## Class ResolvedIborCapFloor

• All Implemented Interfaces:
ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedIborCapFloor
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
An Ibor cap/floor, resolved for pricing.

This is the resolved form of IborCapFloor and is an input to the pricers. Applications will typically create a ResolvedIborCapFloor from a IborCapFloor using IborCapFloor.resolve(ReferenceData).

A ResolvedIborCapFloor is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

Serialized Form
• ### Nested Class Summary

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

All Methods
Modifier and Type Method Description
ImmutableSet<Index> allIndices()
Returns the set of indices referred to by the cap/floor.
ImmutableSet<Currency> allPaymentCurrencies()
Returns the set of payment currencies referred to by the cap/floor.
boolean equals​(Object obj)
ResolvedIborCapFloorLeg getCapFloorLeg()
Gets the Ibor cap/floor leg of the product.
Optional<ResolvedSwapLeg> getPayLeg()
Gets the optional pay leg of the product.
int hashCode()
static ResolvedIborCapFloor.Meta meta()
The meta-bean for ResolvedIborCapFloor.
ResolvedIborCapFloor.Meta metaBean()
static ResolvedIborCapFloor of​(ResolvedIborCapFloorLeg capFloorLeg)
Obtains an instance from a cap/floor leg with no pay leg.
static ResolvedIborCapFloor of​(ResolvedIborCapFloorLeg capFloorLeg, ResolvedSwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
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

• #### of

public static ResolvedIborCapFloor of​(ResolvedIborCapFloorLeg capFloorLeg)
Obtains an instance from a cap/floor leg with no pay leg.

The pay leg is absent in the resulting cap/floor.

Parameters:
capFloorLeg - the cap/floor leg
Returns:
the cap/floor
• #### of

public static ResolvedIborCapFloor of​(ResolvedIborCapFloorLeg capFloorLeg,
ResolvedSwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
Parameters:
capFloorLeg - the cap/floor leg
payLeg - the pay leg
Returns:
the cap/floor
• #### allPaymentCurrencies

public ImmutableSet<Currency> allPaymentCurrencies()
Returns the set of payment currencies referred to by the cap/floor.

This returns the complete set of payment currencies for the cap/floor. This will typically return one currency, but could return two.

Returns:
the set of payment currencies referred to by this swap
• #### allIndices

public ImmutableSet<Index> allIndices()
Returns the set of indices referred to by the cap/floor.

A cap/floor will typically refer to one index, such as 'GBP-LIBOR-3M'. Calling this method will return the complete list of indices.

Returns:
the set of indices referred to by this cap/floor
• #### meta

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

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

public ResolvedIborCapFloorLeg getCapFloorLeg()
Gets the Ibor cap/floor leg of the product.

This is associated with periodic payments based on Ibor rate. The payments are Ibor caplets or Ibor floorlets.

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

public Optional<ResolvedSwapLeg> getPayLeg()
Gets the optional pay leg of the product.

These periodic payments are not made for typical cap/floor products. Instead the premium is paid upfront.

Returns:
the optional value of the property, 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