Package com.opengamma.strata.product.swap

Class ImmutableSwapIndex

java.lang.Object

com.opengamma.strata.product.swap.ImmutableSwapIndex

All Implemented Interfaces:

Index, Named, SwapIndex, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

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

A swap index implementation based on an immutable set of rules.

A standard immutable implementation of SwapIndex that defines the swap trade template, including the swap convention and tenor.

In most cases, applications should refer to indices by name, using SwapIndex.of(String). The named index will typically be resolved to an instance of this class. As such, it is recommended to use the SwapIndex interface in application code rather than directly referring to this class.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ImmutableSwapIndex.Builder	The bean-builder for ImmutableSwapIndex.
static class	ImmutableSwapIndex.Meta	The meta-bean for ImmutableSwapIndex.

Method Summary

Modifier and Type	Method	Description
static ImmutableSwapIndex.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
LocalTime	getFixingTime()	Gets the fixing time.
ZoneId	getFixingZone()	Gets the time-zone of the fixing time.
String	getName()	Gets the index name.
FixedFloatSwapTemplate	getTemplate()	Gets the template for creating a Fixed-Ibor or Fixed-Overnight swap.
int	hashCode()
boolean	isActive()	Gets whether the index is active, defaulted to true.
static ImmutableSwapIndex.Meta	meta()	The meta-bean for ImmutableSwapIndex.
ImmutableSwapIndex.Meta	metaBean()
static ImmutableSwapIndex	of(String name, LocalTime fixingTime, ZoneId fixingZone, FixedFloatSwapTemplate template)	Obtains an instance from the specified name, time and template.
ImmutableSwapIndex.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()	Returns the name of the index.

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

Methods inherited from interface com.opengamma.strata.product.swap.SwapIndex

calculateFixingDateTime

Method Detail

of

public static ImmutableSwapIndex of(String name,
                                    LocalTime fixingTime,
                                    ZoneId fixingZone,
                                    FixedFloatSwapTemplate template)

Obtains an instance from the specified name, time and template.

Parameters:

name - the index name

fixingTime - the fixing time

fixingZone - the time-zone of the fixing time

template - the swap template

Returns:

the index

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Returns the name of the index.

Overrides:

toString in class Object

Returns:

the name of the index

meta

public static ImmutableSwapIndex.Meta meta()

The meta-bean for ImmutableSwapIndex.

Returns:

the meta-bean, not null

builder

public static ImmutableSwapIndex.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public ImmutableSwapIndex.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getName

public String getName()

Gets the index name.

Specified by:

getName in interface Index

Specified by:

getName in interface Named

Specified by:

getName in interface SwapIndex

Returns:

the value of the property, not empty

isActive

public boolean isActive()

Gets whether the index is active, defaulted to true.

Over time some indices become inactive and are no longer produced. If this occurs, this flag will be set to false.

Specified by:

isActive in interface SwapIndex

Returns:

the value of the property

getFixingTime

public LocalTime getFixingTime()

Gets the fixing time.

Specified by:

getFixingTime in interface SwapIndex

Returns:

the value of the property, not null

getFixingZone

public ZoneId getFixingZone()

Gets the time-zone of the fixing time.

Specified by:

getFixingZone in interface SwapIndex

Returns:

the value of the property, not null

getTemplate

public FixedFloatSwapTemplate getTemplate()

Gets the template for creating a Fixed-Ibor or Fixed-Overnight swap.

Specified by:

getTemplate in interface SwapIndex

Returns:

the value of the property, not null

toBuilder

public ImmutableSwapIndex.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null