Class 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
    • 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.

        fixings - the weighted fixings
        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'.

        the Ibor index
      • getTotalWeight

        public double getTotalWeight()
        Gets total weight of all the fixings in this observation.
        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
        builder - the builder to use
      • 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.

        the value of the property, not empty
      • hashCode

        public int hashCode()
        hashCode in class Object