/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import java.io.Serializable;
import java.time.LocalDate;
import java.time.temporal.TemporalAdjuster;
import java.util.List;
import java.util.Map;
import java.util.NoSuchElementException;
import java.util.Optional;
import java.util.Set;
import org.joda.beans.Bean;
import org.joda.beans.BeanDefinition;
import org.joda.beans.ImmutableBean;
import org.joda.beans.ImmutableDefaults;
import org.joda.beans.ImmutableValidator;
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.google.common.collect.ImmutableList;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.currency.CurrencyAmount;
import com.opengamma.strata.basics.date.DayCount;
import com.opengamma.strata.basics.index.FxIndexObservation;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.collect.Messages;
/**
* A period over which a rate of interest is paid.
* <p>
* A swap leg consists of one or more periods that are the basis of accrual.
* The payment period is formed from one or more accrual periods which
* detail the type of interest to be accrued, fixed or floating.
* <p>
* This class specifies the data necessary to calculate the value of the period.
* Any combination of accrual periods is supported in the data model, however
* there is no guarantee that exotic combinations will price sensibly.
*/
@BeanDefinition(constructorScope = "package")
public final class RatePaymentPeriod
implements NotionalPaymentPeriod, ImmutableBean, Serializable {
/**
* The date that payment occurs.
* <p>
* The date that payment is made for the accrual periods.
* If the schedule adjusts for business days, then this is the adjusted date.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final LocalDate paymentDate;
/**
* The accrual periods that combine to form the payment period.
* <p>
* Each accrual period includes the applicable dates and details of how to observe the rate.
* In most cases, there will be one accrual period.
* If there is more than one accrual period then compounding may apply.
*/
@PropertyDefinition(validate = "notEmpty")
private final ImmutableList<RateAccrualPeriod> accrualPeriods;
/**
* The day count convention.
* <p>
* Each accrual period contains a year fraction calculated using this day count.
* This day count is used when there is a need to perform further calculations.
*/
@PropertyDefinition(validate = "notNull")
private final DayCount dayCount;
/**
* The primary currency of the payment period.
* <p>
* This is the currency of the swap leg and the currency that interest calculation is made in.
* <p>
* The amounts of the notional are usually expressed in terms of this currency,
* however they can be converted from amounts in a different currency.
* See the optional {@code fxReset} property.
*/
@PropertyDefinition(validate = "notNull", overrideGet = true)
private final Currency currency;
/**
* The FX reset definition, optional.
* <p>
* This property is used when the defined amount of the notional is specified in
* a currency other than the currency of the swap leg. When this occurs, the notional
* amount has to be converted using an FX rate to the swap leg currency.
* <p>
* The FX reset definition must be valid. It must have a reference currency that is
* different to that of this period, and the currency of this period must be
* one of those defined by the FX reset index.
*/
@PropertyDefinition(get = "optional")
private final FxReset fxReset;
/**
* The notional amount, positive if receiving, negative if paying.
* <p>
* The notional amount applicable during the period.
* The currency of the notional is specified by {@code currency} unless there
* is the {@code fxReset} property is present.
*/
@PropertyDefinition
private final double notional;
/**
* The compounding method to use when there is more than one accrual period, default is 'None'.
* <p>
* Compounding is used when combining accrual periods.
*/
@PropertyDefinition(validate = "notNull")
private final CompoundingMethod compoundingMethod;
//-------------------------------------------------------------------------
@ImmutableDefaults
private static void applyDefaults(Builder builder) {
builder.compoundingMethod(CompoundingMethod.NONE);
}
@ImmutableValidator
private void validate() {
if (fxReset != null) {
Currency notionalCcy = fxReset.getReferenceCurrency();
if (fxReset.getReferenceCurrency().equals(currency)) {
throw new IllegalArgumentException(Messages.format(
"Payment currency {} must not equal notional currency {} when FX reset applies", currency, notionalCcy));
}
if (!fxReset.getIndex().getCurrencyPair().contains(currency)) {
throw new IllegalArgumentException(Messages.format(
"Payment currency {} must be one of those in the FxReset index {}", currency, fxReset.getIndex()));
}
}
}
//-------------------------------------------------------------------------
/**
* Gets the accrual start date of the period.
