that determines which dates are fixing dates.
* <p>
* The fixing date is when the rate is determined.
* @return the value of the property, not null
*/
@Override
public HolidayCalendarId getFixingCalendar() {
return fixingCalendar;
}
//-----------------------------------------------------------------------
/**
* Gets the fixing time.
* <p>
* The rate is fixed at the fixing time of the fixing date.
* @return the value of the property, not null
*/
public LocalTime getFixingTime() {
return fixingTime;
}
//-----------------------------------------------------------------------
/**
* Gets the fixing time-zone.
* <p>
* The time-zone of the fixing time.
* @return the value of the property, not null
*/
public ZoneId getFixingZone() {
return fixingZone;
}
//-----------------------------------------------------------------------
/**
* Gets the adjustment applied to the effective date to obtain the fixing date.
* <p>
* The fixing date is the date on which the index is to be observed.
* In most cases, the fixing date is 0 or 2 days before the effective date.
* This data structure allows the complex rules of some indices to be represented.
* @return the value of the property, not null
*/
@Override
public DaysAdjustment getFixingDateOffset() {
return fixingDateOffset;
}
//-----------------------------------------------------------------------
/**
* Gets the adjustment applied to the fixing date to obtain the effective date.
* <p>
* The effective date is the start date of the indexed deposit.
* In most cases, the effective date is 0 or 2 days after the fixing date.
* This data structure allows the complex rules of some indices to be represented.
* @return the value of the property, not null
*/
@Override
public DaysAdjustment getEffectiveDateOffset() {
return effectiveDateOffset;
}
//-----------------------------------------------------------------------
/**
* Gets the adjustment applied to the effective date to obtain the maturity date.
* <p>
* The maturity date is the end date of the indexed deposit and is relative to the effective date.
* This data structure allows the complex rules of some indices to be represented.
* @return the value of the property, not null
*/
@Override
public TenorAdjustment getMaturityDateOffset() {
return maturityDateOffset;
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention.
* @return the value of the property, not null
*/
@Override
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Returns a builder that allows this bean to be mutated.
* @return the mutable builder, not null
*/
public Builder toBuilder() {
return new Builder(this);
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code ImmutableIborIndex}.
*/
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 name} property.
*/
private final MetaProperty<String> name = DirectMetaProperty.ofImmutable(
this, "name", ImmutableIborIndex.class, String.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty<Currency> currency = DirectMetaProperty.ofImmutable(
this, "currency", ImmutableIborIndex.class, Currency.class);
/**
* The meta-property for the {@code active} property.
*/
private final MetaProperty<Boolean> active = DirectMetaProperty.ofImmutable(
this, "active", ImmutableIborIndex.class, Boolean.TYPE);
/**
* The meta-property for the {@code fixingCalendar} property.
*/
private final MetaProperty<HolidayCalendarId> fixingCalendar = DirectMetaProperty.ofImmutable(
this, "fixingCalendar", ImmutableIborIndex.class, HolidayCalendarId.class);
/**
* The meta-property for the {@code fixingTime} property.
*/
private final MetaProperty<LocalTime> fixingTime = DirectMetaProperty.ofImmutable(
this, "fixingTime", ImmutableIborIndex.class, LocalTime.class);
/**
* The meta-property for the {@code fixingZone} property.
*/
private final MetaProperty<ZoneId> fixingZone = DirectMetaProperty.ofImmutable(
this, "fixingZone", ImmutableIborIndex.class, ZoneId.class);
/**
* The meta-property for the {@code fixingDateOffset} property.
*/
private final MetaProperty<DaysAdjustment> fixingDateOffset = DirectMetaProperty.ofImmutable(
this, "fixingDateOffset", ImmutableIborIndex.class, DaysAdjustment.class);
/**
* The meta-property for the {@code effectiveDateOffset} property.
