/**
* Creates an instance.
*
* @param info the value of the property
* @param product the value of the property, not null
* @param quantity the value of the property
* @param price the value of the property
*/
BondFutureTrade(TradeInfo info, BondFuture product, double quantity, double price) {
JodaBeanUtils.notNull(product, "product");
ArgChecker.notNegative(price, "price");
this.info = info;
this.product = product;
this.quantity = quantity;
this.price = price;
}
private OvernightCompoundedRateObservation(
OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays) {
JodaBeanUtils.notNull(index, "index");
JodaBeanUtils.notNull(startDate, "startDate");
JodaBeanUtils.notNull(endDate, "endDate");
ArgChecker.notNegative(rateCutOffDays, "rateCutOffDays");
this.index = index;
this.startDate = startDate;
this.endDate = endDate;
this.rateCutOffDays = rateCutOffDays;
validate();
}
/**
* The Step-in (Protection Effective Date or sometimes just Effective Date) is usually T+1. This
* is when protection (and risk) starts in terms of the model.
*
* @param stepIn Zero or more days (after trade day)
* @return A new factory with the step-in days set.
*/
public CdsAnalyticFactory withStepIn(int stepIn) {
ArgChecker.notNegative(stepIn, "stepIn");
return new CdsAnalyticFactory(
stepIn,
_cashSettle,
_payAccOnDefault,
_couponInterval,
_stubType,
_protectStart,
_recoveryRate,
_businessdayAdjustmentConvention,
_calendar,
_accrualDayCount,
_curveDayCount);
}
/**
* Sets the number of business days before the end of the period that the rate is cut off.
*
* <p>When a rate cut-off applies, the final daily rate is determined this number of days before
* the end of the period, with any subsequent days having the same rate.
*
* <p>The amount must be zero or positive. A value of zero or one will have no effect on the
* standard calculation. The fixing holiday calendar of the index is used to determine business
* days.
*
* <p>For example, a value of {@code 3} means that the rate observed on {@code (periodEndDate -
* 3 business days)} is also to be used on {@code (periodEndDate - 2 business days)} and {@code
* (periodEndDate - 1 business day)}.
*
* <p>If there are multiple accrual periods in the payment period, then this should typically
* only be non-zero in the last accrual period.
*
* @param rateCutOffDays the new value
* @return this, for chaining, not null
*/
public Builder rateCutOffDays(int rateCutOffDays) {
ArgChecker.notNegative(rateCutOffDays, "rateCutOffDays");
this.rateCutOffDays = rateCutOffDays;
return this;
}
/**
* Sets the price that was traded, in decimal form.
*
* <p>This is the price agreed when the trade occurred.
*
* @param price the new value
* @return this, for chaining, not null
*/
public Builder price(double price) {
ArgChecker.notNegative(price, "price");
this.price = price;
return this;
}
