Interface SwapPaymentEvent

  • All Known Implementing Classes:
    FxResetNotionalExchange, NotionalExchange

    public interface SwapPaymentEvent
    A payment event, where a single payment is made between two counterparties.

    Implementations of this interface represent a single payment event. Causes include exchange of notional amounts and fees.

    This interface imposes few restrictions on the payment events. The event must have a payment date and currency.

    Implementations must be immutable and thread-safe beans.

    • Method Detail

      • getPaymentDate

        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.

        the payment date
      • getCurrency

        Currency getCurrency()
        Gets the currency of the payment resulting from the event.

        This is the currency of the generated payment. An event has a single currency.

        the currency of the payment
      • adjustPaymentDate

        SwapPaymentEvent adjustPaymentDate​(TemporalAdjuster adjuster)
        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.

        adjuster - the adjuster to apply to the payment date
        the adjusted payment event
      • isKnownAmountAt

        boolean isKnownAmountAt​(LocalDate date)
        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

        date - the date to check whether payment amount is known or not
        true if payment is fixed at given date