Package com.opengamma.strata.product.rate

Class IborAveragedRateComputation

java.lang.Object

com.opengamma.strata.product.rate.IborAveragedRateComputation

All Implemented Interfaces:

RateComputation, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class IborAveragedRateComputation
extends Object
implements RateComputation, org.joda.beans.ImmutableBean, Serializable

Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.

An interest rate determined from a single Ibor index observed on multiple dates. For example, the average of three fixings of 'GBP-LIBOR-3M'.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	IborAveragedRateComputation.Meta	The meta-bean for IborAveragedRateComputation.

Method Summary

Modifier and Type	Method	Description
void	collectIndices(ImmutableSet.Builder<Index> builder)	Collects all the indices referred to by this computation.
boolean	equals(Object obj)
ImmutableList<IborAveragedFixing>	getFixings()	Gets the list of fixings.
IborIndex	getIndex()	Gets the Ibor index.
double	getTotalWeight()	Gets total weight of all the fixings in this observation.
int	hashCode()
static IborAveragedRateComputation.Meta	meta()	The meta-bean for IborAveragedRateComputation.
IborAveragedRateComputation.Meta	metaBean()
static IborAveragedRateComputation	of(List<IborAveragedFixing> fixings)	Creates an instance from the individual fixings.
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 IborAveragedRateComputation of(List<IborAveragedFixing> fixings)

Creates an instance from the individual fixings.

All the fixings must have the same index.

Parameters:

fixings - the weighted fixings

Returns:

the averaged rate computation

getIndex

public IborIndex getIndex()

Gets the Ibor index.

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

Returns:

the Ibor index

getTotalWeight

public double getTotalWeight()

Gets total weight of all the fixings in this observation.

Returns:

the total weight

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 IborAveragedRateComputation.Meta meta()

The meta-bean for IborAveragedRateComputation.

Returns:

the meta-bean, not null

metaBean

public IborAveragedRateComputation.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getFixings

public ImmutableList<IborAveragedFixing> getFixings()

Gets the list of fixings.

A fixing will be taken for each reset period, with the final rate being an average of the fixings.

Returns:

the value of the property, not empty

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