Class ResolvedIborFixingDeposit
- java.lang.Object
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- com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
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- 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 aResolvedIborFixingDeposit
from aIborFixingDeposit
usingIborFixingDeposit.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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ResolvedIborFixingDeposit.Builder
The bean-builder forResolvedIborFixingDeposit
.static class
ResolvedIborFixingDeposit.Meta
The meta-bean forResolvedIborFixingDeposit
.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ResolvedIborFixingDeposit.Builder
builder()
Returns a builder used to create an instance of the bean.boolean
equals(Object obj)
Currency
getCurrency()
Gets the primary currency.LocalDate
getEndDate()
Gets the end date of the deposit.double
getFixedRate()
Gets the fixed rate of interest.IborRateComputation
getFloatingRate()
Gets the floating rate of interest.double
getNotional()
Gets the notional amount.LocalDate
getStartDate()
Gets the start date of the deposit.double
getYearFraction()
Gets the year fraction between the start and end date.int
hashCode()
static ResolvedIborFixingDeposit.Meta
meta()
The meta-bean forResolvedIborFixingDeposit
.ResolvedIborFixingDeposit.Meta
metaBean()
ResolvedIborFixingDeposit.Builder
toBuilder()
Returns a builder that allows this bean to be mutated.String
toString()
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Method Detail
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meta
public static ResolvedIborFixingDeposit.Meta meta()
The meta-bean forResolvedIborFixingDeposit
.- Returns:
- the meta-bean, not null
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builder
public static ResolvedIborFixingDeposit.Builder builder()
Returns a builder used to create an instance of the bean.- Returns:
- the builder, not null
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metaBean
public ResolvedIborFixingDeposit.Meta metaBean()
- Specified by:
metaBean
in interfaceorg.joda.beans.Bean
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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
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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
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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
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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
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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
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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
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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
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toBuilder
public ResolvedIborFixingDeposit.Builder toBuilder()
Returns a builder that allows this bean to be mutated.- Returns:
- the mutable builder, not null
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