*/
private final MetaProperty<DaysAdjustment> effectiveDateOffset = DirectMetaProperty.ofImmutable(
this, "effectiveDateOffset", ImmutableIborIndex.class, DaysAdjustment.class);
/**
* The meta-property for the {@code maturityDateOffset} property.
*/
private final MetaProperty<TenorAdjustment> maturityDateOffset = DirectMetaProperty.ofImmutable(
this, "maturityDateOffset", ImmutableIborIndex.class, TenorAdjustment.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty<DayCount> dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", ImmutableIborIndex.class, DayCount.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"name",
"currency",
"active",
"fixingCalendar",
"fixingTime",
"fixingZone",
"fixingDateOffset",
"effectiveDateOffset",
"maturityDateOffset",
"dayCount");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 575402001: // currency
return currency;
case -1422950650: // active
return active;
case 394230283: // fixingCalendar
return fixingCalendar;
case 1255686170: // fixingTime
return fixingTime;
case 1255870713: // fixingZone
return fixingZone;
case 873743726: // fixingDateOffset
return fixingDateOffset;
case 1571923688: // effectiveDateOffset
return effectiveDateOffset;
case 1574797394: // maturityDateOffset
return maturityDateOffset;
case 1905311443: // dayCount
return dayCount;
}
return super.metaPropertyGet(propertyName);
}
@Override
public ImmutableIborIndex.Builder builder() {
return new ImmutableIborIndex.Builder();
}
@Override
public Class<? extends ImmutableIborIndex> beanType() {
return ImmutableIborIndex.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code name} property.
* @return the meta-property, not null
*/
public MetaProperty<String> name() {
return name;
}
/**
* The meta-property for the {@code currency} property.
* @return the meta-property, not null
*/
public MetaProperty<Currency> currency() {
return currency;
}
/**
* The meta-property for the {@code active} property.
* @return the meta-property, not null
*/
public MetaProperty<Boolean> active() {
return active;
}
/**
* The meta-property for the {@code fixingCalendar} property.
* @return the meta-property, not null
*/
public MetaProperty<HolidayCalendarId> fixingCalendar() {
return fixingCalendar;
}
/**
* The meta-property for the {@code fixingTime} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalTime> fixingTime() {
return fixingTime;
}
/**
* The meta-property for the {@code fixingZone} property.
* @return the meta-property, not null
*/
public MetaProperty<ZoneId> fixingZone() {
return fixingZone;
}
/**
* The meta-property for the {@code fixingDateOffset} property.
* @return the meta-property, not null
*/
public MetaProperty<DaysAdjustment> fixingDateOffset() {
return fixingDateOffset;
}
/**
* The meta-property for the {@code effectiveDateOffset} property.
* @return the meta-property, not null
*/
public MetaProperty<DaysAdjustment> effectiveDateOffset() {
return effectiveDateOffset;
}
/**
* The meta-property for the {@code maturityDateOffset} property.
* @return the meta-property, not null
*/
public MetaProperty<TenorAdjustment> maturityDateOffset() {
return maturityDateOffset;
}
/**
* The meta-property for the {@code dayCount} property.
