Class InflationEndMonthRateComputation

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

    public final class InflationEndMonthRateComputation
    extends java.lang.Object
    implements RateComputation, ImmutableBean, java.io.Serializable
    Defines the computation of inflation figures from a price index where the start index value is known.

    A typical application of this rate computation is payments of a capital indexed bond, where the reference start month is start month of the bond rather than start month of the payment period.

    A price index is typically published monthly and has a delay before publication. The rate observed by this instance will be based on the start index value and the observation relative to the end month.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static InflationEndMonthRateComputation of​(PriceIndex index,
                                                          double startIndexValue,
                                                          java.time.YearMonth referenceEndMonth)
        Creates an instance from an index, start index value and reference end month.
        Parameters:
        index - the index
        startIndexValue - the start index value
        referenceEndMonth - the reference end month
        Returns:
        the inflation rate computation
      • getIndex

        public PriceIndex getIndex()
        Gets the Price index.
        Returns:
        the Price index
      • collectIndices

        public void collectIndices​(com.google.common.collect.ImmutableSet.Builder<Index> builder)
        Description copied from interface: RateComputation
        Collects all the indices referred to by this computation.

        A computation will typically refer to 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 RateComputation
        Parameters:
        builder - the builder to use
      • getStartIndexValue

        public double getStartIndexValue()
        Gets the start index value.

        The published index value of the start month.

        Returns:
        the value of the property
      • getEndObservation

        public PriceIndexObservation getEndObservation()
        Gets the observation at the end.

        The inflation rate is the ratio between the start index value and end observation. The end month is typically three months before the end of the period.

        Returns:
        the value of the property, 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