com.opengamma.strata.pricer.credit

Class ImmutableCreditRatesProvider.Builder

java.lang.Object

org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCreditRatesProvider>

com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder

All Implemented Interfaces:

org.joda.beans.BeanBuilder<ImmutableCreditRatesProvider>

Enclosing class:

ImmutableCreditRatesProvider

public static final class ImmutableCreditRatesProvider.Builder
extends org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCreditRatesProvider>

The bean-builder for ImmutableCreditRatesProvider.

Method Summary

Modifier and Type	Method and Description
ImmutableCreditRatesProvider	build()
ImmutableCreditRatesProvider.Builder	creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves) Sets the credit curves.
ImmutableCreditRatesProvider.Builder	discountCurves(Map<Currency,CreditDiscountFactors> discountCurves) Sets the discounting curves.
Object	get(String propertyName)
ImmutableCreditRatesProvider.Builder	recoveryRateCurves(Map<StandardId,RecoveryRates> recoveryRateCurves) Sets the credit rate curves.
ImmutableCreditRatesProvider.Builder	set(org.joda.beans.MetaProperty<?> property, Object value)
ImmutableCreditRatesProvider.Builder	set(String propertyName, Object newValue)
String	toString()
ImmutableCreditRatesProvider.Builder	valuationDate(LocalDate valuationDate) Sets the valuation date.

Methods inherited from class org.joda.beans.impl.direct.DirectFieldsBeanBuilder

get

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Method Detail

get

public Object get(String propertyName)

Specified by:

get in interface org.joda.beans.BeanBuilder<ImmutableCreditRatesProvider>

Overrides:

get in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCreditRatesProvider>

set

public ImmutableCreditRatesProvider.Builder set(String propertyName,
                                                Object newValue)

set

public ImmutableCreditRatesProvider.Builder set(org.joda.beans.MetaProperty<?> property,
                                                Object value)

Specified by:

set in interface org.joda.beans.BeanBuilder<ImmutableCreditRatesProvider>

Overrides:

set in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCreditRatesProvider>

build

public ImmutableCreditRatesProvider build()

valuationDate

public ImmutableCreditRatesProvider.Builder valuationDate(LocalDate valuationDate)

Sets the valuation date.

All curves and other data items in this provider are calibrated for this date.

Parameters:

valuationDate - the new value, not null

Returns:

this, for chaining, not null

creditCurves

public ImmutableCreditRatesProvider.Builder creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)

Sets the credit curves.

The curve data, predicting the survival probability, associated with each legal entity and currency.

Parameters:

creditCurves - the new value, not null

Returns:

this, for chaining, not null

discountCurves

public ImmutableCreditRatesProvider.Builder discountCurves(Map<Currency,CreditDiscountFactors> discountCurves)

Sets the discounting curves.

The curve data, predicting the discount factor, associated with each currency.

Parameters:

discountCurves - the new value, not empty

Returns:

this, for chaining, not null

recoveryRateCurves

public ImmutableCreditRatesProvider.Builder recoveryRateCurves(Map<StandardId,RecoveryRates> recoveryRateCurves)

Sets the credit rate curves.

The curve date, predicting the recovery rate, associated with each legal entity.

Parameters:

recoveryRateCurves - the new value, not empty

Returns:

this, for chaining, not null

toString

public String toString()

Overrides:

toString in class org.joda.beans.impl.direct.DirectFieldsBeanBuilder<ImmutableCreditRatesProvider>