java.lang.Object
- com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

All Implemented Interfaces:

ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ResolvedCapitalIndexedBond
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
```
A capital indexed bond.
This is the resolved form of CapitalIndexedBond and is an input to the pricers. Applications will typically create a ResolvedCapitalIndexedBond from a CapitalIndexedBond using CapitalIndexedBond.resolve(ReferenceData).
The periodic coupon payments are defined in periodicPayments, whereas nominalPayment separately represents the nominal payments.
The legal entity of this bond is identified by legalEntityId. The enum, yieldConvention, specifies the yield computation convention. The accrued interest must be computed with dayCount.
A ResolvedCapitalIndexedBond is 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.
Price
Strata uses decimal prices for bonds in the trade model, pricers and market data. For example, a price of 99.32% is represented in Strata by 0.9932.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`accruedInterest(LocalDate referenceDate)`	Calculates the accrued interest of the bond with the specified date.
`static ResolvedCapitalIndexedBond.Builder`	`builder()`	Returns a builder used to create an instance of the bean.
`LocalDate`	`calculateSettlementDateFromValuation(LocalDate valuationDate, ReferenceData refData)`	Calculates the settlement date from the valuation date.
`boolean`	`equals(Object obj)`
`Optional<CapitalIndexedBondPaymentPeriod>`	`findPeriod(LocalDate date)`	Finds the period that contains the specified date.
`OptionalInt`	`findPeriodIndex(LocalDate date)`	Finds the period that contains the specified date.
`Currency`	`getCurrency()`	Gets the currency of the product.
`DayCount`	`getDayCount()`	Gets the day count convention applicable.
`LocalDate`	`getEndDate()`	Gets the end date of the product.
`double`	`getFirstIndexValue()`	Gets the first index value
`Frequency`	`getFrequency()`	Gets the frequency of the bond payments.
`LegalEntityId`	`getLegalEntityId()`	Gets the legal entity identifier.
`CapitalIndexedBondPaymentPeriod`	`getNominalPayment()`	Gets the nominal payment of the product.
`double`	`getNotional()`	Gets the notional amount, must be positive.
`ImmutableList<CapitalIndexedBondPaymentPeriod>`	`getPeriodicPayments()`	Gets the periodic payments of the product.
`InflationRateCalculation`	`getRateCalculation()`	Gets the inflation rate calculation.
`RollConvention`	`getRollConvention()`	Gets the roll convention of the bond payments.
`SecurityId`	`getSecurityId()`	Gets the security identifier.
`DaysAdjustment`	`getSettlementDateOffset()`	Gets the number of days between valuation date and settlement date.
`LocalDate`	`getStartDate()`	Gets the start date of the product.
`LocalDate`	`getUnadjustedEndDate()`	The unadjusted end date.
`LocalDate`	`getUnadjustedStartDate()`	The unadjusted start date.
`CapitalIndexedBondYieldConvention`	`getYieldConvention()`	Gets yield convention.
`boolean`	`hasExCouponPeriod()`	Checks if there is an ex-coupon period.
`int`	`hashCode()`
`static ResolvedCapitalIndexedBond.Meta`	`meta()`	The meta-bean for `ResolvedCapitalIndexedBond`.
`ResolvedCapitalIndexedBond.Meta`	`metaBean()`
`ResolvedCapitalIndexedBond.Builder`	`toBuilder()`	Returns a builder that allows this bean to be mutated.
`String`	`toString()`
`double`	`yearFraction(LocalDate startDate, LocalDate endDate)`	Calculates the year fraction within the specified period.
`double`	`yearFraction(LocalDate startDate, LocalDate endDate, DayCount dayCount)`	Calculates the year fraction within the specified period and day count.

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
  - getStartDate
```
public LocalDate getStartDate()
```
    Gets the start date of the product.
    This is the first coupon period date of the bond, often known as the effective date. This date has been adjusted to be a valid business day.
    
    Returns:
    
    the start date
  - getEndDate
```
public LocalDate getEndDate()
```
    Gets the end date of the product.
    This is the last coupon period date of the bond, often known as the maturity date. This date has been adjusted to be a valid business day.
    
    Returns:
    
    the end date
  - getUnadjustedStartDate
```
public LocalDate getUnadjustedStartDate()
```
    The unadjusted start date.
    This is the unadjusted first coupon period date of the bond.
    
    Returns:
    
    the unadjusted start date
  - getUnadjustedEndDate
```
public LocalDate getUnadjustedEndDate()
```
    The unadjusted end date.
    This is the unadjusted last coupon period date of the bond.
    
    Returns:
    
    the unadjusted end date
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the product.
    All payments in the bond will have this currency.
    
    Returns:
    
    the currency
  - getNotional
```
public double getNotional()
```
    Gets the notional amount, must be positive.
    The notional expressed here must be positive. The currency of the notional is specified by getCurrency().
    
    Returns:
    
    the notional amount
  - hasExCouponPeriod
```
public boolean hasExCouponPeriod()
```
    Checks if there is an ex-coupon period.
    
    Returns:
    
    true if has an ex-coupon period
  - getFirstIndexValue
```
public double getFirstIndexValue()
```
    Gets the first index value
    This is the price index value at the start of the bond.
    
    Returns:
    
    the first index value
  - findPeriod
```
public Optional<CapitalIndexedBondPaymentPeriod> findPeriod(LocalDate date)
```
    Finds the period that contains the specified date.
    The search is performed using unadjusted dates.
