java.lang.Object
- com.opengamma.strata.product.credit.ResolvedCdsIndex

All Implemented Interfaces:

ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ResolvedCdsIndex
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
```
A CDS (portfolio) index, resolved for pricing.
This is the resolved form of CdsIndex and is an input to the pricers. Applications will typically create a ResolvedCdsIndex from a CdsIndex using CdsIndex.resolve(ReferenceData).

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`accruedYearFraction(LocalDate stepinDate)`	Calculates the accrued premium per fractional spread for unit notional.
`static ResolvedCdsIndex.Builder`	`builder()`	Returns a builder used to create an instance of the bean.
`LocalDate`	`calculateEffectiveStartDate(LocalDate stepinDate)`	Obtains the effective start date from the step-in date.
`LocalDate`	`calculateSettlementDateFromValuation(LocalDate valuationDate, ReferenceData refData)`	Calculates the settlement date from the valuation date.
`boolean`	`equals(Object obj)`
`Optional<CreditCouponPaymentPeriod>`	`findPeriod(LocalDate date)`	Finds the period that contains the specified date.
`LocalDate`	`getAccrualEndDate()`	Obtains the accrual end date.
`LocalDate`	`getAccrualStartDate()`	Obtains the accrual start date.
`BuySell`	`getBuySell()`	Gets whether the CDS index is buy or sell.
`StandardId`	`getCdsIndexId()`	Gets the CDS index identifier.
`Currency`	`getCurrency()`	Obtains the currency.
`DayCount`	`getDayCount()`	Gets the day count convention.
`double`	`getFixedRate()`	Obtains the fixed coupon rate.
`ImmutableList<StandardId>`	`getLegalEntityIds()`	Gets the legal entity identifiers.
`double`	`getNotional()`	Obtains the notional.
`PaymentOnDefault`	`getPaymentOnDefault()`	Gets the payment on default.
`ImmutableList<CreditCouponPaymentPeriod>`	`getPaymentPeriods()`	Gets the periodic payments based on the fixed rate.
`LocalDate`	`getProtectionEndDate()`	Gets the protection end date.
`ProtectionStartOfDay`	`getProtectionStart()`	Gets the protection start of the day.
`DaysAdjustment`	`getSettlementDateOffset()`	Gets the number of days between valuation date and settlement date.
`DaysAdjustment`	`getStepinDateOffset()`	Gets the number of days between valuation date and step-in date.
`int`	`hashCode()`
`static ResolvedCdsIndex.Meta`	`meta()`	The meta-bean for `ResolvedCdsIndex`.
`ResolvedCdsIndex.Meta`	`metaBean()`
`ResolvedCdsIndex.Builder`	`toBuilder()`	Returns a builder that allows this bean to be mutated.
`ResolvedCds`	`toSingleNameCds()`	Reduce this instance to `ResolvedCds`.
`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
  - getAccrualStartDate
```
public LocalDate getAccrualStartDate()
```
    Obtains the accrual start date.
    In general this is different from the protection start date. Use stepinDateOffset to compute the protection start date.
    
    Returns:
    
    the accrual start date
  - getAccrualEndDate
```
public LocalDate getAccrualEndDate()
```
    Obtains the accrual end date.
    
    Returns:
    
    the accrual end date
  - getNotional
```
public double getNotional()
```
    Obtains the notional.
    
    Returns:
    
    the notional
  - getCurrency
```
public Currency getCurrency()
```
    Obtains the currency.
    
    Returns:
    
    the currency
  - getFixedRate
```
public double getFixedRate()
```
    Obtains the fixed coupon rate.
    
    Returns:
    
    the fixed rate
  - calculateEffectiveStartDate
```
public LocalDate calculateEffectiveStartDate(LocalDate stepinDate)
```
    Obtains the effective start date from the step-in date.
    
    Parameters:
    
    stepinDate - the step-in date
    
    Returns:
    
    the effective start date
  - 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
  - findPeriod
```
public Optional<CreditCouponPaymentPeriod> 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
  - accruedYearFraction
```
public double accruedYearFraction(LocalDate stepinDate)
```
    Calculates the accrued premium per fractional spread for unit notional.
    
    Parameters:
    
    stepinDate - the step-in date
    
    Returns:
    
    the accrued year fraction
  - toSingleNameCds
```
public ResolvedCds toSingleNameCds()
```
    Reduce this instance to ResolvedCds.
    The resultant object is used for pricing CDS index products under the homogeneous pool assumption on constituent credit curves.
    
    Returns:
    
    the CDS product
  - meta
```
public static ResolvedCdsIndex.Meta meta()
```
    The meta-bean for ResolvedCdsIndex.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ResolvedCdsIndex.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ResolvedCdsIndex.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getBuySell
```
public BuySell getBuySell()
```
    Gets whether the CDS index is buy or sell.
    A value of 'Buy' implies buying protection, where the fixed coupon is paid and the protection is received in the event of default. A value of 'Sell' implies selling protection, where the fixed coupon is received and the protection is paid in the event of default.
    
    Returns:
    
    the value of the property, not null
  - getCdsIndexId
```
public StandardId getCdsIndexId()
```
    Gets the CDS index identifier.
    This identifier is used to refer this CDS index product.
    
    Returns:
    
    the value of the property, not null
  - getLegalEntityIds
```
public ImmutableList<StandardId> getLegalEntityIds()
```
    Gets the legal entity identifiers.
    These identifiers refer to the reference legal entities of the CDS index.
    
    Returns:
    
    the value of the property, not null
  - getPaymentPeriods
```
public ImmutableList<CreditCouponPaymentPeriod> getPaymentPeriods()
```
    Gets the periodic payments based on the fixed rate.
    Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.
    
    Returns:
    
    the value of the property, not empty
  - getProtectionEndDate
```
public LocalDate getProtectionEndDate()
```
    Gets the protection end date.
    This may be different from the accrual end date of the last payment period in periodicPayments.
    
    Returns:
    
    the value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention.
    This is used to convert dates to a numerical value.
    
    Returns:
    
    the value of the property, not null
  - getPaymentOnDefault
```
public PaymentOnDefault getPaymentOnDefault()
```
    Gets the payment on default.
    Whether the accrued premium is paid in the event of a default.
    
    Returns:
    
    the value of the property, not null
  - getProtectionStart
```
public ProtectionStartOfDay getProtectionStart()
```
    Gets the protection start of the day.
    When the protection starts on the start date.
    
    Returns:
    
    the value of the property, not null
  - getStepinDateOffset
```
public DaysAdjustment getStepinDateOffset()
```
    Gets the number of days between valuation date and step-in date.
    The step-in date is also called protection effective date. It is usually 1 calendar day for standardized CDS index contracts.
    
    Returns:
    
    the value of the property, not null
  - getSettlementDateOffset
```
public DaysAdjustment getSettlementDateOffset()
```
    Gets the number of days between valuation date and settlement date.
    It is usually 3 business days for standardized CDS index contracts.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ResolvedCdsIndex.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 ResolvedCdsIndex

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getAccrualStartDate

getAccrualEndDate

getNotional

getCurrency

getFixedRate

calculateEffectiveStartDate

calculateSettlementDateFromValuation

findPeriod

accruedYearFraction

toSingleNameCds

meta

builder

metaBean

getBuySell

getCdsIndexId

getLegalEntityIds

getPaymentPeriods

getProtectionEndDate

getDayCount

getPaymentOnDefault

getProtectionStart

getStepinDateOffset

getSettlementDateOffset

toBuilder

equals

hashCode

toString