## Class FixedOvernightCompoundedAnnualRateComputation

• java.lang.Object
• com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation
• All Implemented Interfaces:
RateComputation, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FixedOvernightCompoundedAnnualRateComputation
extends Object
implements RateComputation, org.joda.beans.ImmutableBean, Serializable
Defines a known annual fixed rate of interest that follows overnight compounding.

An interest rate that is specified in the contract. This is typically used in the fixed legs of a Brazilian swap.

Serialized Form
• ### Nested Class Summary

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

All Methods
Modifier and Type Method Description
void collectIndices​(ImmutableSet.Builder<Index> builder)
Collects all the indices referred to by this computation.
boolean equals​(Object obj)
double getAccrualFactor()
Gets the accrual factor.
double getRate()
Gets the fixed rate for overnight compounding.
double getSimpleRate()
Calculates the simple interest rate associated with the compounded rate.
int hashCode()
static FixedOvernightCompoundedAnnualRateComputation.Meta meta()
The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
FixedOvernightCompoundedAnnualRateComputation.Meta metaBean()
static FixedOvernightCompoundedAnnualRateComputation of​(double rate, double accrualFactor)
Obtains an instance from the rate and accrual factor.
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 FixedOvernightCompoundedAnnualRateComputation of​(double rate,
double accrualFactor)
Obtains an instance from the rate and accrual factor.
Parameters:
rate - the fixed rate
accrualFactor - the accrual factor
Returns:
the fixed rate computation
• #### getSimpleRate

public double getSimpleRate()
Calculates the simple interest rate associated with the compounded rate.
Returns:
the simple rate
• #### collectIndices

public void collectIndices​(ImmutableSet.Builder<Index> builder)
Description copied from interface: RateComputation
Collects all the indices referred to by this computation.

A computation will typically refer to one index, such as 'GBP-LIBOR-3M'. Each index that is referred to must be added to the specified builder.

Specified by:
collectIndices in interface RateComputation
Parameters:
builder - the builder to use
• #### meta

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

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

public double getRate()
Gets the fixed rate for overnight compounding. A 5% rate will be expressed as 0.05.
Returns:
the value of the property
• #### getAccrualFactor

public double getAccrualFactor()
Gets the accrual factor.
Returns:
the value of the property
• #### 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