## Class ResolvedFra

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

public final class ResolvedFra
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable
A forward rate agreement (FRA), resolved for pricing.

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

A ResolvedFra 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.

Serialized Form
• ### Nested Class Summary

Nested Classes
Modifier and Type Class Description
static class  ResolvedFra.Builder
The bean-builder for ResolvedFra.
static class  ResolvedFra.Meta
The meta-bean for ResolvedFra.
• ### Method Summary

All Methods
Modifier and Type Method Description
Set<IborIndex> allIndices()
Returns the set of indices referred to by the FRA.
static ResolvedFra.Builder builder()
Returns a builder used to create an instance of the bean.
boolean equals​(Object obj)
Currency getCurrency()
Gets the primary currency.
FraDiscountingMethod getDiscounting()
Gets the method to use for discounting.
LocalDate getEndDate()
Gets the end date, which is the termination date of the FRA.
double getFixedRate()
Gets the fixed rate of interest.
RateComputation getFloatingRate()
Gets the floating rate of interest.
double getNotional()
Gets the notional amount.
LocalDate getPaymentDate()
Gets the date that payment occurs.
LocalDate getStartDate()
Gets the start date, which is the effective date of the FRA.
double getYearFraction()
Gets the year fraction between the start and end date.
int hashCode()
static ResolvedFra.Meta meta()
The meta-bean for ResolvedFra.
ResolvedFra.Meta metaBean()
ResolvedFra.Builder toBuilder()
Returns a builder that allows this bean to be mutated.
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

• #### allIndices

public Set<IborIndex> allIndices()
Returns the set of indices referred to by the FRA.

A swap will typically refer to one index, such as 'GBP-LIBOR-3M'. Occasionally, it will refer to two indices.

Returns:
the set of indices referred to by this FRA
• #### meta

public static ResolvedFra.Meta meta()
The meta-bean for ResolvedFra.
Returns:
the meta-bean, not null
• #### builder

public static ResolvedFra.Builder builder()
Returns a builder used to create an instance of the bean.
Returns:
the builder, not null
• #### metaBean

public ResolvedFra.Meta metaBean()
Specified by:
metaBean in interface org.joda.beans.Bean
• #### getCurrency

public Currency getCurrency()
Gets the primary currency.

This is the currency of the FRA 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 notional, which is a positive signed amount if the FRA is 'buy', and a negative signed amount if the FRA is 'sell'.

The currency of the notional is specified by currency.

Returns:
the value of the property
• #### getPaymentDate

public LocalDate getPaymentDate()
Gets the date that payment occurs.

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

Returns:
the value of the property, not null
• #### getStartDate

public LocalDate getStartDate()
Gets the start date, which is the effective date of the FRA.

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, which is the termination date of the FRA.

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 RateComputation 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
• #### getDiscounting

public FraDiscountingMethod getDiscounting()
Gets the method to use for discounting.

There are different approaches to FRA pricing in the area of discounting. This method specifies the approach for this FRA.

Returns:
the value of the property, not null
• #### toBuilder

public ResolvedFra.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