* <p>
* This is the first accrual date in the period.
* This date has typically been adjusted to be a valid business day.
*
* @return the start date of the period
*/
@Override
public LocalDate getStartDate() {
return accrualPeriods.get(0).getStartDate();
}
/**
* Gets the accrual end date of the period.
* <p>
* This is the last accrual date in the period.
* This date has typically been adjusted to be a valid business day.
*
* @return the end date of the period
*/
@Override
public LocalDate getEndDate() {
return accrualPeriods.get(accrualPeriods.size() - 1).getEndDate();
}
/**
* Gets the notional amount, positive if receiving, negative if paying.
* <p>
* This is the notional amount applicable during the period.
* The currency of the notional is specified by {@code currency} unless there
* is the {@code fxReset} property is present.
*
* @return the notional as a {@code CurrencyAmount}
*/
@Override
public CurrencyAmount getNotionalAmount() {
if (fxReset != null) {
return CurrencyAmount.of(fxReset.getReferenceCurrency(), notional);
}
return CurrencyAmount.of(currency, notional);
}
@Override
public Optional<FxIndexObservation> getFxResetObservation() {
return getFxReset().map(fxr -> fxr.getObservation());
}
/**
* Checks whether compounding applies.
* <p>
* Compounding applies if there is more than one accrual period and the
* compounding method is not 'None'.
*
* @return true if compounding applies
*/
public boolean isCompoundingApplicable() {
return accrualPeriods.size() > 1 && compoundingMethod != CompoundingMethod.NONE;
}
//-------------------------------------------------------------------------
@Override
public RatePaymentPeriod adjustPaymentDate(TemporalAdjuster adjuster) {
LocalDate adjusted = paymentDate.with(adjuster);
return adjusted.equals(paymentDate) ? this : toBuilder().paymentDate(adjusted).build();
}
@Override
public void collectIndices(ImmutableSet.Builder<Index> builder) {
accrualPeriods.stream().forEach(accrual -> accrual.getRateComputation().collectIndices(builder));
getFxReset().ifPresent(fxReset -> builder.add(fxReset.getIndex()));
}
//------------------------- AUTOGENERATED START -------------------------
///CLOVER:OFF
/**
* The meta-bean for {@code RatePaymentPeriod}.
* @return the meta-bean, not null
*/
public static RatePaymentPeriod.Meta meta() {
return RatePaymentPeriod.Meta.INSTANCE;
}
static {
JodaBeanUtils.registerMetaBean(RatePaymentPeriod.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 RatePaymentPeriod.Builder builder() {
return new RatePaymentPeriod.Builder();
}
/**
* Creates an instance.
* @param paymentDate the value of the property, not null
* @param accrualPeriods the value of the property, not empty
* @param dayCount the value of the property, not null
* @param currency the value of the property, not null
* @param fxReset the value of the property
* @param notional the value of the property
* @param compoundingMethod the value of the property, not null
*/
RatePaymentPeriod(
LocalDate paymentDate,
List<RateAccrualPeriod> accrualPeriods,
DayCount dayCount,
Currency currency,
FxReset fxReset,
double notional,
CompoundingMethod compoundingMethod) {
JodaBeanUtils.notNull(paymentDate, "paymentDate");
JodaBeanUtils.notEmpty(accrualPeriods, "accrualPeriods");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(currency, "currency");
JodaBeanUtils.notNull(compoundingMethod, "compoundingMethod");
this.paymentDate = paymentDate;
this.accrualPeriods = ImmutableList.copyOf(accrualPeriods);
this.dayCount = dayCount;
this.currency = currency;
this.fxReset = fxReset;
this.notional = notional;
this.compoundingMethod = compoundingMethod;
validate();
}
@Override
public RatePaymentPeriod.Meta metaBean() {
return RatePaymentPeriod.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 date that payment occurs.
