Package com.opengamma.strata.pricer.credit

Class JumpToDefault

java.lang.Object

com.opengamma.strata.pricer.credit.JumpToDefault

All Implemented Interfaces:

FxConvertible<JumpToDefault>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class JumpToDefault
extends Object
implements FxConvertible<JumpToDefault>, org.joda.beans.ImmutableBean, Serializable

The result of calculating Jump-To-Default.

The result is an array of currency amounts, all with the same currency, keyed by the legal entity StandardId.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
JumpToDefault	convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this instance to an equivalent amount in the specified currency.
boolean	equals(Object obj)
ImmutableMap<StandardId,Double>	getAmounts()	Gets the amounts, identified by legal entity ID.
Currency	getCurrency()	Gets the currency of the amounts.
int	hashCode()
static JumpToDefault.Meta	meta()	The meta-bean for JumpToDefault.
JumpToDefault.Meta	metaBean()
static JumpToDefault	of(Currency currency, Map<StandardId,Double> splitValues)	Obtains an instance from currency and map.
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 JumpToDefault of(Currency currency,
                               Map<StandardId,Double> splitValues)

Obtains an instance from currency and map.

Parameters:

currency - the currency of the values

splitValues - the split values

Returns:

the instance

convertedTo

public JumpToDefault convertedTo(Currency resultCurrency,
                                 FxRateProvider rateProvider)

Description copied from interface: FxConvertible

Converts this instance to an equivalent amount in the specified currency.

The result, which may be of a different type, will be expressed in terms of the given currency. Any FX conversion that is required will use rates from the provider.

Specified by:

convertedTo in interface FxConvertible<JumpToDefault>

Parameters:

resultCurrency - the currency of the result

rateProvider - the provider of FX rates

Returns:

the converted instance, which should be expressed in the specified currency

meta

public static JumpToDefault.Meta meta()

The meta-bean for JumpToDefault.

Returns:

the meta-bean, not null

metaBean

public JumpToDefault.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getCurrency

public Currency getCurrency()

Gets the currency of the amounts.

Returns:

the value of the property, not null

getAmounts

public ImmutableMap<StandardId,Double> getAmounts()

Gets the amounts, identified by legal entity ID.

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