## Class FixedCouponBondPaymentPeriod

• java.lang.Object
• com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
• All Implemented Interfaces:
BondPaymentPeriod, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FixedCouponBondPaymentPeriod
extends Object
implements BondPaymentPeriod, org.joda.beans.ImmutableBean, Serializable
A period over which a fixed coupon is paid.

A single payment period within a fixed coupon bond, ResolvedFixedCouponBond. The payments of the fixed coupon bond consist periodic coupon payments and nominal payment. This class represents a single payment of the periodic payments.

Serialized Form
• ### Nested Class Summary

Nested Classes
Modifier and Type Class Description
static class  FixedCouponBondPaymentPeriod.Builder
The bean-builder for FixedCouponBondPaymentPeriod.
static class  FixedCouponBondPaymentPeriod.Meta
The meta-bean for FixedCouponBondPaymentPeriod.
• ### Method Summary

All Methods
Modifier and Type Method Description
FixedCouponBondPaymentPeriod adjustPaymentDate​(TemporalAdjuster adjuster)
static FixedCouponBondPaymentPeriod.Builder builder()
Returns a builder used to create an instance of the bean.
void collectIndices​(ImmutableSet.Builder<Index> builder)
Collects all the indices referred to by this period.
boolean equals​(Object obj)
Currency getCurrency()
Gets the primary currency of the payment period.
LocalDate getDetachmentDate()
Gets the detachment date.
LocalDate getEndDate()
Gets the end date of the payment period.
double getFixedRate()
Gets the fixed coupon rate.
double getNotional()
Gets the notional amount, must be positive.
LocalDate getPaymentDate()
Gets the date that the payment is made.
LocalDate getStartDate()
Gets the start date of the payment period.
LocalDate getUnadjustedEndDate()
LocalDate getUnadjustedStartDate()
double getYearFraction()
Gets the year fraction that the accrual period represents.
boolean hasExCouponPeriod()
Checks if there is an ex-coupon period.
int hashCode()
static FixedCouponBondPaymentPeriod.Meta meta()
The meta-bean for FixedCouponBondPaymentPeriod.
FixedCouponBondPaymentPeriod.Meta metaBean()
FixedCouponBondPaymentPeriod.Builder toBuilder()
Returns a builder that allows this bean to be mutated.
String toString()
• ### Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait
• ### Methods inherited from interface org.joda.beans.Bean

property, propertyNames
• ### Method Detail

• #### collectIndices

public void collectIndices​(ImmutableSet.Builder<Index> builder)
Description copied from interface: BondPaymentPeriod
Collects all the indices referred to by this period.

A period will typically refer to at least one index, such as 'GBP-LIBOR-3M'. Each index that is referred to must be added to the specified builder.

Specified by:
collectIndices in interface BondPaymentPeriod
Parameters:
builder - the builder to use

public FixedCouponBondPaymentPeriod adjustPaymentDate​(TemporalAdjuster adjuster)
Description copied from interface: BondPaymentPeriod

The adjuster is typically an instance of BusinessDayAdjustment. Implementations must return a new instance unless they are immutable and no change occurs.

Specified by:
adjustPaymentDate in interface BondPaymentPeriod
Parameters:
adjuster - the adjuster to apply to the payment date
Returns:
• #### getPaymentDate

public LocalDate getPaymentDate()
Description copied from interface: BondPaymentPeriod
Gets the date that the payment is made.

Each payment period has a single payment date. This date has been adjusted to be a valid business day.

Specified by:
getPaymentDate in interface BondPaymentPeriod
Returns:
the payment date of the period
• #### hasExCouponPeriod

public boolean hasExCouponPeriod()
Checks if there is an ex-coupon period.
Returns:
true if has an ex-coupon period
• #### meta

public static FixedCouponBondPaymentPeriod.Meta meta()
The meta-bean for FixedCouponBondPaymentPeriod.
Returns:
the meta-bean, not null
• #### builder

public static FixedCouponBondPaymentPeriod.Builder builder()
Returns a builder used to create an instance of the bean.
Returns:
the builder, not null
• #### metaBean

public FixedCouponBondPaymentPeriod.Meta metaBean()
Specified by:
metaBean in interface org.joda.beans.Bean
• #### getCurrency

public Currency getCurrency()
Gets the primary currency of the payment period.

The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency.

Specified by:
getCurrency in interface BondPaymentPeriod
Returns:
the value of the property, not null
• #### getNotional

public double getNotional()
Gets the notional amount, must be positive.

The notional amount applicable during the period. The currency of the notional is specified by currency.

Returns:
the value of the property
• #### getStartDate

public LocalDate getStartDate()
Gets the start date of the payment period.

This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Specified by:
getStartDate in interface BondPaymentPeriod
Returns:
the value of the property, not null
• #### getEndDate

public LocalDate getEndDate()
Gets the end date of the payment period.

This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.

Specified by:
getEndDate in interface BondPaymentPeriod
Returns:
the value of the property, not null

public LocalDate getUnadjustedStartDate()

When building, this will default to the start date if not specified.

Returns:
the value of the property, not null

public LocalDate getUnadjustedEndDate()

When building, this will default to the end date if not specified.

Returns:
the value of the property, not null
• #### getDetachmentDate

public LocalDate getDetachmentDate()
Gets the detachment date.

Some bonds trade ex-coupon before the coupon payment. The coupon is paid not to the owner of the bond on the payment date but to the owner of the bond on the detachment date.

When building, this will default to the end date if not specified.

Returns:
the value of the property, not null
• #### getFixedRate

public double getFixedRate()
Gets the fixed coupon rate.

The single payment is based on this fixed coupon rate.

Returns:
the value of the property
• #### getYearFraction

public double getYearFraction()
Gets the year fraction that the accrual period represents.

The year fraction of a bond period is based on the unadjusted dates.

The value is usually calculated using a DayCount. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.

Returns:
the value of the property
• #### toBuilder

public FixedCouponBondPaymentPeriod.Builder toBuilder()
Returns a builder that allows this bean to be mutated.
Returns:
the mutable builder, not null
• #### equals

public boolean equals​(Object obj)
Overrides:
equals in class Object
• #### hashCode

public int hashCode()
Overrides:
hashCode in class Object
• #### toString

public String toString()
Overrides:
toString in class Object