* <p>
* The date that payment is made for the accrual periods.
* If the schedule adjusts for business days, then this is the adjusted date.
* @return the value of the property, not null
*/
@Override
public LocalDate getPaymentDate() {
return paymentDate;
}
//-----------------------------------------------------------------------
/**
* Gets the accrual periods that combine to form the payment period.
* <p>
* Each accrual period includes the applicable dates and details of how to observe the rate.
* In most cases, there will be one accrual period.
* If there is more than one accrual period then compounding may apply.
* @return the value of the property, not empty
*/
public ImmutableList<RateAccrualPeriod> getAccrualPeriods() {
return accrualPeriods;
}
//-----------------------------------------------------------------------
/**
* Gets the day count convention.
* <p>
* Each accrual period contains a year fraction calculated using this day count.
* This day count is used when there is a need to perform further calculations.
* @return the value of the property, not null
*/
public DayCount getDayCount() {
return dayCount;
}
//-----------------------------------------------------------------------
/**
* Gets the primary currency of the payment period.
* <p>
* This is the currency of the swap leg and the currency that interest calculation is made in.
* <p>
* The amounts of the notional are usually expressed in terms of this currency,
* however they can be converted from amounts in a different currency.
* See the optional {@code fxReset} property.
* @return the value of the property, not null
*/
@Override
public Currency getCurrency() {
return currency;
}
//-----------------------------------------------------------------------
/**
* Gets the FX reset definition, optional.
* <p>
* This property is used when the defined amount of the notional is specified in
* a currency other than the currency of the swap leg. When this occurs, the notional
* amount has to be converted using an FX rate to the swap leg currency.
* <p>
* The FX reset definition must be valid. It must have a reference currency that is
* different to that of this period, and the currency of this period must be
* one of those defined by the FX reset index.
* @return the optional value of the property, not null
*/
public Optional<FxReset> getFxReset() {
return Optional.ofNullable(fxReset);
}
//-----------------------------------------------------------------------
/**
* Gets the notional amount, positive if receiving, negative if paying.
* <p>
* The notional amount applicable during the period.
* The currency of the notional is specified by {@code currency} unless there
* is the {@code fxReset} property is present.
* @return the value of the property
*/
public double getNotional() {
return notional;
}
//-----------------------------------------------------------------------
/**
* Gets the compounding method to use when there is more than one accrual period, default is 'None'.
* <p>
* Compounding is used when combining accrual periods.
* @return the value of the property, not null
*/
public CompoundingMethod getCompoundingMethod() {
return compoundingMethod;
}
//-----------------------------------------------------------------------
/**
* 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()) {
RatePaymentPeriod other = (RatePaymentPeriod) obj;
return JodaBeanUtils.equal(paymentDate, other.paymentDate) &&
JodaBeanUtils.equal(accrualPeriods, other.accrualPeriods) &&
JodaBeanUtils.equal(dayCount, other.dayCount) &&
JodaBeanUtils.equal(currency, other.currency) &&
JodaBeanUtils.equal(fxReset, other.fxReset) &&
JodaBeanUtils.equal(notional, other.notional) &&
JodaBeanUtils.equal(compoundingMethod, other.compoundingMethod);
}
return false;
}
@Override
public int hashCode() {
int hash = getClass().hashCode();
hash = hash * 31 + JodaBeanUtils.hashCode(paymentDate);
hash = hash * 31 + JodaBeanUtils.hashCode(accrualPeriods);
hash = hash * 31 + JodaBeanUtils.hashCode(dayCount);
hash = hash * 31 + JodaBeanUtils.hashCode(currency);
hash = hash * 31 + JodaBeanUtils.hashCode(fxReset);
hash = hash * 31 + JodaBeanUtils.hashCode(notional);
hash = hash * 31 + JodaBeanUtils.hashCode(compoundingMethod);
return hash;
}
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("RatePaymentPeriod{");
buf.append("paymentDate").append('=').append(paymentDate).append(',').append(' ');
buf.append("accrualPeriods").append('=').append(accrualPeriods).append(',').append(' ');
buf.append("dayCount").append('=').append(dayCount).append(',').append(' ');
buf.append("currency").append('=').append(currency).append(',').append(' ');
buf.append("fxReset").append('=').append(fxReset).append(',').append(' ');
buf.append("notional").append('=').append(notional).append(',').append(' ');
buf.append("compoundingMethod").append('=').append(JodaBeanUtils.toString(compoundingMethod));
buf.append('}');
return buf.toString();
}
//-----------------------------------------------------------------------
/**
* The meta-bean for {@code RatePaymentPeriod}.
