## Class IborAveragedFixing

• java.lang.Object
• com.opengamma.strata.product.rate.IborAveragedFixing
• All Implemented Interfaces:
java.io.Serializable, Bean, ImmutableBean

public final class IborAveragedFixing
extends java.lang.Object
implements ImmutableBean, java.io.Serializable
A single fixing of an index that is observed by IborAveragedRateComputation.

The interest rate is determined for each reset period, with the weight used to create a weighted average.

Serialized Form
• ### Nested Class Summary

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

All Methods
Modifier and Type Method Description
static IborAveragedFixing.Builder builder()
Returns a builder used to create an instance of the bean.
boolean equals​(java.lang.Object obj)
java.util.OptionalDouble getFixedRate()
Gets the fixed rate for the fixing date, optional.
IborIndexObservation getObservation()
Gets the Ibor index observation to use to determine a rate for the reset period.
double getWeight()
Gets the weight to apply to this fixing.
int hashCode()
static IborAveragedFixing.Meta meta()
The meta-bean for IborAveragedFixing.
IborAveragedFixing.Meta metaBean()
static IborAveragedFixing of​(IborIndexObservation observation)
Creates a IborAveragedFixing from the fixing date with a weight of 1.
static IborAveragedFixing of​(IborIndexObservation observation, java.lang.Double fixedRate)
Creates a IborAveragedFixing from the fixing date with a weight of 1.
static IborAveragedFixing ofDaysInResetPeriod​(IborIndexObservation observation, java.time.LocalDate startDate, java.time.LocalDate endDate)
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
static IborAveragedFixing ofDaysInResetPeriod​(IborIndexObservation observation, java.time.LocalDate startDate, java.time.LocalDate endDate, java.lang.Double fixedRate)
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
IborAveragedFixing.Builder toBuilder()
Returns a builder that allows this bean to be mutated.
java.lang.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 IborAveragedFixing of​(IborIndexObservation observation)
Creates a IborAveragedFixing from the fixing date with a weight of 1.
Parameters:
observation - the Ibor observation
Returns:
the unweighted fixing information
• #### of

public static IborAveragedFixing of​(IborIndexObservation observation,
java.lang.Double fixedRate)
Creates a IborAveragedFixing from the fixing date with a weight of 1.
Parameters:
observation - the Ibor observation
fixedRate - the fixed rate for the fixing date, optional, may be null
Returns:
the unweighted fixing information
• #### ofDaysInResetPeriod

public static IborAveragedFixing ofDaysInResetPeriod​(IborIndexObservation observation,
java.time.LocalDate startDate,
java.time.LocalDate endDate)
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

This implements the standard approach to average weights, which is to set each weight to the actual number of days between the start and end of the reset period.

Parameters:
observation - the Ibor observation
startDate - the start date of the reset period
endDate - the end date of the reset period
Returns:
the weighted fixing information
• #### ofDaysInResetPeriod

public static IborAveragedFixing ofDaysInResetPeriod​(IborIndexObservation observation,
java.time.LocalDate startDate,
java.time.LocalDate endDate,
java.lang.Double fixedRate)
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

This implements the standard approach to average weights, which is to set each weight to the actual number of days between the start and end of the reset period.

Parameters:
observation - the Ibor observation
startDate - the start date of the reset period
endDate - the end date of the reset period
fixedRate - the fixed rate for the fixing date, optional, may be null
Returns:
the weighted fixing information
• #### meta

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

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

public IborAveragedFixing.Meta metaBean()
Specified by:
metaBean in interface Bean
• #### getObservation

public IborIndexObservation getObservation()
Gets the Ibor index observation to use to determine a rate for the reset period.
Returns:
the value of the property, not null
• #### getFixedRate

public java.util.OptionalDouble getFixedRate()
Gets the fixed rate for the fixing date, optional. A 5% rate will be expressed as 0.05.

In certain circumstances two counterparties agree the rate of a fixing when the contract starts. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply.

If the value not present, which is the normal case, then the rate is observed via the normal fixing process.

Returns:
the optional value of the property, not null
• #### getWeight

public double getWeight()
Gets the weight to apply to this fixing.

If the averaging is unweighted, then all weights must be one.

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

public IborAveragedFixing.Builder toBuilder()
Returns a builder that allows this bean to be mutated.
Returns:
the mutable builder, 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