## 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'.

Serialized Form
• ### Nested Class Summary

Nested Classes
Modifier and Type Class Description
static class  IborAveragedRateComputation.Meta
The meta-bean for IborAveragedRateComputation.
• ### 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)
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