ImmutableFxIndex (OpenGamma Strata Basics)

java.lang.Object
- com.opengamma.strata.basics.index.ImmutableFxIndex

All Implemented Interfaces:

FxIndex, Index, Named, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ImmutableFxIndex
extends Object
implements FxIndex, org.joda.beans.ImmutableBean, Serializable
```
A foreign exchange index implementation based on an immutable set of rules.
A standard immutable implementation of FxIndex that defines the currency pair and the rule for converting from fixing to maturity.
In most cases, applications should refer to indices by name, using FxIndex.of(String). The named index will typically be resolved to an instance of this class. As such, it is recommended to use the FxIndex interface in application code rather than directly referring to this class.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`static class`	`ImmutableFxIndex.Builder` The bean-builder for `ImmutableFxIndex`.
`static class`	`ImmutableFxIndex.Meta` The meta-bean for `ImmutableFxIndex`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ImmutableFxIndex.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`LocalDate`	`calculateFixingFromMaturity(LocalDate maturityDate, ReferenceData refData)` Calculates the fixing date from the maturity date.
`LocalDate`	`calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the maturity date from the fixing date.
`boolean`	`equals(Object obj)`
`CurrencyPair`	`getCurrencyPair()` Gets the currency pair.
`HolidayCalendarId`	`getFixingCalendar()` Gets the calendar that determines which dates are fixing dates.
`DaysAdjustment`	`getFixingDateOffset()` Gets the adjustment applied to the maturity date to obtain the fixing date.
`DaysAdjustment`	`getMaturityDateOffset()` Gets the adjustment applied to the fixing date to obtain the maturity date.
`String`	`getName()` Gets the index name, such as 'EUR/GBP-ECB'.
`int`	`hashCode()`
`static ImmutableFxIndex.Meta`	`meta()` The meta-bean for `ImmutableFxIndex`.
`ImmutableFxIndex.Meta`	`metaBean()`
`Function<LocalDate,FxIndexObservation>`	`resolve(ReferenceData refData)` Resolves this index using the specified reference data, returning a function.
`ImmutableFxIndex.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 com.opengamma.strata.basics.index.FxIndex
createFxIndex, extendedEnum, of, of

Methods inherited from interface com.opengamma.strata.collect.named.Named
of

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - calculateMaturityFromFixing
```
public LocalDate calculateMaturityFromFixing(LocalDate fixingDate,
                                             ReferenceData refData)
```
    Description copied from interface: FxIndex
    
    Calculates the maturity date from the fixing date.
    The fixing date is the date on which the index is to be observed. The maturity date is the date on which the implied amount is delivered/exchanged. The maturity date is typically two days after the fixing date.
    No error is thrown if the input date is not a valid fixing date. Instead, the fixing date is moved to the next valid fixing date and then processed.
    The maturity date is also known as the value date.
    
    Specified by:
    
    calculateMaturityFromFixing in interface FxIndex
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - calculateFixingFromMaturity
```
public LocalDate calculateFixingFromMaturity(LocalDate maturityDate,
                                             ReferenceData refData)
```
    Description copied from interface: FxIndex
    
    Calculates the fixing date from the maturity date.
    The fixing date is the date on which the index is to be observed. The maturity date is the date on which the implied amount is delivered/exchanged. The maturity date is typically two days after the fixing date.
    No error is thrown if the input date is not a valid effective date. Instead, the effective date is moved to the next valid effective date and then processed.
    The maturity date is also known as the value date.
    
    Specified by:
    
    calculateFixingFromMaturity in interface FxIndex
    
    Parameters:
    
    maturityDate - the maturity date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the fixing date
  - resolve
```
public Function<LocalDate,FxIndexObservation> resolve(ReferenceData refData)
```
    Description copied from interface: FxIndex
    
    Resolves this index using the specified reference data, returning a function.
    This returns a Function that converts fixing dates to observations. It binds the holiday calendar, looked up from the reference data, into the result. As such, there is no need to pass the reference data in again.
    This method is intended for use when looping to create multiple instances of FxIndexObservation. Implementations of the method are intended to optimize, avoiding repeated calls to resolve the holiday calendar
    
    Specified by:
    
    resolve in interface FxIndex
    
    Parameters:
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    a function that converts fixing date to observation
  - 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 ImmutableFxIndex.Meta meta()
```
    The meta-bean for ImmutableFxIndex.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ImmutableFxIndex.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ImmutableFxIndex.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getName
```
public String getName()
```
    Gets the index name, such as 'EUR/GBP-ECB'.
    
    Specified by:
    
    getName in interface FxIndex
    
    Specified by:
    
    getName in interface Index
    
    Specified by:
    
    getName in interface Named
    
    Returns:
    
    the value of the property, not null
  - getCurrencyPair
```
public CurrencyPair getCurrencyPair()
```
    Gets the currency pair.
    An index defines an FX rate in a single direction, such as from EUR to USD. This currency pair defines that direction.
    In most cases, the same index can be used to convert in both directions by taking the rate or the reciprocal as necessary.
    
    Specified by:
    
    getCurrencyPair in interface FxIndex
    
    Returns:
    
    the value of the property, not null
  - getFixingCalendar
```
public HolidayCalendarId getFixingCalendar()
```
    Gets the calendar that determines which dates are fixing dates.
    The fixing date is when the rate is determined.
    
    Specified by:
    
    getFixingCalendar in interface FxIndex
    
    Returns:
    
    the value of the property, not null
  - getFixingDateOffset
```
public DaysAdjustment getFixingDateOffset()
```
    Gets the adjustment applied to the maturity date to obtain the fixing date.
    The maturity date is the start date of the indexed deposit. In most cases, the fixing date is 2 days before the maturity date.
    
    Specified by:
    
    getFixingDateOffset in interface FxIndex
    
    Returns:
    
    the value of the property, not null
  - getMaturityDateOffset
```
public DaysAdjustment getMaturityDateOffset()
```
    Gets the adjustment applied to the fixing date to obtain the maturity date.
    The maturity date is the start date of the indexed deposit. In most cases, the maturity date is 2 days after the fixing date.
    
    Specified by:
    
    getMaturityDateOffset in interface FxIndex
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ImmutableFxIndex.Builder toBuilder()
```
    Returns a builder that allows this bean to be mutated.
    
    Returns:
    
    the mutable builder, not null

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class ImmutableFxIndex

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.basics.index.FxIndex

Methods inherited from interface com.opengamma.strata.collect.named.Named

Methods inherited from interface org.joda.beans.Bean

Method Detail

calculateMaturityFromFixing

calculateFixingFromMaturity

resolve

equals

hashCode

toString

meta

builder

metaBean

getName

getCurrencyPair

getFixingCalendar

getFixingDateOffset

getMaturityDateOffset

toBuilder