Class ResolvedIborCapFloor

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

    public final class ResolvedIborCapFloor
    extends Object
    implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
    An Ibor cap/floor, resolved for pricing.

    This is the resolved form of IborCapFloor and is an input to the pricers. Applications will typically create a ResolvedIborCapFloor from a IborCapFloor using IborCapFloor.resolve(ReferenceData).

    A ResolvedIborCapFloor 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.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static ResolvedIborCapFloor of​(ResolvedIborCapFloorLeg capFloorLeg)
        Obtains an instance from a cap/floor leg with no pay leg.

        The pay leg is absent in the resulting cap/floor.

        capFloorLeg - the cap/floor leg
        the cap/floor
      • allPaymentCurrencies

        public ImmutableSet<Currency> allPaymentCurrencies()
        Returns the set of payment currencies referred to by the cap/floor.

        This returns the complete set of payment currencies for the cap/floor. This will typically return one currency, but could return two.

        the set of payment currencies referred to by this swap
      • allIndices

        public ImmutableSet<Index> allIndices()
        Returns the set of indices referred to by the cap/floor.

        A cap/floor will typically refer to one index, such as 'GBP-LIBOR-3M'. Calling this method will return the complete list of indices.

        the set of indices referred to by this cap/floor
      • meta

        public static ResolvedIborCapFloor.Meta meta()
        The meta-bean for ResolvedIborCapFloor.
        the meta-bean, not null
      • getCapFloorLeg

        public ResolvedIborCapFloorLeg getCapFloorLeg()
        Gets the Ibor cap/floor leg of the product.

        This is associated with periodic payments based on Ibor rate. The payments are Ibor caplets or Ibor floorlets.

        the value of the property, not null
      • getPayLeg

        public Optional<ResolvedSwapLeg> getPayLeg()
        Gets the optional pay leg of the product.

        These periodic payments are not made for typical cap/floor products. Instead the premium is paid upfront.

        the optional value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object