/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(ThreeLegBasisSwapCurveNode beanToCopy) { this.template = beanToCopy.getTemplate(); this.rateId = beanToCopy.getRateId(); this.additionalSpread = beanToCopy.getAdditionalSpread(); this.label = beanToCopy.getLabel(); this.date = beanToCopy.getDate(); this.dateOrder = beanToCopy.getDateOrder(); }
/** * Returns a curve node for a term deposit using the specified instrument template and rate key. * <p> * A suitable default label will be created. * * @param template the template used for building the instrument for the node * @param rateId the identifier of the market rate used when building the instrument for the node * @return a node whose instrument is built from the template using a market rate */ public static TermDepositCurveNode of(TermDepositTemplate template, ObservableId rateId) { return of(template, rateId, 0d); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static IborIborSwapCurveNode.Builder builder() { return new IborIborSwapCurveNode.Builder(); }
private CdsIsdaCreditCurveNode toCdsNode(CdsIndexIsdaCreditCurveNode index) { return CdsIsdaCreditCurveNode.builder() .label(index.getLabel()) .legalEntityId(index.getCdsIndexId()) .observableId(index.getObservableId()) .quoteConvention(index.getQuoteConvention()) .template(index.getTemplate()) .fixedRate(index.getFixedRate().isPresent() ? index.getFixedRate().getAsDouble() : null) .build(); }
/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(TermDepositCurveNode beanToCopy) { this.template = beanToCopy.getTemplate(); this.rateId = beanToCopy.getRateId(); this.additionalSpread = beanToCopy.getAdditionalSpread(); this.label = beanToCopy.getLabel(); this.date = beanToCopy.getDate(); this.dateOrder = beanToCopy.getDateOrder(); }
/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(OvernightIborSwapCurveNode beanToCopy) { this.template = beanToCopy.getTemplate(); this.rateId = beanToCopy.getRateId(); this.additionalSpread = beanToCopy.getAdditionalSpread(); this.label = beanToCopy.getLabel(); this.date = beanToCopy.getDate(); this.dateOrder = beanToCopy.getDateOrder(); }
/** * Returns a copy of this node with the specified date. * * @param date the date to use * @return the node based on this node with the specified date */ public FixedInflationSwapCurveNode withDate(CurveNodeDate date) { return new FixedInflationSwapCurveNode(template, rateId, additionalSpread, label, date, dateOrder); }
/** * Returns a builder that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static CdsIndexIsdaCreditCurveNode.Builder builder() { return new CdsIndexIsdaCreditCurveNode.Builder(); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static FixedOvernightSwapCurveNode.Builder builder() { return new FixedOvernightSwapCurveNode.Builder(); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static IborFutureCurveNode.Builder builder() { return new IborFutureCurveNode.Builder(); }
@Override public FraCurveNode build() { preBuild(this); return new FraCurveNode( template, rateId, additionalSpread, label, date, dateOrder); }
@Override public XCcyIborIborSwapCurveNode build() { preBuild(this); return new XCcyIborIborSwapCurveNode( template, fxRateId, spreadId, additionalSpread, label, date, dateOrder); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static IborFixingDepositCurveNode.Builder builder() { return new IborFixingDepositCurveNode.Builder(); }
/** * Returns a builder that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); }
@Override public FxSwapCurveNode build() { preBuild(this); return new FxSwapCurveNode( template, fxRateId, farForwardPointsId, label, date, dateOrder); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static OvernightIborSwapCurveNode.Builder builder() { return new OvernightIborSwapCurveNode.Builder(); }
/** * Returns a builder that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); }
/** * Returns a copy of this node with the specified date. * * @param date the date to use * @return the node based on this node with the specified date */ public IborFixingDepositCurveNode withDate(CurveNodeDate date) { return new IborFixingDepositCurveNode(template, rateId, additionalSpread, label, date, dateOrder); }
/** * Returns a builder that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); }