Class DepositIsdaCreditCurveNode

  • All Implemented Interfaces:
    IsdaCreditCurveNode, java.io.Serializable, Bean, ImmutableBean

    public final class DepositIsdaCreditCurveNode
    extends java.lang.Object
    implements IsdaCreditCurveNode, ImmutableBean, java.io.Serializable
    An ISDA compliant curve node whose instrument is a term deposit.

    A term deposit is a financial instrument that provides a fixed rate of interest on an amount for a specific term. observableId is used to access the market data value of this fixed rate.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static DepositIsdaCreditCurveNode of​(ObservableId observableId,
                                                    DaysAdjustment spotDateOffset,
                                                    BusinessDayAdjustment businessDayAdjustment,
                                                    Tenor tenor,
                                                    DayCount dayCount)
        Returns a curve node for a term deposit.

        The label will be created using tenor.

        Parameters:
        observableId - the observable ID
        spotDateOffset - the spot date offset
        businessDayAdjustment - the business day adjustment
        tenor - the tenor
        dayCount - the day count
        Returns:
        the curve node
      • date

        public java.time.LocalDate date​(java.time.LocalDate tradeDate,
                                        ReferenceData refData)
        Description copied from interface: IsdaCreditCurveNode
        Calculates the date associated with the node.

        Each curve node has an associated date which defines the x-value in the curve. This is typically the adjusted end date of the instrument.

        Specified by:
        date in interface IsdaCreditCurveNode
        Parameters:
        tradeDate - the trade date
        refData - the reference data
        Returns:
        the node date
      • getLabel

        public java.lang.String getLabel()
        Gets the label to use for the node, defaulted.

        When building, this will default based on the tenor if not specified.

        Specified by:
        getLabel in interface IsdaCreditCurveNode
        Returns:
        the value of the property, not empty
      • getObservableId

        public ObservableId getObservableId()
        Gets the identifier of the market data value that provides the rate.
        Specified by:
        getObservableId in interface IsdaCreditCurveNode
        Returns:
        the value of the property, not null
      • getTenor

        public Tenor getTenor()
        Gets the period between the start date and the end date.
        Returns:
        the value of the property, not null
      • getSpotDateOffset

        public DaysAdjustment getSpotDateOffset()
        Gets the offset of the start date from the trade date.

        The offset is applied to the trade date and is typically plus 2 business days.

        Returns:
        the value of the property, not null
      • getBusinessDayAdjustment

        public BusinessDayAdjustment getBusinessDayAdjustment()
        Gets the business day adjustment to apply to the start and end date.

        The start and end date will be adjusted as defined here.

        Returns:
        the value of the property, not null
      • getDayCount

        public DayCount getDayCount()
        Gets the day count convention.

        This defines the term year fraction.

        Returns:
        the value of the property, not null
      • equals

        public boolean equals​(java.lang.Object obj)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object