java.lang.Object
- com.opengamma.strata.product.swap.Swap

All Implemented Interfaces:

Resolvable<ResolvedSwap>, Product, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class Swap
extends Object
implements Product, Resolvable<ResolvedSwap>, org.joda.beans.ImmutableBean, Serializable
```
A rate swap.
A rate swap is a financial instrument that represents the exchange of streams of payments. The swap is formed of legs, where each leg typically represents the obligations of the seller or buyer of the swap. In the simplest vanilla interest rate swap, there are two legs, one with a fixed rate and the other a floating rate. Many other more complex swaps can also be represented.
For example, a swap might involve an agreement to exchange the difference between the fixed rate of 1% and the 'GBP-LIBOR-3M' rate every 3 months for 2 years.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class Description

static class Swap.Builder
The bean-builder for Swap.

static class Swap.Meta
The meta-bean for Swap.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`ImmutableSet<Currency>`	`allCurrencies()`	Returns the set of currencies referred to by the swap.
`ImmutableSet<Index>`	`allIndices()`	Returns the set of indices referred to by the swap.
`ImmutableSet<Currency>`	`allPaymentCurrencies()`	Returns the set of payment currencies referred to by the swap.
`static Swap.Builder`	`builder()`	Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`AdjustableDate`	`getEndDate()`	Gets the accrual end date of the swap.
`Optional<SwapLeg>`	`getLeg(PayReceive payReceive)`	Gets the first pay or receive leg of the swap.
`ImmutableList<SwapLeg>`	`getLegs()`	Gets the legs of the swap.
`ImmutableList<SwapLeg>`	`getLegs(SwapLegType type)`	Gets the legs of the swap with the specified type.
`Optional<SwapLeg>`	`getPayLeg()`	Gets the first pay leg of the swap.
`Optional<SwapLeg>`	`getReceiveLeg()`	Gets the first receive leg of the swap.
`AdjustableDate`	`getStartDate()`	Gets the accrual start date of the swap.
`int`	`hashCode()`
`static Swap.Meta`	`meta()`	The meta-bean for `Swap`.
`Swap.Meta`	`metaBean()`
`static Swap`	`of(SwapLeg... legs)`	Creates a swap from one or more swap legs.
`static Swap`	`of(List<? extends SwapLeg> legs)`	Creates a swap from one or more swap legs.
`Swap`	`replaceStartDate(LocalDate adjustedStartDate)`	Returns an instance based on this swap with the start date replaced.
`ResolvedSwap`	`resolve(ReferenceData refData)`	Resolves this object using the specified reference data.
`String`	`summaryDescription()`	Summarizes this swap into string form.
`Swap.Builder`	`toBuilder()`	Returns a builder that allows this bean to be mutated.
`String`	`toString()`

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

Methods inherited from interface com.opengamma.strata.product.Product
isCrossCurrency

- Method Detail
  - of
```
public static Swap of(SwapLeg... legs)
```
    Creates a swap from one or more swap legs.
    While most swaps have two legs, other combinations are possible.
    
    Parameters:
    
    legs - the array of legs
    
    Returns:
    
    the swap
  - of
```
public static Swap of(List<? extends SwapLeg> legs)
```
    Creates a swap from one or more swap legs.
    While most swaps have two legs, other combinations are possible.
    
    Parameters:
    
    legs - the list of legs
    
    Returns:
    
    the swap
  - getLegs
```
public ImmutableList<SwapLeg> getLegs(SwapLegType type)
```
    Gets the legs of the swap with the specified type.
    This returns all the legs with the given type.
    
    Parameters:
    
    type - the type to find
    
    Returns:
    
    the matching legs of the swap
  - getLeg
```
public Optional<SwapLeg> getLeg(PayReceive payReceive)
```
    Gets the first pay or receive leg of the swap.
    This returns the first pay or receive leg of the swap, empty if no matching leg.
    
    Parameters:
    
    payReceive - the pay or receive flag
    
    Returns:
    
    the first matching leg of the swap
  - getPayLeg
```
public Optional<SwapLeg> getPayLeg()
```
    Gets the first pay leg of the swap.
    This returns the first pay leg of the swap, empty if no pay leg.
    
    Returns:
    
    the first pay leg of the swap
  - getReceiveLeg
```
public Optional<SwapLeg> getReceiveLeg()
```
    Gets the first receive leg of the swap.
