Class DepositIsdaCreditCurveNode

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

    public final class DepositIsdaCreditCurveNode
    extends Object
    implements IsdaCreditCurveNode, org.joda.beans.ImmutableBean, Serializable
    An ISDA compliant curve node whose instrument is a term deposit.

    A term deposit is a financial instrument that provides a fixed rate of interest on an amount for a specific term. observableId is used to access the market data value of this fixed rate.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static DepositIsdaCreditCurveNode of​(ObservableId observableId,
                                                    DaysAdjustment spotDateOffset,
                                                    BusinessDayAdjustment businessDayAdjustment,
                                                    Tenor tenor,
                                                    DayCount dayCount)
        Returns a curve node for a term deposit.

        The label will be created using tenor.

        observableId - the observable ID
        spotDateOffset - the spot date offset
        businessDayAdjustment - the business day adjustment
        tenor - the tenor
        dayCount - the day count
        the curve node
      • date

        public LocalDate date​(LocalDate tradeDate,
                              ReferenceData refData)
        Description copied from interface: IsdaCreditCurveNode
        Calculates the date associated with the node.

        Each curve node has an associated date which defines the x-value in the curve. This is typically the adjusted end date of the instrument.

        Specified by:
        date in interface IsdaCreditCurveNode
        tradeDate - the trade date
        refData - the reference data
        the node date
      • getLabel

        public String getLabel()
        Gets the label to use for the node, defaulted.

        When building, this will default based on the tenor if not specified.

        Specified by:
        getLabel in interface IsdaCreditCurveNode
        the value of the property, not empty
      • getObservableId

        public ObservableId getObservableId()
        Gets the identifier of the market data value that provides the rate.
        Specified by:
        getObservableId in interface IsdaCreditCurveNode
        the value of the property, not null
      • getTenor

        public Tenor getTenor()
        Gets the period between the start date and the end date.
        the value of the property, not null
      • getSpotDateOffset

        public DaysAdjustment getSpotDateOffset()
        Gets the offset of the start date from the trade date.

        The offset is applied to the trade date and is typically plus 2 business days.

        the value of the property, not null
      • getBusinessDayAdjustment

        public BusinessDayAdjustment getBusinessDayAdjustment()
        Gets the business day adjustment to apply to the start and end date.

        The start and end date will be adjusted as defined here.

        the value of the property, not null
      • getDayCount

        public DayCount getDayCount()
        Gets the day count convention.

        This defines the term year fraction.

        the value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object