/** * Returns a curve node for a standard fixed-Ibor swap. * <p> * The label will be created from {@code tenor}. * * @param observableId the observable ID * @param spotDateOffset the spot date offset * @param businessDayAdjustment the business day adjustment * @param tenor the tenor * @param dayCount the day count * @param paymentFrequency the payment frequency * @return the curve node */ public static SwapIsdaCreditCurveNode of( ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency) { return SwapIsdaCreditCurveNode.builder() .businessDayAdjustment(businessDayAdjustment) .dayCount(dayCount) .observableId(observableId) .spotDateOffset(spotDateOffset) .tenor(tenor) .paymentFrequency(paymentFrequency) .build(); }
/** * Returns a builder that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); }
public void coverage() { SwapIsdaCreditCurveNode test1 = SwapIsdaCreditCurveNode.of(OBS_ID, ADJ_3D, BUS_ADJ, TENOR, THIRTY_U_360, FREQUENCY); coverImmutableBean(test1); SwapIsdaCreditCurveNode test2 = SwapIsdaCreditCurveNode.builder() .observableId(QuoteId.of(StandardId.of("OG", "foo"))) .spotDateOffset(DaysAdjustment.NONE) .businessDayAdjustment(BusinessDayAdjustment.NONE) .tenor(Tenor.TENOR_15Y) .dayCount(DayCounts.ACT_365F) .paymentFrequency(Frequency.P3M) .label("test2") .build(); coverBeanEquals(test1, test2); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static SwapIsdaCreditCurveNode.Builder builder() { return new SwapIsdaCreditCurveNode.Builder(); }
@Override public SwapIsdaCreditCurveNode.Builder builder() { return new SwapIsdaCreditCurveNode.Builder(); }