Class FutureValueNotional

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

    public final class FutureValueNotional
    extends java.lang.Object
    implements ImmutableBean, java.io.Serializable
    A future value notional amount for a fixed swap leg .

    The future value notional is calculated as the notional multiplied by one plus the fixed rate raised to the power of the fixed rate day count fraction, i.e. Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction).

    The future value notional is normally only required for Brazilian CDI Swaps.

    See Also:
    Serialized Form
    • Method Detail

      • autoCalculate

        public static FutureValueNotional autoCalculate()
        Obtains an empty instance, that causes the future value notional to be automatically calculated using the standard formula.
        Returns:
        the empty instance
      • of

        public static FutureValueNotional of​(double value,
                                             java.time.LocalDate valueDate,
                                             int dayCountDays)
        Obtains an instance from the specified amount, date and number of days.
        Parameters:
        value - the amount
        valueDate - the value date
        dayCountDays - the number of days
        Returns:
        the future value notional
      • of

        public static FutureValueNotional of​(double value)
        Obtains an instance from the specified amount.
        Parameters:
        value - the amount
        Returns:
        the future value notional
      • meta

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

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

        public java.util.OptionalDouble getValue()
        Gets the amount.

        The future value notional amount, derived as per the standard formula.

        Returns:
        the optional value of the property, not null
      • getValueDate

        public java.util.Optional<java.time.LocalDate> getValueDate()
        Gets the value date.

        This is the adjusted value date of the future value amount, which is the adjusted end date.

        Returns:
        the optional value of the property, not null
      • getDayCountDays

        public java.util.OptionalInt getDayCountDays()
        Gets the number of days in the calculation period.

        This defines the number of days from the adjusted start date to the adjusted end date as calculated by the day count.

        Returns:
        the optional value of the property, not null
      • toBuilder

        public FutureValueNotional.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