Class OvernightCompoundedAnnualRateComputation

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

    public final class OvernightCompoundedAnnualRateComputation
    extends java.lang.Object
    implements OvernightRateComputation, ImmutableBean, java.io.Serializable
    Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.

    An interest rate determined directly from an overnight index that follows overnight compounding using an annualized rate. For example, a rate determined by compounding values from 'BRL-CDI'.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static OvernightCompoundedAnnualRateComputation of​(OvernightIndex index,
                                                                  java.time.LocalDate startDate,
                                                                  java.time.LocalDate endDate,
                                                                  ReferenceData refData)
        Obtains an instance from an index and period dates.
        Parameters:
        index - the index
        startDate - the first date of the accrual period
        endDate - the last date of the accrual period
        refData - the reference data to use when resolving holiday calendars
        Returns:
        the rate computation
      • getStartDate

        public java.time.LocalDate getStartDate()
        Gets the fixing date associated with the start date of the accrual period.

        This is also the first fixing date. The overnight rate is observed from this date onwards.

        In general, the fixing dates and accrual dates are the same for an overnight index. However, in the case of a Tomorrow/Next index, the fixing period is one business day before the accrual period.

        Specified by:
        getStartDate in interface OvernightRateComputation
        Returns:
        the value of the property, not null
      • getEndDate

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

        The overnight rate is observed until this date.

        In general, the fixing dates and accrual dates are the same for an overnight index. However, in the case of a Tomorrow/Next index, the fixing period is one business day before the accrual period.

        Specified by:
        getEndDate in interface OvernightRateComputation
        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