Class ResolvedIborCapFloorTrade

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

    public final class ResolvedIborCapFloorTrade
    extends Object
    implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable
    A trade in an Ibor cap/floor, resolved for pricing.

    This is the resolved form of IborCapFloorTrade and is the primary input to the pricers. Applications will typically create a ResolvedIborCapFloorTrade from a IborCapFloorTrade using IborCapFloorTrade.resolve(ReferenceData).

    A ResolvedIborCapFloorTrade 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

      • getInfo

        public TradeInfo getInfo()
        Gets the additional trade information, defaulted to an empty instance.

        This allows additional information to be attached to the trade.

        Specified by:
        getInfo in interface ResolvedTrade
        the value of the property, not null
      • getProduct

        public ResolvedIborCapFloor getProduct()
        Gets the resolved Ibor cap/floor product.

        The product captures the contracted financial details of the trade.

        Specified by:
        getProduct in interface ResolvedTrade
        the value of the property, not null
      • getPremium

        public Optional<Payment> getPremium()
        Gets the optional premium of the product.

        For most Ibor cap/floor products, a premium is paid upfront. This typically occurs instead of periodic payments based on fixed or Ibor rates over the lifetime of the product.

        The premium sign must be compatible with the product Pay/Receive flag.

        the optional value of the property, not null
      • hashCode

        public int hashCode()
        hashCode in class Object