Class CreditCouponPaymentPeriod

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

    public final class CreditCouponPaymentPeriod
    extends java.lang.Object
    implements ImmutableBean, java.io.Serializable
    A period over which a fixed coupon is paid.

    A single payment period within a CDS, ResolvedCds. The payments of the CDS consist of periodic coupon payments and protection payment on default. This class represents a single payment of the periodic payments.

    See Also:
    Serialized Form
    • Method Detail

      • 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.

        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 java.time.LocalDate getStartDate()
        Gets the start date of the accrual period.

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

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

        public java.time.LocalDate getEndDate()
        Gets the end date of the accrual period.

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

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

        public java.time.LocalDate getUnadjustedStartDate()
        Gets the unadjusted start date.

        The start date before any business day adjustment is applied.

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

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

        public java.time.LocalDate getUnadjustedEndDate()
        Gets the unadjusted end date.

        The end date before any business day adjustment is applied.

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

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

        public java.time.LocalDate getEffectiveStartDate()
        Gets the effective protection start date of the period.

        This is the first date in the protection period associated with the payment period.

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

        public java.time.LocalDate getEffectiveEndDate()
        Gets the effective protection end date of the period.

        This is the last date in the protection period associated with the payment period.

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

        public java.time.LocalDate getPaymentDate()
        Gets the payment date.

        The fixed rate is paid on this date. This is not necessarily the same as endDate.

        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. The coupon must be represented in fraction.

        Returns:
        the value of the property
      • getYearFraction

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

        The year fraction of a period is based on startDate and endDate. The value is usually calculated using a specific DayCount.

        Returns:
        the value of the property
      • 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