* @return the meta-property, not null
*/
public MetaProperty<DayCount> dayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3373707: // name
return ((ImmutableIborIndex) bean).getName();
case 575402001: // currency
return ((ImmutableIborIndex) bean).getCurrency();
case -1422950650: // active
return ((ImmutableIborIndex) bean).isActive();
case 394230283: // fixingCalendar
return ((ImmutableIborIndex) bean).getFixingCalendar();
case 1255686170: // fixingTime
return ((ImmutableIborIndex) bean).getFixingTime();
case 1255870713: // fixingZone
return ((ImmutableIborIndex) bean).getFixingZone();
case 873743726: // fixingDateOffset
return ((ImmutableIborIndex) bean).getFixingDateOffset();
case 1571923688: // effectiveDateOffset
return ((ImmutableIborIndex) bean).getEffectiveDateOffset();
case 1574797394: // maturityDateOffset
return ((ImmutableIborIndex) bean).getMaturityDateOffset();
case 1905311443: // dayCount
return ((ImmutableIborIndex) bean).getDayCount();
}
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 ImmutableIborIndex}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<ImmutableIborIndex> {
private String name;
private Currency currency;
private boolean active;
private HolidayCalendarId fixingCalendar;
private LocalTime fixingTime;
private ZoneId fixingZone;
private DaysAdjustment fixingDateOffset;
private DaysAdjustment effectiveDateOffset;
private TenorAdjustment maturityDateOffset;
private DayCount dayCount;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(ImmutableIborIndex beanToCopy) {
this.name = beanToCopy.getName();
this.currency = beanToCopy.getCurrency();
this.active = beanToCopy.isActive();
this.fixingCalendar = beanToCopy.getFixingCalendar();
this.fixingTime = beanToCopy.getFixingTime();
this.fixingZone = beanToCopy.getFixingZone();
this.fixingDateOffset = beanToCopy.getFixingDateOffset();
this.effectiveDateOffset = beanToCopy.getEffectiveDateOffset();
this.maturityDateOffset = beanToCopy.getMaturityDateOffset();
this.dayCount = beanToCopy.getDayCount();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case 3373707: // name
return name;
case 575402001: // currency
return currency;
case -1422950650: // active
return active;
case 394230283: // fixingCalendar
return fixingCalendar;
case 1255686170: // fixingTime
return fixingTime;
case 1255870713: // fixingZone
return fixingZone;
case 873743726: // fixingDateOffset
return fixingDateOffset;
case 1571923688: // effectiveDateOffset
return effectiveDateOffset;
case 1574797394: // maturityDateOffset
return maturityDateOffset;
case 1905311443: // dayCount
return dayCount;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case 3373707: // name
this.name = (String) newValue;
break;
case 575402001: // currency
this.currency = (Currency) newValue;
break;
case -1422950650: // active
this.active = (Boolean) newValue;
break;
case 394230283: // fixingCalendar
this.fixingCalendar = (HolidayCalendarId) newValue;
break;
case 1255686170: // fixingTime
this.fixingTime = (LocalTime) newValue;
break;
case 1255870713: // fixingZone
this.fixingZone = (ZoneId) newValue;
break;
case 873743726: // fixingDateOffset
this.fixingDateOffset = (DaysAdjustment) newValue;
break;
case 1571923688: // effectiveDateOffset
this.effectiveDateOffset = (DaysAdjustment) newValue;
break;
case 1574797394: // maturityDateOffset
this.maturityDateOffset = (TenorAdjustment) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) 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 Builder setString(String propertyName, String value) {
setString(meta().metaProperty(propertyName), value);
return this;
}
@Override
public Builder setString(MetaProperty<?> property, String value) {
super.setString(property, value);
return this;
}
@Override
public Builder setAll(Map<String, ? extends Object> propertyValueMap) {
super.setAll(propertyValueMap);
return this;
}
@Override
public ImmutableIborIndex build() {
return new ImmutableIborIndex(
name,
currency,
active,
fixingCalendar,
fixingTime,
fixingZone,
fixingDateOffset,
effectiveDateOffset,
maturityDateOffset,
dayCount);
}
//-----------------------------------------------------------------------
/**
* Sets the index name, such as 'GBP-LIBOR-3M'.
* @param name the new value, not null
* @return this, for chaining, not null
*/
public Builder name(String name) {
JodaBeanUtils.notNull(name, "name");
this.name = name;
return this;
}
/**
* Sets the currency of the index.
* @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 whether the index is active, defaulted to true.
* <p>
* Over time some indices become inactive and are no longer produced.
* If this occurs, this flag will be set to false.
* @param active the new value
* @return this, for chaining, not null
*/
public Builder active(boolean active) {
this.active = active;
return this;
}
/**
* Sets the calendar that determines which dates are fixing dates.
* <p>
* The fixing date is when the rate is determined.
