com.opengamma.strata.pricer.rate

Class ImmutableRatesProviderBuilder

java.lang.Object

com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

public final class ImmutableRatesProviderBuilder
extends Object

Builder for the immutable rates provider.

See Also:

ImmutableRatesProvider

Method Summary

Modifier and Type	Method and Description
ImmutableRatesProvider	build() Completes the builder, returning the provider.
ImmutableRatesProviderBuilder	discountCurve(Currency currency, Curve discountCurve) Adds a discount curve to the provider.
ImmutableRatesProviderBuilder	discountCurves(Map<Currency,? extends Curve> discountCurves) Adds discount curves to the provider.
ImmutableRatesProviderBuilder	fxRateProvider(FxRateProvider fxRateProvider) Sets the FX rate provider.
ImmutableRatesProviderBuilder	iborIndexCurve(IborIndex index, Curve forwardCurve) Adds an Ibor index forward curve to the provider.
ImmutableRatesProviderBuilder	iborIndexCurve(IborIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries) Adds an Ibor index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder	indexCurve(Index index, Curve forwardCurve) Adds an index forward curve to the provider.
ImmutableRatesProviderBuilder	indexCurve(Index index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries) Adds an index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder	indexCurves(Map<? extends Index,? extends Curve> indexCurves) Adds index forward curves to the provider with associated time-series.
ImmutableRatesProviderBuilder	indexCurves(Map<? extends Index,? extends Curve> indexCurves, Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries) Adds index forward curves to the provider with associated time-series.
ImmutableRatesProviderBuilder	overnightIndexCurve(OvernightIndex index, Curve forwardCurve) Adds an Overnight index forward curve to the provider.
ImmutableRatesProviderBuilder	overnightIndexCurve(OvernightIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries) Adds an Overnight index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder	priceIndexCurve(PriceIndex index, Curve forwardCurve) Adds a Price index forward curve to the provider.
ImmutableRatesProviderBuilder	priceIndexCurve(PriceIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries) Adds an index forward curve to the provider with associated time-series.
ImmutableRatesProviderBuilder	timeSeries(Index index, LocalDateDoubleTimeSeries timeSeries) Adds a time-series to the provider.
ImmutableRatesProviderBuilder	timeSeries(Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries) Adds time-series to the provider.

Methods inherited from class java.lang.Object

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

Method Detail

fxRateProvider

public ImmutableRatesProviderBuilder fxRateProvider(FxRateProvider fxRateProvider)

Sets the FX rate provider.

Parameters:

fxRateProvider - the rate provider

Returns:

this, for chaining

discountCurve

public ImmutableRatesProviderBuilder discountCurve(Currency currency,
                                                   Curve discountCurve)

Adds a discount curve to the provider.

This adds the specified discount curve to the provider. This operates using Map.put(Object, Object) semantics using the currency as the key.

Parameters:

currency - the currency of the curve

discountCurve - the discount curve

Returns:

this, for chaining

discountCurves

public ImmutableRatesProviderBuilder discountCurves(Map<Currency,? extends Curve> discountCurves)

Adds discount curves to the provider.

This adds the specified discount curves to the provider. This operates using Map.putAll(Map) semantics using the currency as the key.

Parameters:

discountCurves - the discount curves

Returns:

this, for chaining

iborIndexCurve

public ImmutableRatesProviderBuilder iborIndexCurve(IborIndex index,
                                                    Curve forwardCurve)

Adds an Ibor index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:

index - the index of the curve

forwardCurve - the Ibor index forward curve

Returns:

this, for chaining

iborIndexCurve

public ImmutableRatesProviderBuilder iborIndexCurve(IborIndex index,
                                                    Curve forwardCurve,
                                                    LocalDateDoubleTimeSeries timeSeries)

Adds an Ibor index forward curve to the provider with associated time-series.

This adds the specified forward curve and time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:

index - the index of the curve

forwardCurve - the index forward curve

timeSeries - the associated time-series

Returns:

this, for chaining

overnightIndexCurve

public ImmutableRatesProviderBuilder overnightIndexCurve(OvernightIndex index,
                                                         Curve forwardCurve)

Adds an Overnight index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:

index - the index of the curve

forwardCurve - the Overnight index forward curve

Returns:

this, for chaining

overnightIndexCurve

public ImmutableRatesProviderBuilder overnightIndexCurve(OvernightIndex index,
                                                         Curve forwardCurve,
                                                         LocalDateDoubleTimeSeries timeSeries)

Adds an Overnight index forward curve to the provider with associated time-series.

This adds the specified forward curve and time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:

index - the index of the curve

forwardCurve - the index forward curve

timeSeries - the associated time-series

Returns:

this, for chaining

priceIndexCurve

public ImmutableRatesProviderBuilder priceIndexCurve(PriceIndex index,
                                                     Curve forwardCurve)

Adds a Price index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:

index - the index of the curve

forwardCurve - the Price index forward curve

Returns:

this, for chaining

priceIndexCurve

public ImmutableRatesProviderBuilder priceIndexCurve(PriceIndex index,
                                                     Curve forwardCurve,
                                                     LocalDateDoubleTimeSeries timeSeries)

Adds an index forward curve to the provider with associated time-series.

This adds the specified forward curve and time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Parameters:

index - the index of the curve

forwardCurve - the index forward curve

timeSeries - the associated time-series

Returns:

this, for chaining

indexCurve

public ImmutableRatesProviderBuilder indexCurve(Index index,
                                                Curve forwardCurve)

Adds an index forward curve to the provider.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:

index - the index of the curve

forwardCurve - the Ibor index forward curve

Returns:

this, for chaining

indexCurve

public ImmutableRatesProviderBuilder indexCurve(Index index,
                                                Curve forwardCurve,
                                                LocalDateDoubleTimeSeries timeSeries)

Adds an index forward curve to the provider with associated time-series.

This adds the specified forward curve to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:

index - the index of the curve

forwardCurve - the Ibor index forward curve

timeSeries - the time-series

Returns:

this, for chaining

indexCurves

public ImmutableRatesProviderBuilder indexCurves(Map<? extends Index,? extends Curve> indexCurves)

Adds index forward curves to the provider with associated time-series.

This adds the specified index forward curves to the provider. This operates using Map.putAll(Map) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:

indexCurves - the index forward curves

Returns:

this, for chaining

indexCurves

public ImmutableRatesProviderBuilder indexCurves(Map<? extends Index,? extends Curve> indexCurves,
                                                 Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries)

Adds index forward curves to the provider with associated time-series.

This adds the specified index forward curves to the provider. This operates using Map.putAll(Map) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:

indexCurves - the index forward curves

timeSeries - the associated time-series

Returns:

this, for chaining

timeSeries

public ImmutableRatesProviderBuilder timeSeries(Index index,
                                                LocalDateDoubleTimeSeries timeSeries)

Adds a time-series to the provider.

This adds the specified time-series to the provider. This operates using Map.put(Object, Object) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:

index - the FX index

timeSeries - the FX index time-series

Returns:

this, for chaining

timeSeries

public ImmutableRatesProviderBuilder timeSeries(Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries)

Adds time-series to the provider.

This adds the specified time-series to the provider. This operates using Map.putAll(Map) semantics using the index as the key.

Any index may be used, however RatesProvider only directly supports Ibor, Overnight and Price indices.

Parameters:

timeSeries - the FX index time-series

Returns:

this, for chaining

build

public ImmutableRatesProvider build()

Completes the builder, returning the provider.

Returns:

the provider