private LocalDate calculateEnd(LocalDate valuationDate, ReferenceData refData) { IborFixingDepositTrade trade = template.createTrade(valuationDate, BuySell.BUY, 0d, 0d, refData); ResolvedIborFixingDeposit deposit = trade.getProduct().resolve(refData); return deposit.getEndDate(); }
/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(ResolvedTermDeposit beanToCopy) { this.currency = beanToCopy.getCurrency(); this.notional = beanToCopy.getNotional(); this.startDate = beanToCopy.getStartDate(); this.endDate = beanToCopy.getEndDate(); this.yearFraction = beanToCopy.getYearFraction(); this.rate = beanToCopy.getRate(); }
private LocalDate calculateEnd(LocalDate valuationDate, ReferenceData refData) { TermDepositTrade trade = template.createTrade(valuationDate, BuySell.BUY, 0d, 0d, refData); ResolvedTermDeposit deposit = trade.getProduct().resolve(refData); return deposit.getEndDate(); }
/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(TermDepositTrade beanToCopy) { this.info = beanToCopy.getInfo(); this.product = beanToCopy.getProduct(); }
/** * 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 that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); }
/** * 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 that allows this bean to be mutated. * @return the mutable builder, not null */ public Builder toBuilder() { return new Builder(this); }
/** * 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 TermDeposit build() { return new TermDeposit( buySell, currency, notional, startDate, endDate, businessDayAdjustment, dayCount, rate); }
@Override public ResolvedIborFixingDepositTrade build() { return new ResolvedIborFixingDepositTrade( info, product); }
/** * Obtains an instance of an Ibor Fixing Deposit trade. * * @param info the trade info * @param product the product * @return the trade */ public static IborFixingDepositTrade of(TradeInfo info, IborFixingDeposit product) { return new IborFixingDepositTrade(info, product); }
/** * 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 ResolvedIborFixingDepositTrade.Builder builder() { return new ResolvedIborFixingDepositTrade.Builder(); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static ResolvedTermDepositTrade.Builder builder() { return new ResolvedTermDepositTrade.Builder(); }
/** * Returns a builder used to create an instance of the bean. * @return the builder, not null */ public static IborFixingDepositTrade.Builder builder() { return new IborFixingDepositTrade.Builder(); }