*/
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 paymentDate} property.
*/
private final MetaProperty<LocalDate> paymentDate = DirectMetaProperty.ofImmutable(
this, "paymentDate", RatePaymentPeriod.class, LocalDate.class);
/**
* The meta-property for the {@code accrualPeriods} property.
*/
@SuppressWarnings({"unchecked", "rawtypes" })
private final MetaProperty<ImmutableList<RateAccrualPeriod>> accrualPeriods = DirectMetaProperty.ofImmutable(
this, "accrualPeriods", RatePaymentPeriod.class, (Class) ImmutableList.class);
/**
* The meta-property for the {@code dayCount} property.
*/
private final MetaProperty<DayCount> dayCount = DirectMetaProperty.ofImmutable(
this, "dayCount", RatePaymentPeriod.class, DayCount.class);
/**
* The meta-property for the {@code currency} property.
*/
private final MetaProperty<Currency> currency = DirectMetaProperty.ofImmutable(
this, "currency", RatePaymentPeriod.class, Currency.class);
/**
* The meta-property for the {@code fxReset} property.
*/
private final MetaProperty<FxReset> fxReset = DirectMetaProperty.ofImmutable(
this, "fxReset", RatePaymentPeriod.class, FxReset.class);
/**
* The meta-property for the {@code notional} property.
*/
private final MetaProperty<Double> notional = DirectMetaProperty.ofImmutable(
this, "notional", RatePaymentPeriod.class, Double.TYPE);
/**
* The meta-property for the {@code compoundingMethod} property.
*/
private final MetaProperty<CompoundingMethod> compoundingMethod = DirectMetaProperty.ofImmutable(
this, "compoundingMethod", RatePaymentPeriod.class, CompoundingMethod.class);
/**
* The meta-properties.
*/
private final Map<String, MetaProperty<?>> metaPropertyMap$ = new DirectMetaPropertyMap(
this, null,
"paymentDate",
"accrualPeriods",
"dayCount",
"currency",
"fxReset",
"notional",
"compoundingMethod");
/**
* Restricted constructor.
*/
private Meta() {
}
@Override
protected MetaProperty<?> metaPropertyGet(String propertyName) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
return paymentDate;
case -92208605: // accrualPeriods
return accrualPeriods;
case 1905311443: // dayCount
return dayCount;
case 575402001: // currency
return currency;
case -449555555: // fxReset
return fxReset;
case 1585636160: // notional
return notional;
case -1376171496: // compoundingMethod
return compoundingMethod;
}
return super.metaPropertyGet(propertyName);
}
@Override
public RatePaymentPeriod.Builder builder() {
return new RatePaymentPeriod.Builder();
}
@Override
public Class<? extends RatePaymentPeriod> beanType() {
return RatePaymentPeriod.class;
}
@Override
public Map<String, MetaProperty<?>> metaPropertyMap() {
return metaPropertyMap$;
}
//-----------------------------------------------------------------------
/**
* The meta-property for the {@code paymentDate} property.
* @return the meta-property, not null
*/
public MetaProperty<LocalDate> paymentDate() {
return paymentDate;
}
/**
* The meta-property for the {@code accrualPeriods} property.
