Package com.opengamma.strata.product.capfloor

Class ResolvedIborCapFloor

java.lang.Object

com.opengamma.strata.product.capfloor.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

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method	Description
ImmutableSet<Index>	allIndices()	Returns the set of indices referred to by the cap/floor.
ImmutableSet<Currency>	allPaymentCurrencies()	Returns the set of payment currencies referred to by the cap/floor.
boolean	equals(Object obj)
ResolvedIborCapFloorLeg	getCapFloorLeg()	Gets the Ibor cap/floor leg of the product.
Optional<ResolvedSwapLeg>	getPayLeg()	Gets the optional pay leg of the product.
int	hashCode()
static ResolvedIborCapFloor.Meta	meta()	The meta-bean for ResolvedIborCapFloor.
ResolvedIborCapFloor.Meta	metaBean()
static ResolvedIborCapFloor	of(ResolvedIborCapFloorLeg capFloorLeg)	Obtains an instance from a cap/floor leg with no pay leg.
static ResolvedIborCapFloor	of(ResolvedIborCapFloorLeg capFloorLeg, ResolvedSwapLeg payLeg)	Obtains an instance from a cap/floor leg and a pay leg.
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 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.

Parameters:

capFloorLeg - the cap/floor leg

Returns:

the cap/floor

of

public static ResolvedIborCapFloor of(ResolvedIborCapFloorLeg capFloorLeg,
                                      ResolvedSwapLeg payLeg)

Obtains an instance from a cap/floor leg and a pay leg.

Parameters:

capFloorLeg - the cap/floor leg

payLeg - the pay leg

Returns:

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.

Returns:

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.

Returns:

the set of indices referred to by this cap/floor

meta

public static ResolvedIborCapFloor.Meta meta()

The meta-bean for ResolvedIborCapFloor.

Returns:

the meta-bean, not null

metaBean

public ResolvedIborCapFloor.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

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.

Returns:

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.

Returns:

the optional 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