Package com.opengamma.strata.product.cms

Class ResolvedCms

java.lang.Object

com.opengamma.strata.product.cms.ResolvedCms

All Implemented Interfaces:

ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedCms
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable

A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.

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

A ResolvedCms 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	ResolvedCms.Meta	The meta-bean for ResolvedCms.

Method Summary

Modifier and Type	Method	Description
ImmutableSet<Currency>	allPaymentCurrencies()	Returns the set of currencies referred to by the CMS.
boolean	equals(Object obj)
ResolvedCmsLeg	getCmsLeg()	Gets the CMS leg of the product.
Optional<ResolvedSwapLeg>	getPayLeg()	Gets the optional pay leg of the product.
int	hashCode()
static ResolvedCms.Meta	meta()	The meta-bean for ResolvedCms.
ResolvedCms.Meta	metaBean()
static ResolvedCms	of(ResolvedCmsLeg cmsLeg)	Obtains an instance from a CMS leg with no pay leg.
static ResolvedCms	of(ResolvedCmsLeg cmsLeg, ResolvedSwapLeg payLeg)	Obtains an instance from a CMS 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 ResolvedCms of(ResolvedCmsLeg cmsLeg)

Obtains an instance from a CMS leg with no pay leg.

The pay leg is absent in the resulting CMS.

Parameters:

cmsLeg - the CMS leg

Returns:

the CMS

of

public static ResolvedCms of(ResolvedCmsLeg cmsLeg,
                             ResolvedSwapLeg payLeg)

Obtains an instance from a CMS leg and a pay leg.

Parameters:

cmsLeg - the CMS leg

payLeg - the pay leg

Returns:

the CMS

allPaymentCurrencies

public ImmutableSet<Currency> allPaymentCurrencies()

Returns the set of currencies referred to by the CMS.

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

Returns:

the set of payment currencies referred to by this swap

meta

public static ResolvedCms.Meta meta()

The meta-bean for ResolvedCms.

Returns:

the meta-bean, not null

metaBean

public ResolvedCms.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getCmsLeg

public ResolvedCmsLeg getCmsLeg()

Gets the CMS leg of the product.

This is associated with periodic payments based on swap rate. The payments are CMS coupons, CMS caplets or CMS floors.

Returns:

the value of the property, not null

getPayLeg

public Optional<ResolvedSwapLeg> getPayLeg()

Gets the optional pay leg of the product.

Typically this is associated with periodic fixed or Ibor rate payments without compounding or notional exchange.

These periodic payments are not made for certain CMS 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