    
    Parameters:
    
    date - the date to find the period for
    
    Returns:
    
    the period, empty if not found
    
    Throws:
    
    IllegalArgumentException - if more than one period matches
  - findPeriodIndex
```
public OptionalInt findPeriodIndex(LocalDate date)
```
    Finds the period that contains the specified date.
    The search is performed using unadjusted dates.
    
    Parameters:
    
    date - the date to find the period for
    
    Returns:
    
    the period, empty if not found
    
    Throws:
    
    IllegalArgumentException - if more than one period matches
  - yearFraction
```
public double yearFraction(LocalDate startDate,
                           LocalDate endDate)
```
    Calculates the year fraction within the specified period.
    Year fractions on bonds are calculated on unadjusted dates.
    
    Parameters:
    
    startDate - the start date
    
    endDate - the end date
    
    Returns:
    
    the year fraction
    
    Throws:
    
    IllegalArgumentException - if the dates are outside the range of the bond or start is after end
  - yearFraction
```
public double yearFraction(LocalDate startDate,
                           LocalDate endDate,
                           DayCount dayCount)
```
    Calculates the year fraction within the specified period and day count.
    Year fractions on bonds are calculated on unadjusted dates.
    
    Parameters:
    
    startDate - the start date
    
    endDate - the end date
    
    dayCount - the day count
    
    Returns:
    
    the year fraction
    
    Throws:
    
    IllegalArgumentException - if the dates are outside the range of the bond or start is after end
  - calculateSettlementDateFromValuation
```
public LocalDate calculateSettlementDateFromValuation(LocalDate valuationDate,
                                                      ReferenceData refData)
```
    Calculates the settlement date from the valuation date.
    
    Parameters:
    
    valuationDate - the valuation date
    
    refData - the reference data to use
    
    Returns:
    
    the settlement date
  - accruedInterest
```
public double accruedInterest(LocalDate referenceDate)
```
    Calculates the accrued interest of the bond with the specified date.
    
    Parameters:
    
    referenceDate - the reference date
    
    Returns:
    
    the accrued interest of the product
  - meta
```
public static ResolvedCapitalIndexedBond.Meta meta()
```
    The meta-bean for ResolvedCapitalIndexedBond.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ResolvedCapitalIndexedBond.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ResolvedCapitalIndexedBond.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getSecurityId
```
public SecurityId getSecurityId()
```
    Gets the security identifier.
    This identifier uniquely identifies the security within the system.
    
    Returns:
    
    the value of the property, not null
  - getNominalPayment
```
public CapitalIndexedBondPaymentPeriod getNominalPayment()
```
    Gets the nominal payment of the product.
    The payment date of the nominal payment agrees with the final coupon payment date of the periodic payments.
    
    Returns:
    
    the value of the property, not null
  - getPeriodicPayments
```
public ImmutableList<CapitalIndexedBondPaymentPeriod> getPeriodicPayments()
```
    Gets the periodic payments of the product.
    Each payment period represents part of the life-time of the product. The start date and end date of the leg are determined from the first and last period. As such, the periods should be sorted.
    
    Returns:
    
    the value of the property, not null
  - getFrequency
```
public Frequency getFrequency()
```
    Gets the frequency of the bond payments.
    This must match the frequency used to generate the payment schedule.
    
    Returns:
    
    the value of the property, not null
  - getRollConvention
```
public RollConvention getRollConvention()
```
    Gets the roll convention of the bond payments.
    This must match the convention used to generate the payment schedule.
    
    Returns:
    
    the value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention applicable.
    The conversion from dates to a numerical value is made based on this day count. For the inflation-indexed bond, the day count convention is used to compute accrued interest.
    
    Returns:
    
    the value of the property, not null
  - getYieldConvention
```
public CapitalIndexedBondYieldConvention getYieldConvention()
```
    Gets yield convention.
    The convention defines how to convert from yield to price and inversely.
    
    Returns:
    
    the value of the property, not null
  - getLegalEntityId
```
public LegalEntityId getLegalEntityId()
```
    Gets the legal entity identifier.
    This identifier is used for the legal entity that issues the bond.
    
    Returns:
    
    the value of the property, not null
  - getSettlementDateOffset
```
public DaysAdjustment getSettlementDateOffset()
```
    Gets the number of days between valuation date and settlement date.
    This is used to compute clean price. The clean price is the relative price to be paid at the standard settlement date in exchange for the bond.
    
    Returns:
    
    the value of the property, not null
  - getRateCalculation
```
public InflationRateCalculation getRateCalculation()
```
    Gets the inflation rate calculation.
    The reference index is interpolated index or monthly index. Real coupons are represented by gearing in the calculation. The price index value at the start of the bond is represented by firstIndexValue in the calculation.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ResolvedCapitalIndexedBond.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

Class ResolvedCapitalIndexedBond

Price

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getStartDate

getEndDate

getUnadjustedStartDate

getUnadjustedEndDate

getCurrency

getNotional

hasExCouponPeriod

getFirstIndexValue

findPeriod

findPeriodIndex

yearFraction

yearFraction

calculateSettlementDateFromValuation

accruedInterest

meta

builder

metaBean

getSecurityId

getNominalPayment

getPeriodicPayments

getFrequency

getRollConvention

getDayCount

getYieldConvention

getLegalEntityId

getSettlementDateOffset

getRateCalculation

toBuilder

equals

hashCode

toString