.build(); PaymentSchedule paymentSchedule = PaymentSchedule.builder() .paymentFrequency(Frequency.ofYears(5)) .paymentDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .build(); InflationRateCalculation rateCalc = InflationRateCalculation.builder() .index(GB_RPI)
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofBusinessDays(5, GBLO_USNY)) .compoundingMethod(CompoundingMethod.FLAT) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofBusinessDays(5, GBLO_USNY)) .build()) .notionalSchedule(notional) .calculation(FixedRateCalculation.builder()
paymentScheduleBuilder.paymentFrequency(document.parseFrequency( paymentDatesEl.getChild("paymentFrequency"))); .map(el -> parsePayRelativeTo(el)) .orElse(PaymentRelativeTo.PERIOD_END); paymentScheduleBuilder.paymentRelativeTo(payRelativeTo); .ifPresent(date -> paymentScheduleBuilder.firstRegularStartDate(date)); paymentDatesEl.findChild("lastRegularPaymentDate") .map(el -> document.parseDate(el)) .ifPresent(date -> paymentScheduleBuilder.lastRegularEndDate(date)); (dayTypeEl.isPresent() && dayTypeEl.get().getContent().equals("Calendar")); if (fixingCalendarDays) { paymentScheduleBuilder.paymentDateOffset(DaysAdjustment.ofCalendarDays(period.getDays(), payAdjustment)); } else { paymentScheduleBuilder.paymentDateOffset(DaysAdjustment.ofBusinessDays(period.getDays(), payAdjustment.getCalendar())); paymentScheduleBuilder.paymentDateOffset(DaysAdjustment.ofCalendarDays(0, payAdjustment)); paymentScheduleBuilder.compoundingMethod(CompoundingMethod.of(compoundingEl.getContent())); }); return paymentScheduleBuilder.build();
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P2M) .paymentDateOffset(PLUS_TWO_DAYS) .compoundingMethod(STRAIGHT) .build()) .notionalSchedule(NotionalSchedule.builder() .currency(GBP)
.build(); PaymentSchedule paymentSchedule = PaymentSchedule.builder() .paymentFrequency(Frequency.ofYears(5)) .paymentDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .compoundingMethod(STRAIGHT) .build(); FixedRateCalculation rateCalc = FixedRateCalculation.builder() .rate(ValueSchedule.of(0.05))
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P1M) .businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, SAT_SUN)) .paymentDateOffset(DaysAdjustment.ofBusinessDays(2, SAT_SUN)) .build()) .notionalSchedule(NotionalSchedule.of(GBP, NOTIONAL)) .calculation(FixedRateCalculation.of(RATE, ACT_360))
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P6M) .paymentDateOffset(DaysAdjustment.NONE) .build()) .notionalSchedule(NotionalSchedule.of(USD, 10d)) .calculation(FixedRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P6M) .paymentDateOffset(DaysAdjustment.NONE) .build()) .amount(ValueSchedule.of(0.015)) .currency(USD) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P3M) .paymentDateOffset(DaysAdjustment.NONE) .build()) .notionalSchedule(NotionalSchedule.builder() .currency(USD)
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, SAT_SUN))) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P12M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, SAT_SUN))) .build()) .notionalSchedule(notional) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, FRPA))) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P12M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, FRPA))) .build()) .notionalSchedule(notional) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(PLUS_TWO_DAYS) .build()) .notionalSchedule(NotionalSchedule.of(GBP, 1000d)) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, EUTA))) .firstRegularStartDate(date(1995, 6, 14)) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P12M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, EUTA))) .firstRegularStartDate(date(1995, 12, 14)) .build()) .notionalSchedule(notional) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(PLUS_TWO_DAYS) .build()) .notionalSchedule(NotionalSchedule.of(GBP, 1000d)) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P3M) .paymentDateOffset(DaysAdjustment.NONE) .build()) .notionalSchedule(NotionalSchedule.builder() .finalExchange(finalExchange) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P3M) .paymentDateOffset(DaysAdjustment.NONE) .build()) .notionalSchedule(NotionalSchedule.builder() .finalExchange(finalExchange)
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(FOLLOWING, EUTA))) .firstRegularStartDate(date(2000, 10, 5)) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P12M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(FOLLOWING, EUTA))) .firstRegularStartDate(date(2000, 10, 5)) .build()) .notionalSchedule(notional) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofBusinessDays(5, SAT_SUN)) .compoundingMethod(CompoundingMethod.FLAT) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofBusinessDays(5, SAT_SUN)) .build()) .notionalSchedule(notional) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, EUTA))) .firstRegularStartDate(date(1995, 6, 14)) .build()) .notionalSchedule(notionalFloat) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P12M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, EUTA))) .firstRegularStartDate(date(1995, 12, 14)) .build()) .notionalSchedule(notionalFloat) .calculation(FixedRateCalculation.builder()
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P6M) .paymentDateOffset(DaysAdjustment.NONE) .build()) .notionalSchedule(NotionalSchedule.of(USD, 10d)) .calculation(FixedRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P3M) .paymentDateOffset(DaysAdjustment.NONE) .build()) .notionalSchedule(NotionalSchedule.builder() .currency(USD)
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P3M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, USNY))) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, USNY))) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder()
.build(); PaymentSchedule paymentSchedule = PaymentSchedule.builder() .paymentFrequency(Frequency.ofYears(5)) .paymentDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .build(); InflationRateCalculation rateCalc = InflationRateCalculation.builder() .index(GB_RPI)
.build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBLO_USNY))) .build()) .notionalSchedule(notional) .calculation(FixedRateCalculation.builder() .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(Frequency.P6M) .paymentDateOffset(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBLO_USNY))) .compoundingMethod(CompoundingMethod.STRAIGHT) .build()) .notionalSchedule(notional) .calculation(IborRateCalculation.builder()