Class KnownAmountNotionalSwapPaymentPeriod

  • All Implemented Interfaces:
    NotionalPaymentPeriod, SwapPaymentPeriod, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class KnownAmountNotionalSwapPaymentPeriod
    extends Object
    implements NotionalPaymentPeriod, org.joda.beans.ImmutableBean, Serializable
    A period within a swap that results in a known amount.

    A swap leg consists of one or more periods that result in a payment. The standard class, RatePaymentPeriod, represents a payment period calculated from a fixed or floating rate. By contrast, this class represents a period where the amount of the payment is known and fixed.

    See Also:
    Serialized Form
    • Method Detail

      • getPaymentDate

        public LocalDate getPaymentDate()
        Description copied from interface: SwapPaymentPeriod
        Gets the date that the payment is made.

        Each payment period has a single payment date. This date has been adjusted to be a valid business day.

        Specified by:
        getPaymentDate in interface SwapPaymentPeriod
        Returns:
        the payment date of the period
      • getCurrency

        public Currency getCurrency()
        Gets the primary currency of the payment period.

        This is the currency of the swap leg and the currency that interest calculation is made in.

        The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency. See the optional fxReset property.

        Specified by:
        getCurrency in interface SwapPaymentPeriod
        Returns:
        the primary currency
      • collectIndices

        public void collectIndices​(ImmutableSet.Builder<Index> builder)
        Description copied from interface: SwapPaymentPeriod
        Collects all the indices referred to by this period.

        A period will typically refer to at least 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 SwapPaymentPeriod
        Parameters:
        builder - the builder to use
      • getPayment

        public Payment getPayment()
        Gets the payment.

        This includes the payment date and amount. If the schedule adjusts for business days, then the date is the adjusted date.

        Returns:
        the value of the property, not null
      • getStartDate

        public LocalDate getStartDate()
        Gets the start date of the payment period.

        This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.

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

        public LocalDate getEndDate()
        Gets the end date of the payment period.

        This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.

        Specified by:
        getEndDate in interface SwapPaymentPeriod
        Returns:
        the value of the property, not null
      • getUnadjustedStartDate

        public LocalDate getUnadjustedStartDate()
        Gets the unadjusted start date.

        The start date before any business day adjustment is applied.

        When building, this will default to the start date if not specified.

        Returns:
        the value of the property, not null
      • getUnadjustedEndDate

        public LocalDate getUnadjustedEndDate()
        Gets the unadjusted end date.

        The end date before any business day adjustment is applied.

        When building, this will default to the end date if not specified.

        Returns:
        the value of the property, not null
      • getNotionalAmount

        public CurrencyAmount getNotionalAmount()
        Gets the notional amount, positive if receiving, negative if paying.

        The notional amount applicable during the period. The currency of the notional is typically the same as currency. However, if FX reset applies, the currency will differ.

        Specified by:
        getNotionalAmount in interface NotionalPaymentPeriod
        Returns:
        the value of the property
      • getFxResetObservation

        public Optional<FxIndexObservation> getFxResetObservation()
        Gets the FX reset definition, optional.

        This property is used when the defined amount of the notional is specified in a currency other than the currency of the swap leg. When this occurs, the notional amount has to be converted using an FX rate to the swap leg currency.

        The FX reset definition must be valid. The payment currency and the currency of the notional must differ, and the currency pair must be that of the observation.

        Specified by:
        getFxResetObservation in interface NotionalPaymentPeriod
        Returns:
        the optional value of the property, not null
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object