Package com.opengamma.strata.product.swap

Class FixedRateStubCalculation

java.lang.Object

com.opengamma.strata.product.swap.FixedRateStubCalculation

All Implemented Interfaces:

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

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

Defines the rate applicable in the initial or final stub of a fixed swap leg.

A standard swap leg consists of a regular periodic schedule and one or two stub periods at each end. This class defines what fixed rate to use during a stub.

The calculation may be specified in two ways.

• A fixed rate, applicable for the whole stub
• A fixed amount for the whole stub

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field	Description
static FixedRateStubCalculation	NONE	An instance that has no special rate handling.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
OptionalDouble	getFixedRate()	Gets the fixed rate to use in the stub.
Optional<CurrencyAmount>	getKnownAmount()	Gets the known amount to pay/receive for the stub.
int	hashCode()
boolean	isFixedRate()	Checks if the stub has a fixed rate.
boolean	isKnownAmount()	Checks if the stub has a known amount.
static FixedRateStubCalculation.Meta	meta()	The meta-bean for FixedRateStubCalculation.
FixedRateStubCalculation.Meta	metaBean()
static FixedRateStubCalculation	ofFixedRate(double fixedRate)	Obtains an instance with a single fixed rate.
static FixedRateStubCalculation	ofKnownAmount(CurrencyAmount knownAmount)	Obtains an instance with a known amount of interest.
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

Field Detail

NONE

public static final FixedRateStubCalculation NONE

An instance that has no special rate handling.

Method Detail

ofFixedRate

public static FixedRateStubCalculation ofFixedRate(double fixedRate)

Obtains an instance with a single fixed rate.

Parameters:

fixedRate - the fixed rate for the stub

Returns:

the stub

ofKnownAmount

public static FixedRateStubCalculation ofKnownAmount(CurrencyAmount knownAmount)

Obtains an instance with a known amount of interest.

Parameters:

knownAmount - the known amount of interest

Returns:

the stub

isFixedRate

public boolean isFixedRate()

Checks if the stub has a fixed rate.

Returns:

true if a fixed rate applies

isKnownAmount

public boolean isKnownAmount()

Checks if the stub has a known amount.

Returns:

true if the stub has a known amount

meta

public static FixedRateStubCalculation.Meta meta()

The meta-bean for FixedRateStubCalculation.

Returns:

the meta-bean, not null

metaBean

public FixedRateStubCalculation.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getFixedRate

public OptionalDouble getFixedRate()

Gets the fixed rate to use in the stub. A 5% rate will be expressed as 0.05.

If the fixed rate is present, then knownAmount must not be present.

Returns:

the optional value of the property, not null

getKnownAmount

public Optional<CurrencyAmount> getKnownAmount()

Gets the known amount to pay/receive for the stub.

If the known amount is present, then fixedRate must not be present.

Returns:

the optional value of the property, 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