Package com.opengamma.strata.basics.value

Class ValueStepSequence

java.lang.Object

com.opengamma.strata.basics.value.ValueStepSequence

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ValueStepSequence
extends Object
implements org.joda.beans.ImmutableBean, Serializable

A sequence of steps that vary a value over time.

A financial value, such as the notional or interest rate, may vary over time. This class represents a sequence of changes in the value within ValueSchedule.

The sequence is defined by a start date, end date and frequency. The adjustment at each step is defined using ValueAdjustment.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ValueStepSequence.Meta	The meta-bean for ValueStepSequence.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
ValueAdjustment	getAdjustment()	Gets the adjustment representing the change that occurs at each step.
LocalDate	getFirstStepDate()	Gets the first date in the sequence.
Frequency	getFrequency()	Gets the frequency of the sequence.
LocalDate	getLastStepDate()	Gets the last date in the sequence.
int	hashCode()
static ValueStepSequence.Meta	meta()	The meta-bean for ValueStepSequence.
ValueStepSequence.Meta	metaBean()
static ValueStepSequence	of(LocalDate firstStepDate, LocalDate lastStepDate, Frequency frequency, ValueAdjustment adjustment)	Obtains an instance from the dates, frequency and change.
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

Method Detail

of

public static ValueStepSequence of(LocalDate firstStepDate,
                                   LocalDate lastStepDate,
                                   Frequency frequency,
                                   ValueAdjustment adjustment)

Obtains an instance from the dates, frequency and change.

Parameters:

firstStepDate - the first date of the sequence

lastStepDate - the last date of the sequence

frequency - the frequency of changes

adjustment - the adjustment at each step

Returns:

the varying step

meta

public static ValueStepSequence.Meta meta()

The meta-bean for ValueStepSequence.

Returns:

the meta-bean, not null

metaBean

public ValueStepSequence.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getFirstStepDate

public LocalDate getFirstStepDate()

Gets the first date in the sequence.

This sequence will change the value on this date, but not before. This must be one of the unadjusted dates in the schedule period schedule.

For example, consider a 5 year swap from 2012-02-01 to 2017-02-01 with 6 month frequency. The date '2013-02-01' is an unadjusted schedule period boundary, and so may be specified here.

Returns:

the value of the property, not null

getLastStepDate

public LocalDate getLastStepDate()

Gets the last date in the sequence.

This sequence will change the value on this date, but not after. This must be one of the unadjusted dates in the schedule period schedule.

For example, consider a 5 year swap from 2012-02-01 to 2017-02-01 with 6 month frequency. The date '2015-02-01' is an unadjusted schedule period boundary, and so may be specified here.

Returns:

the value of the property, not null

getFrequency

public Frequency getFrequency()

Gets the frequency of the sequence.

This sequence will change the value on each date between the start and end defined by this frequency. The frequency is interpreted relative to the frequency of a Schedule. It must be equal or greater than the related schedule.

Returns:

the value of the property, not null

getAdjustment

public ValueAdjustment getAdjustment()

Gets the adjustment representing the change that occurs at each step.

The adjustment type must not be 'Replace'.

Returns:

the value of the property, 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