## Class CreditCouponPaymentPeriod

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

public final class CreditCouponPaymentPeriod
extends Object
implements org.joda.beans.ImmutableBean, 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.

Serialized Form
• ### Nested Class Summary

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

All Methods
Modifier and Type Method Description
static CreditCouponPaymentPeriod.Builder builder()
Returns a builder used to create an instance of the bean.
boolean equals​(Object obj)
Currency getCurrency()
Gets the primary currency of the payment period.
LocalDate getEffectiveEndDate()
Gets the effective protection end date of the period.
LocalDate getEffectiveStartDate()
Gets the effective protection start date of the period.
LocalDate getEndDate()
Gets the end date of the accrual period.
double getFixedRate()
Gets the fixed coupon rate.
double getNotional()
Gets the notional amount, must be positive.
LocalDate getPaymentDate()
Gets the payment date.
LocalDate getStartDate()
Gets the start date of the accrual period.
LocalDate getUnadjustedEndDate()
LocalDate getUnadjustedStartDate()
double getYearFraction()
Gets the year fraction that the accrual period represents.
int hashCode()
static CreditCouponPaymentPeriod.Meta meta()
The meta-bean for CreditCouponPaymentPeriod.
CreditCouponPaymentPeriod.Meta metaBean()
CreditCouponPaymentPeriod.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

• #### meta

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

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

public CreditCouponPaymentPeriod.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.

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 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 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

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
• #### getEffectiveStartDate

public 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 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 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
• #### toBuilder

public CreditCouponPaymentPeriod.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