    This returns the first receive leg of the swap, empty if no receive leg.
    
    Returns:
    
    the first receive leg of the swap
  - getStartDate
```
public AdjustableDate getStartDate()
```
    Gets the accrual start date of the swap.
    This is the earliest accrual date of the legs, often known as the effective date. The latest date is chosen by examining the unadjusted end date.
    
    Returns:
    
    the start date of the swap
  - getEndDate
```
public AdjustableDate getEndDate()
```
    Gets the accrual end date of the swap.
    This is the latest accrual date of the legs, often known as the termination date. The latest date is chosen by examining the unadjusted end date.
    
    Returns:
    
    the end date of the swap
  - allPaymentCurrencies
```
public ImmutableSet<Currency> allPaymentCurrencies()
```
    Returns the set of payment currencies referred to by the swap.
    This returns the complete set of payment currencies for the swap. This will typically return one or two currencies.
    If there is an FX reset, then this set contains the currency of the payment, not the currency of the notional. Note that in many cases, the currency of the FX reset notional will be the currency of the other leg.
    
    Specified by:
    
    allPaymentCurrencies in interface Product
    
    Returns:
    
    the set of payment currencies referred to by this swap
  - allCurrencies
```
public ImmutableSet<Currency> allCurrencies()
```
    Returns the set of currencies referred to by the swap.
    This returns the complete set of currencies for the swap, not just the payment currencies.
    
    Specified by:
    
    allCurrencies in interface Product
    
    Returns:
    
    the set of currencies referred to by this swap
  - allIndices
```
public ImmutableSet<Index> allIndices()
```
    Returns the set of indices referred to by the swap.
    A swap will typically refer to at least one index, such as 'GBP-LIBOR-3M'. Calling this method will return the complete list of indices, including any associated with FX reset.
    
    Returns:
    
    the set of indices referred to by this swap
  - summaryDescription
```
public String summaryDescription()
```
    Summarizes this swap into string form.
    
    Returns:
    
    the summary description
  - replaceStartDate
```
public Swap replaceStartDate(LocalDate adjustedStartDate)
```
    Returns an instance based on this swap with the start date replaced.
    This is used to change the start date of the swap, and is currently used by Swaption.
    
    Parameters:
    
    adjustedStartDate - the new adjusted start date
    
    Returns:
    
    the updated swap
    
    Throws:
    
    IllegalArgumentException - if the start date cannot be replaced with the proposed start date
    
    UnsupportedOperationException - if changing the start date is not supported
  - resolve
```
public ResolvedSwap resolve(ReferenceData refData)
```
    Description copied from interface: Resolvable
    
    Resolves this object using the specified reference data.
    This converts the object implementing this interface to the equivalent resolved form. All ReferenceDataId identifiers in this instance will be resolved. The resolved form will typically be a type that is optimized for pricing.
    Resolved objects may be bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.
    
    Specified by:
    
    resolve in interface Resolvable<ResolvedSwap>
    
    Parameters:
    
    refData - the reference data to use when resolving
    
    Returns:
    
    the resolved instance
  - meta
```
public static Swap.Meta meta()
```
    The meta-bean for Swap.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static Swap.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public Swap.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getLegs
```
public ImmutableList<SwapLeg> getLegs()
```
    Gets the legs of the swap.
    A swap consists of one or more legs. The legs of a swap are essentially unordered, however it is more efficient and closer to user expectation to treat them as being ordered.
    
    Returns:
    
    the value of the property, not empty
  - toBuilder
```
public Swap.Builder toBuilder()
```
    Returns a builder that allows this bean to be mutated.
    
    Returns:
    
    the mutable builder, not null
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Modifier and Type	Class	Description
`static class`	`Swap.Builder`	The bean-builder for `Swap`.
`static class`	`Swap.Meta`	The meta-bean for `Swap`.

Class Swap

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Methods inherited from interface com.opengamma.strata.product.Product

Method Detail

of

of

getLegs

getLeg

getPayLeg

getReceiveLeg

getStartDate

getEndDate

allPaymentCurrencies

allCurrencies

allIndices

summaryDescription

replaceStartDate

resolve

meta

builder

metaBean

getLegs

toBuilder

equals

hashCode

toString