Class KnownAmountNotionalSwapPaymentPeriod
- java.lang.Object
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- com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
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- All Implemented Interfaces:
NotionalPaymentPeriod
,SwapPaymentPeriod
,Serializable
,org.joda.beans.Bean
,org.joda.beans.ImmutableBean
public final class KnownAmountNotionalSwapPaymentPeriod extends Object implements NotionalPaymentPeriod, org.joda.beans.ImmutableBean, Serializable
A period within a swap that results in a known amount.A swap leg consists of one or more periods that result in a payment. The standard class,
RatePaymentPeriod
, represents a payment period calculated from a fixed or floating rate. By contrast, this class represents a period where the amount of the payment is known and fixed.- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
KnownAmountNotionalSwapPaymentPeriod.Builder
The bean-builder forKnownAmountNotionalSwapPaymentPeriod
.static class
KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-bean forKnownAmountNotionalSwapPaymentPeriod
.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description KnownAmountNotionalSwapPaymentPeriod
adjustPaymentDate(TemporalAdjuster adjuster)
Adjusts the payment date using the rules of the specified adjuster.static KnownAmountNotionalSwapPaymentPeriod.Builder
builder()
Returns a builder used to create an instance of the bean.void
collectIndices(ImmutableSet.Builder<Index> builder)
Collects all the indices referred to by this period.boolean
equals(Object obj)
Currency
getCurrency()
Gets the primary currency of the payment period.LocalDate
getEndDate()
Gets the end date of the payment period.Optional<FxIndexObservation>
getFxResetObservation()
Gets the FX reset definition, optional.CurrencyAmount
getNotionalAmount()
Gets the notional amount, positive if receiving, negative if paying.Payment
getPayment()
Gets the payment.LocalDate
getPaymentDate()
Gets the date that the payment is made.LocalDate
getStartDate()
Gets the start date of the payment period.LocalDate
getUnadjustedEndDate()
Gets the unadjusted end date.LocalDate
getUnadjustedStartDate()
Gets the unadjusted start date.int
hashCode()
static KnownAmountNotionalSwapPaymentPeriod.Meta
meta()
The meta-bean forKnownAmountNotionalSwapPaymentPeriod
.KnownAmountNotionalSwapPaymentPeriod.Meta
metaBean()
static KnownAmountNotionalSwapPaymentPeriod
of(Payment payment, SchedulePeriod period, CurrencyAmount notional)
Obtains an instance based on a payment, schedule period and notional.static KnownAmountNotionalSwapPaymentPeriod
of(Payment payment, SchedulePeriod period, CurrencyAmount notional, FxIndexObservation fxResetObservation)
Obtains an instance based on a payment, schedule period, notional and FX reset.KnownAmountNotionalSwapPaymentPeriod.Builder
toBuilder()
Returns a builder that allows this bean to be mutated.String
toString()
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Method Detail
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of
public static KnownAmountNotionalSwapPaymentPeriod of(Payment payment, SchedulePeriod period, CurrencyAmount notional)
Obtains an instance based on a payment, schedule period and notional.- Parameters:
payment
- the paymentperiod
- the schedule periodnotional
- the notional- Returns:
- the period
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of
public static KnownAmountNotionalSwapPaymentPeriod of(Payment payment, SchedulePeriod period, CurrencyAmount notional, FxIndexObservation fxResetObservation)
Obtains an instance based on a payment, schedule period, notional and FX reset.- Parameters:
payment
- the paymentperiod
- the schedule periodnotional
- the notionalfxResetObservation
- the FX reset observation- Returns:
- the period
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getPaymentDate
public LocalDate getPaymentDate()
Description copied from interface:SwapPaymentPeriod
Gets the date that the payment is made.Each payment period has a single payment date. This date has been adjusted to be a valid business day.
- Specified by:
getPaymentDate
in interfaceSwapPaymentPeriod
- Returns:
- the payment date of the period
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getCurrency
public Currency getCurrency()
Gets the primary currency of the payment period.This is the currency of the swap leg and the currency that interest calculation is made in.
The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency. See the optional
fxReset
property.- Specified by:
getCurrency
in interfaceSwapPaymentPeriod
- Returns:
- the primary currency
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adjustPaymentDate
public KnownAmountNotionalSwapPaymentPeriod adjustPaymentDate(TemporalAdjuster adjuster)
Description copied from interface:SwapPaymentPeriod
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 interfaceSwapPaymentPeriod
- Parameters:
adjuster
- the adjuster to apply to the payment date- Returns:
- the adjusted payment event
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collectIndices
public void collectIndices(ImmutableSet.Builder<Index> builder)
Description copied from interface:SwapPaymentPeriod
Collects all the indices referred to by this period.A period will typically refer to at least one index, such as 'GBP-LIBOR-3M'. Each index that is referred to must be added to the specified builder.
- Specified by:
collectIndices
in interfaceSwapPaymentPeriod
- Parameters:
builder
- the builder to use
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meta
public static KnownAmountNotionalSwapPaymentPeriod.Meta meta()
The meta-bean forKnownAmountNotionalSwapPaymentPeriod
.- Returns:
- the meta-bean, not null
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builder
public static KnownAmountNotionalSwapPaymentPeriod.Builder builder()
Returns a builder used to create an instance of the bean.- Returns:
- the builder, not null
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metaBean
public KnownAmountNotionalSwapPaymentPeriod.Meta metaBean()
- Specified by:
metaBean
in interfaceorg.joda.beans.Bean
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getPayment
public Payment getPayment()
Gets the payment.This includes the payment date and amount. If the schedule adjusts for business days, then the date is the adjusted date.
- Returns:
- the value of the property, not null
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getStartDate
public LocalDate getStartDate()
Gets the start date of the payment period.This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.
- Specified by:
getStartDate
in interfaceSwapPaymentPeriod
- Returns:
- the value of the property, not null
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getEndDate
public LocalDate getEndDate()
Gets the end date of the payment period.This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.
- Specified by:
getEndDate
in interfaceSwapPaymentPeriod
- Returns:
- the value of the property, not null
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getUnadjustedStartDate
public LocalDate getUnadjustedStartDate()
Gets the unadjusted start date.The start date before any business day adjustment is applied.
When building, this will default to the start date if not specified.
- Returns:
- the value of the property, not null
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getUnadjustedEndDate
public LocalDate getUnadjustedEndDate()
Gets the unadjusted end date.The end date before any business day adjustment is applied.
When building, this will default to the end date if not specified.
- Returns:
- the value of the property, not null
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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 typically the same as
currency
. However, if FX reset applies, the currency will differ.- Specified by:
getNotionalAmount
in interfaceNotionalPaymentPeriod
- Returns:
- the value of the property
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getFxResetObservation
public Optional<FxIndexObservation> getFxResetObservation()
Gets the FX reset definition, optional.This property is used when the defined amount of the notional is specified in a currency other than the currency of the swap leg. When this occurs, the notional amount has to be converted using an FX rate to the swap leg currency.
The FX reset definition must be valid. The payment currency and the currency of the notional must differ, and the currency pair must be that of the observation.
- Specified by:
getFxResetObservation
in interfaceNotionalPaymentPeriod
- Returns:
- the optional value of the property, not null
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toBuilder
public KnownAmountNotionalSwapPaymentPeriod.Builder toBuilder()
Returns a builder that allows this bean to be mutated.- Returns:
- the mutable builder, not null
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