.valueDate(fvnEl.findChild("valueDate").map(str -> document.parseDate(str)).orElse(null)) .build(); fixedRateBuilder.futureValueNotional(notional); }); fixedRateBuilder.rate(parseSchedule(fixedEl, document)); fixedRateBuilder.dayCount(document.parseDayCountFraction(calcEl.getChild("dayCountFraction"))); fixedRateBuilder.initialStub(parseStubCalculationForFixed(el, document)); }); stubsEl.findChild("finalStub").ifPresent(el -> { fixedRateBuilder.finalStub(parseStubCalculationForFixed(el, document)); }); }); return fixedRateBuilder.build();
.notionalSchedule(NotionalSchedule.of(GBP, 1000d)) .calculation(FixedRateCalculation.builder() .dayCount(ACT_365F) .rate(ValueSchedule.of(0.025d)) .initialStub(FixedRateStubCalculation.ofKnownAmount(knownAmount)) .finalStub(FixedRateStubCalculation.ofFixedRate(0.1d)) .build()) .build();