* @return the meta-property, not null
*/
public MetaProperty<ImmutableList<RateAccrualPeriod>> accrualPeriods() {
return accrualPeriods;
}
/**
* The meta-property for the {@code dayCount} property.
* @return the meta-property, not null
*/
public MetaProperty<DayCount> dayCount() {
return dayCount;
}
/**
* 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 fxReset} property.
* @return the meta-property, not null
*/
public MetaProperty<FxReset> fxReset() {
return fxReset;
}
/**
* The meta-property for the {@code notional} property.
* @return the meta-property, not null
*/
public MetaProperty<Double> notional() {
return notional;
}
/**
* The meta-property for the {@code compoundingMethod} property.
* @return the meta-property, not null
*/
public MetaProperty<CompoundingMethod> compoundingMethod() {
return compoundingMethod;
}
//-----------------------------------------------------------------------
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
return ((RatePaymentPeriod) bean).getPaymentDate();
case -92208605: // accrualPeriods
return ((RatePaymentPeriod) bean).getAccrualPeriods();
case 1905311443: // dayCount
return ((RatePaymentPeriod) bean).getDayCount();
case 575402001: // currency
return ((RatePaymentPeriod) bean).getCurrency();
case -449555555: // fxReset
return ((RatePaymentPeriod) bean).fxReset;
case 1585636160: // notional
return ((RatePaymentPeriod) bean).getNotional();
case -1376171496: // compoundingMethod
return ((RatePaymentPeriod) bean).getCompoundingMethod();
}
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 RatePaymentPeriod}.
*/
public static final class Builder extends DirectFieldsBeanBuilder<RatePaymentPeriod> {
private LocalDate paymentDate;
private List<RateAccrualPeriod> accrualPeriods = ImmutableList.of();
private DayCount dayCount;
private Currency currency;
private FxReset fxReset;
private double notional;
private CompoundingMethod compoundingMethod;
/**
* Restricted constructor.
*/
private Builder() {
applyDefaults(this);
}
/**
* Restricted copy constructor.
* @param beanToCopy the bean to copy from, not null
*/
private Builder(RatePaymentPeriod beanToCopy) {
this.paymentDate = beanToCopy.getPaymentDate();
this.accrualPeriods = beanToCopy.getAccrualPeriods();
this.dayCount = beanToCopy.getDayCount();
this.currency = beanToCopy.getCurrency();
this.fxReset = beanToCopy.fxReset;
this.notional = beanToCopy.getNotional();
this.compoundingMethod = beanToCopy.getCompoundingMethod();
}
//-----------------------------------------------------------------------
@Override
public Object get(String propertyName) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
return paymentDate;
case -92208605: // accrualPeriods
return accrualPeriods;
case 1905311443: // dayCount
return dayCount;
case 575402001: // currency
return currency;
case -449555555: // fxReset
return fxReset;
case 1585636160: // notional
return notional;
case -1376171496: // compoundingMethod
return compoundingMethod;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
}
@SuppressWarnings("unchecked")
@Override
public Builder set(String propertyName, Object newValue) {
switch (propertyName.hashCode()) {
case -1540873516: // paymentDate
this.paymentDate = (LocalDate) newValue;
break;
case -92208605: // accrualPeriods
this.accrualPeriods = (List<RateAccrualPeriod>) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case 575402001: // currency
this.currency = (Currency) newValue;
break;
case -449555555: // fxReset
this.fxReset = (FxReset) newValue;
break;
case 1585636160: // notional
this.notional = (Double) newValue;
break;
case -1376171496: // compoundingMethod
this.compoundingMethod = (CompoundingMethod) 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 RatePaymentPeriod build() {
return new RatePaymentPeriod(
paymentDate,
accrualPeriods,
dayCount,
currency,
fxReset,
notional,
compoundingMethod);
}
//-----------------------------------------------------------------------
/**
* Sets the date that payment occurs.
