java.lang.Object
- com.opengamma.strata.product.swap.FxResetNotionalExchange

All Implemented Interfaces:

SwapPaymentEvent, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class FxResetNotionalExchange
extends Object
implements SwapPaymentEvent, org.joda.beans.ImmutableBean, Serializable
```
An exchange of notionals between two counterparties where FX reset applies.
In most swaps, the notional amount is not exchanged, with only the interest being exchanged. However, in the case of an FX reset swap, the notional is exchanged. The swap contract will define a notional, which may vary over time, in one currency however payments are defined to occur in a different currency. An FX conversion is used to convert the amount.
For example, a swap may have a notional of GBP 1,000,000 but be paid in USD. At the start of the first swap period, there is a notional exchange at the prevailing FX rate, say of USD 1,520,000. At the end of the first swap period, that amount is repaid and the new FX rate is used to determine the exchange for the second period, say of USD 1,610,000. In general, only the net difference due to FX will be exchanged at intermediate swap period boundaries.
The reference currency is the currency in which the notional is actually defined. ISDA refers to the payment currency as the variable currency and the reference currency as the constant currency. An FX reset swap is also known as a Mark-to-market currency swap.
Defined by the 2006 ISDA definitions article 10.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class Description

static class FxResetNotionalExchange.Meta
The meta-bean for FxResetNotionalExchange.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`FxResetNotionalExchange`	`adjustPaymentDate(TemporalAdjuster adjuster)`	Adjusts the payment date using the rules of the specified adjuster.
`boolean`	`equals(Object obj)`
`Currency`	`getCurrency()`	Gets the payment currency.
`double`	`getNotional()`	Gets the amount of the notional.
`CurrencyAmount`	`getNotionalAmount()`	Gets the notional amount, positive if receiving, negative if paying.
`FxIndexObservation`	`getObservation()`	Gets the FX index observation.
`LocalDate`	`getPaymentDate()`	Gets the date that the payment is made.
`Currency`	`getReferenceCurrency()`	Gets the reference currency, as defined in the contract.
`int`	`hashCode()`
`boolean`	`isKnownAmountAt(LocalDate date)`	Checks whether the payment amount of an event is known at a given date.
`static FxResetNotionalExchange.Meta`	`meta()`	The meta-bean for `FxResetNotionalExchange`.
`FxResetNotionalExchange.Meta`	`metaBean()`
`static FxResetNotionalExchange`	`of(CurrencyAmount notionalAmount, LocalDate paymentDate, FxIndexObservation observation)`	Obtains an instance from the amount, date and FX index observation.
`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 FxResetNotionalExchange of(CurrencyAmount notionalAmount,
                                         LocalDate paymentDate,
                                         FxIndexObservation observation)
```
    Obtains an instance from the amount, date and FX index observation.
    
    Parameters:
    
    notionalAmount - the notional amount that will be FX converted
    
    paymentDate - the date that the payment is made
    
    observation - the FX observation to perform
    
    Returns:
    
    the FX reset notional exchange
  - getCurrency
```
public Currency getCurrency()
```
    Gets the payment currency.
    This returns the currency that the payment is made in. ISDA refers to this as the variable currency.
    
    Specified by:
    
    getCurrency in interface SwapPaymentEvent
    
    Returns:
    
    the payment currency
  - getReferenceCurrency
```
public Currency getReferenceCurrency()
```
    Gets the reference currency, as defined in the contract.
    This is the currency of notional amount as defined in the contract. The notional will be converted from this currency to the payment currency using the specified index. ISDA refers to this as the constant currency.
    The reference currency must be one of the two currencies of the index.
    
    Returns:
    
    the reference currency, as defined in the contract
  - getNotional
```
public double getNotional()
```
    Gets the amount of the notional.
    See getNotionalAmount().
    
    Returns:
    
    the amount of the notional
  - adjustPaymentDate
```
public FxResetNotionalExchange adjustPaymentDate(TemporalAdjuster adjuster)
```
    Description copied from interface: SwapPaymentEvent
    
    Adjusts the payment date using the rules of the specified adjuster.
    The adjuster is typically an instance of BusinessDayAdjustment. Implementations must return a new instance unless they are immutable and no change occurs.
    
    Specified by:
    
    adjustPaymentDate in interface SwapPaymentEvent
    
    Parameters:
    
    adjuster - the adjuster to apply to the payment date
    
    Returns:
    
    the adjusted payment event
  - isKnownAmountAt
```
public boolean isKnownAmountAt(LocalDate date)
```
    Description copied from interface: SwapPaymentEvent
    
    Checks whether the payment amount of an event is known at a given date.
    Each payment event may be a known amount at a given date, else it could be fixed at a later date
    
    Specified by:
    
    isKnownAmountAt in interface SwapPaymentEvent
    
    Parameters:
    
    date - the date to check whether payment amount is known or not
    
    Returns:
    
    true if payment is fixed at given date
  - meta
```
public static FxResetNotionalExchange.Meta meta()
```
    The meta-bean for FxResetNotionalExchange.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public FxResetNotionalExchange.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getNotionalAmount
```
public CurrencyAmount getNotionalAmount()
```
    Gets the notional amount, positive if receiving, negative if paying.
    The notional amount applicable during the period. The currency of the notional is specified by referenceCurrency but will be paid after FX conversion using the index.
    
    Returns:
    
    the value of the property, not null
  - getPaymentDate
```
public LocalDate getPaymentDate()
```
    Gets the date that the payment is made.
    Each payment event has a single payment date. This date has been adjusted to be a valid business day.
    
    Specified by:
    
    getPaymentDate in interface SwapPaymentEvent
    
    Returns:
    
    the value of the property, not null
  - getObservation
```
public FxIndexObservation getObservation()
```
    Gets the FX index observation.
    This defines the observation of the index used to obtain the FX reset rate.
    An FX index is a daily rate of exchange between two currencies. Note that the order of the currencies in the index does not matter, as the conversion direction is fully defined by the currency of the reference amount.
    
    Returns:
    
    the 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

Class FxResetNotionalExchange

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

getCurrency

getReferenceCurrency

getNotional

adjustPaymentDate

isKnownAmountAt

meta

metaBean

getNotionalAmount

getPaymentDate

getObservation

equals

hashCode

toString