An imperative, object-oriented way to solve the "give me the first N primes" problem

SetOfPrimes.java

public class SetOfPrimes {

    private List<Integer> primes = new ArrayList<>();

    public static SetOfPrimes ofSize(int desiredSize) {
        SetOfPrimes setOfPrimes = new SetOfPrimes();
        int candidate = 2;
        while (setOfPrimes.size() < desiredSize) {
            setOfPrimes.considerForInclusion(candidate++);
        }
        return setOfPrimes;
    }

    private void considerForInclusion(Integer candidate) {
        if (notDivisibleByAnyPrime(candidate))
            primes.add(candidate);
    }

    private boolean notDivisibleByAnyPrime(Integer candidate) {
        return primes.stream().allMatch( prime -> candidate % prime != 0);
    }

    private int size() {
        return primes.size();
    }

    public Set<Integer> toSet() {
        return new LinkedHashSet<>(primes);
    }
}

SetOfPrimesTest.java

public class SetOfPrimesTest {

    @Test
    public void setOfPrimesTest() throws Exception {
        assertThat(SetOfPrimes.ofSize(0).toSet(), is(emptySet()));
        assertThat(SetOfPrimes.ofSize(1).toSet(), is(singleton(2)));
        assertThat(SetOfPrimes.ofSize(2).toSet(), is(setOf(2, 3)));
        assertThat(SetOfPrimes.ofSize(3).toSet(), is(setOf(2, 3, 5)));
        assertThat(SetOfPrimes.ofSize(4).toSet(), is(setOf(2, 3, 5, 7)));
        assertThat(SetOfPrimes.ofSize(10).toSet(), is(setOf(2, 3, 5, 7, 11, 13, 17, 19, 23, 29)));
    }
    
    private Set<Integer> setOf(Integer ... numbers) {
        return new HashSet<>(asList(numbers));
    }
}