Class ResolvedIborFixingDeposit

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

    public final class ResolvedIborFixingDeposit
    extends Object
    implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
    An Ibor fixing deposit, resolved for pricing.

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

    A ResolvedIborFixingDeposit 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

      • getCurrency

        public Currency getCurrency()
        Gets the primary currency.

        This is the currency of the deposit and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.

        Returns:
        the value of the property, not null
      • getNotional

        public double getNotional()
        Gets the notional amount.

        The amount that is deposited. It is a positive signed amount if the deposit is 'Buy', and a negative signed amount if the deposit is 'Sell'.

        The currency of the notional is specified by currency.

        Returns:
        the value of the property
      • getStartDate

        public LocalDate getStartDate()
        Gets the start date of the deposit.

        This is the first date that interest accrues.

        This is an adjusted date, which should be a valid business day

        Returns:
        the value of the property, not null
      • getEndDate

        public LocalDate getEndDate()
        Gets the end date of the deposit.

        This is the last day that interest accrues. This date must be after the start date.

        This is an adjusted date, which should be a valid business day

        Returns:
        the value of the property, not null
      • getYearFraction

        public double getYearFraction()
        Gets the year fraction between the start and end date.

        The value is usually calculated using a DayCount. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.

        Returns:
        the value of the property
      • getFixedRate

        public double getFixedRate()
        Gets the fixed rate of interest. A 5% rate will be expressed as 0.05.
        Returns:
        the value of the property
      • getFloatingRate

        public IborRateComputation getFloatingRate()
        Gets the floating rate of interest.

        The floating rate to be paid is based on this index. It will be a well known market index such as 'GBP-LIBOR-3M'.

        Returns:
        the value of the property, not null
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object