* @param fixingCalendar the new value, not null
* @return this, for chaining, not null
*/
public Builder fixingCalendar(HolidayCalendarId fixingCalendar) {
JodaBeanUtils.notNull(fixingCalendar, "fixingCalendar");
this.fixingCalendar = fixingCalendar;
return this;
}
/**
* Sets the fixing time.
* <p>
* The rate is fixed at the fixing time of the fixing date.
* @param fixingTime the new value, not null
* @return this, for chaining, not null
*/
public Builder fixingTime(LocalTime fixingTime) {
JodaBeanUtils.notNull(fixingTime, "fixingTime");
this.fixingTime = fixingTime;
return this;
}
/**
* Sets the fixing time-zone.
* <p>
* The time-zone of the fixing time.
* @param fixingZone the new value, not null
* @return this, for chaining, not null
*/
public Builder fixingZone(ZoneId fixingZone) {
JodaBeanUtils.notNull(fixingZone, "fixingZone");
this.fixingZone = fixingZone;
return this;
}
/**
* Sets the adjustment applied to the effective date to obtain the fixing date.
* <p>
* The fixing date is the date on which the index is to be observed.
* In most cases, the fixing date is 0 or 2 days before the effective date.
* This data structure allows the complex rules of some indices to be represented.
* @param fixingDateOffset the new value, not null
* @return this, for chaining, not null
*/
public Builder fixingDateOffset(DaysAdjustment fixingDateOffset) {
JodaBeanUtils.notNull(fixingDateOffset, "fixingDateOffset");
this.fixingDateOffset = fixingDateOffset;
return this;
}
/**
* Sets the adjustment applied to the fixing date to obtain the effective date.
* <p>
* The effective date is the start date of the indexed deposit.
* In most cases, the effective date is 0 or 2 days after the fixing date.
* This data structure allows the complex rules of some indices to be represented.
* @param effectiveDateOffset the new value, not null
* @return this, for chaining, not null
*/
public Builder effectiveDateOffset(DaysAdjustment effectiveDateOffset) {
JodaBeanUtils.notNull(effectiveDateOffset, "effectiveDateOffset");
this.effectiveDateOffset = effectiveDateOffset;
return this;
}
/**
* Sets the adjustment applied to the effective date to obtain the maturity date.
* <p>
* The maturity date is the end date of the indexed deposit and is relative to the effective date.
* This data structure allows the complex rules of some indices to be represented.
* @param maturityDateOffset the new value, not null
* @return this, for chaining, not null
*/
public Builder maturityDateOffset(TenorAdjustment maturityDateOffset) {
JodaBeanUtils.notNull(maturityDateOffset, "maturityDateOffset");
this.maturityDateOffset = maturityDateOffset;
return this;
}
/**
* Sets the day count convention.
* @param dayCount the new value, not null
* @return this, for chaining, not null
*/
public Builder dayCount(DayCount dayCount) {
JodaBeanUtils.notNull(dayCount, "dayCount");
this.dayCount = dayCount;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(352);
buf.append("ImmutableIborIndex.Builder{");
buf.append("name").append('=').append(JodaBeanUtils.toString(name)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("active").append('=').append(JodaBeanUtils.toString(active)).append(',').append(' ');
buf.append("fixingCalendar").append('=').append(JodaBeanUtils.toString(fixingCalendar)).append(',').append(' ');
buf.append("fixingTime").append('=').append(JodaBeanUtils.toString(fixingTime)).append(',').append(' ');
buf.append("fixingZone").append('=').append(JodaBeanUtils.toString(fixingZone)).append(',').append(' ');
buf.append("fixingDateOffset").append('=').append(JodaBeanUtils.toString(fixingDateOffset)).append(',').append(' ');
buf.append("effectiveDateOffset").append('=').append(JodaBeanUtils.toString(effectiveDateOffset)).append(',').append(' ');
buf.append("maturityDateOffset").append('=').append(JodaBeanUtils.toString(maturityDateOffset)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}