Interface NotionalPaymentPeriod

  • All Superinterfaces:
    SwapPaymentPeriod
    All Known Implementing Classes:
    KnownAmountNotionalSwapPaymentPeriod, RatePaymentPeriod

    public interface NotionalPaymentPeriod
    extends SwapPaymentPeriod
    A period over which interest is accrued with a single payment calculated using a notional.

    This is a single payment period within a swap leg. The amount of the payment is defined by implementations of this interface. It is typically based on a rate of interest.

    This interface imposes few restrictions on the payment periods. It extends SwapPaymentPeriod to require that the period is based on a notional amount.

    Implementations must be immutable and thread-safe beans.

    • Method Detail

      • getNotionalAmount

        CurrencyAmount getNotionalAmount()
        The notional amount, positive if receiving, negative if paying.

        This is the notional amount applicable during the period. The currency may differ from that returned by SwapPaymentPeriod.getCurrency(), for example if the swap contains an FX reset.

        Returns:
        the notional amount of the period
      • getFxResetObservation

        java.util.Optional<FxIndexObservation> getFxResetObservation()
        Gets the FX reset observation, 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 currency of the period and the currency of the notional must differ, and the currency pair must be that of the observation.

        Returns:
        the optional FX reset observation