* <p>
* The date that payment is made for the accrual periods.
* If the schedule adjusts for business days, then this is the adjusted date.
* @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 accrual periods that combine to form the payment period.
* <p>
* Each accrual period includes the applicable dates and details of how to observe the rate.
* In most cases, there will be one accrual period.
* If there is more than one accrual period then compounding may apply.
* @param accrualPeriods the new value, not empty
* @return this, for chaining, not null
*/
public Builder accrualPeriods(List<RateAccrualPeriod> accrualPeriods) {
JodaBeanUtils.notEmpty(accrualPeriods, "accrualPeriods");
this.accrualPeriods = accrualPeriods;
return this;
}
/**
* Sets the {@code accrualPeriods} property in the builder
* from an array of objects.
* @param accrualPeriods the new value, not empty
* @return this, for chaining, not null
*/
public Builder accrualPeriods(RateAccrualPeriod... accrualPeriods) {
return accrualPeriods(ImmutableList.copyOf(accrualPeriods));
}
/**
* Sets the day count convention.
* <p>
* Each accrual period contains a year fraction calculated using this day count.
* This day count is used when there is a need to perform further calculations.
* @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;
}
/**
* Sets the primary currency of the payment period.
* <p>
* This is the currency of the swap leg and the currency that interest calculation is made in.
* <p>
* The amounts of the notional are usually expressed in terms of this currency,
* however they can be converted from amounts in a different currency.
* See the optional {@code fxReset} property.
* @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 FX reset definition, optional.
* <p>
* This property is used when the defined amount of the notional is specified in
* a currency other than the currency of the swap leg. When this occurs, the notional
* amount has to be converted using an FX rate to the swap leg currency.
* <p>
* The FX reset definition must be valid. It must have a reference currency that is
* different to that of this period, and the currency of this period must be
* one of those defined by the FX reset index.
* @param fxReset the new value
* @return this, for chaining, not null
*/
public Builder fxReset(FxReset fxReset) {
this.fxReset = fxReset;
return this;
}
/**
* Sets the notional amount, positive if receiving, negative if paying.
* <p>
* The notional amount applicable during the period.
* The currency of the notional is specified by {@code currency} unless there
* is the {@code fxReset} property is present.
* @param notional the new value
* @return this, for chaining, not null
*/
public Builder notional(double notional) {
this.notional = notional;
return this;
}
/**
* Sets the compounding method to use when there is more than one accrual period, default is 'None'.
* <p>
* Compounding is used when combining accrual periods.
* @param compoundingMethod the new value, not null
* @return this, for chaining, not null
*/
public Builder compoundingMethod(CompoundingMethod compoundingMethod) {
JodaBeanUtils.notNull(compoundingMethod, "compoundingMethod");
this.compoundingMethod = compoundingMethod;
return this;
}
//-----------------------------------------------------------------------
@Override
public String toString() {
StringBuilder buf = new StringBuilder(256);
buf.append("RatePaymentPeriod.Builder{");
buf.append("paymentDate").append('=').append(JodaBeanUtils.toString(paymentDate)).append(',').append(' ');
buf.append("accrualPeriods").append('=').append(JodaBeanUtils.toString(accrualPeriods)).append(',').append(' ');
buf.append("dayCount").append('=').append(JodaBeanUtils.toString(dayCount)).append(',').append(' ');
buf.append("currency").append('=').append(JodaBeanUtils.toString(currency)).append(',').append(' ');
buf.append("fxReset").append('=').append(JodaBeanUtils.toString(fxReset)).append(',').append(' ');
buf.append("notional").append('=').append(JodaBeanUtils.toString(notional)).append(',').append(' ');
buf.append("compoundingMethod").append('=').append(JodaBeanUtils.toString(compoundingMethod));
buf.append('}');
return buf.toString();
}
}
///CLOVER:ON
//-------------------------- AUTOGENERATED END --------------------------
}