ImmutableIborIndex (OpenGamma Strata Basics)

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

All Implemented Interfaces:

FloatingRate, FloatingRateIndex, IborIndex, Index, RateIndex, Named, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ImmutableIborIndex
extends Object
implements IborIndex, org.joda.beans.ImmutableBean, Serializable
```
An Ibor index implementation based on an immutable set of rules.
A standard immutable implementation of IborIndex that defines the currency and the rules for converting from fixing to effective and maturity.
In most cases, applications should refer to indices by name, using IborIndex.of(String). The named index will typically be resolved to an instance of this class. As such, it is recommended to use the IborIndex 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`	`ImmutableIborIndex.Builder` The bean-builder for `ImmutableIborIndex`.
`static class`	`ImmutableIborIndex.Meta` The meta-bean for `ImmutableIborIndex`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ImmutableIborIndex.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`LocalDate`	`calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the effective date from the fixing date.
`ZonedDateTime`	`calculateFixingDateTime(LocalDate fixingDate)` Converts the fixing date-time from the fixing date.
`LocalDate`	`calculateFixingFromEffective(LocalDate effectiveDate, ReferenceData refData)` Calculates the fixing date from the effective date.
`LocalDate`	`calculateMaturityFromEffective(LocalDate effectiveDate, ReferenceData refData)` Calculates the maturity date from the effective date.
`LocalDate`	`calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the maturity date from the fixing date.
`boolean`	`equals(Object obj)`
`Currency`	`getCurrency()` Gets the currency of the index.
`DayCount`	`getDayCount()` Gets the day count convention.
`DayCount`	`getDefaultFixedLegDayCount()` Gets the default day count convention for the associated fixed leg.
`DaysAdjustment`	`getEffectiveDateOffset()` Gets the adjustment applied to the fixing date to obtain the effective date.
`HolidayCalendarId`	`getFixingCalendar()` Gets the calendar that determines which dates are fixing dates.
`DaysAdjustment`	`getFixingDateOffset()` Gets the adjustment applied to the effective date to obtain the fixing date.
`LocalTime`	`getFixingTime()` Gets the fixing time.
`ZoneId`	`getFixingZone()` Gets the fixing time-zone.
`FloatingRateName`	`getFloatingRateName()` Gets the floating rate name for this index.
`TenorAdjustment`	`getMaturityDateOffset()` Gets the adjustment applied to the effective date to obtain the maturity date.
`String`	`getName()` Gets the index name, such as 'GBP-LIBOR-3M'.
`Tenor`	`getTenor()` Gets the tenor of the index.
`int`	`hashCode()`
`boolean`	`isActive()` Gets whether the index is active, defaulted to true.
`static ImmutableIborIndex.Meta`	`meta()` The meta-bean for `ImmutableIborIndex`.
`ImmutableIborIndex.Meta`	`metaBean()`
`Function<LocalDate,IborIndexObservation>`	`resolve(ReferenceData refData)` Resolves this index using the specified reference data, returning a function.
`ImmutableIborIndex.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.IborIndex
extendedEnum, of

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateIndex
parse, parse, tryParse, tryParse

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

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

- Method Detail
  - getTenor
```
public Tenor getTenor()
```
    Description copied from interface: RateIndex
    
    Gets the tenor of the index.
    
    Specified by:
    
    getTenor in interface RateIndex
    
    Returns:
    
    the tenor
  - getFloatingRateName
```
public FloatingRateName getFloatingRateName()
```
    Description copied from interface: FloatingRateIndex
    
    Gets the floating rate name for this index.
    For an Ibor index, the FloatingRateName does not include the tenor. It can be used to find the other tenors available for this index.
    
    Specified by:
    
    getFloatingRateName in interface FloatingRate
    
    Specified by:
    
    getFloatingRateName in interface FloatingRateIndex
    
    Returns:
    
    the floating rate name
  - calculateFixingDateTime
```
public ZonedDateTime calculateFixingDateTime(LocalDate fixingDate)
```
    Description copied from interface: IborIndex
    
    Converts the fixing date-time from the fixing date.
    The fixing date is the date on which the index is to be observed. The fixing date-time is the specific date and time of the observation.
    No error is thrown if the input date is not a valid fixing date.
    
    Specified by:
    
    calculateFixingDateTime in interface IborIndex
    
    Parameters:
    
    fixingDate - the fixing date
    
    Returns:
    
    the fixing date-time
  - calculateEffectiveFromFixing
```
public LocalDate calculateEffectiveFromFixing(LocalDate fixingDate,
                                              ReferenceData refData)
```
    Description copied from interface: IborIndex
    
    Calculates the effective date from the fixing date.
    The fixing date is the date on which the index is to be observed. The effective date is the date on which the implied deposit starts.
    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.
    
    Specified by:
    
    calculateEffectiveFromFixing in interface IborIndex
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the effective date
  - calculateMaturityFromFixing
```
public LocalDate calculateMaturityFromFixing(LocalDate fixingDate,
                                             ReferenceData refData)
```
    Description copied from interface: IborIndex
    
    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 deposit ends.
    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.
    
    Specified by:
    
    calculateMaturityFromFixing in interface IborIndex
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - calculateFixingFromEffective
```
public LocalDate calculateFixingFromEffective(LocalDate effectiveDate,
                                              ReferenceData refData)
```
    Description copied from interface: IborIndex
    
    Calculates the fixing date from the effective date.
    The fixing date is the date on which the index is to be observed. The effective date is the date on which the implied deposit starts.
    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.
    
    Specified by:
    
    calculateFixingFromEffective in interface IborIndex
    
    Parameters:
    
    effectiveDate - the effective date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the fixing date
  - calculateMaturityFromEffective
```
public LocalDate calculateMaturityFromEffective(LocalDate effectiveDate,
                                                ReferenceData refData)
```
    Description copied from interface: IborIndex
    
    Calculates the maturity date from the effective date.
    The effective date is the date on which the implied deposit starts. The maturity date is the date on which the implied deposit ends.
    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.
    
    Specified by:
    
    calculateMaturityFromEffective in interface IborIndex
    
    Parameters:
    
    effectiveDate - the effective date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - resolve
```
public Function<LocalDate,IborIndexObservation> resolve(ReferenceData refData)
```
    Description copied from interface: IborIndex
    
    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 IborIndexObservation. Implementations of the method are intended to optimize, avoiding repeated calls to resolve the holiday calendar
    
    Specified by:
    
    resolve in interface IborIndex
    
    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 ImmutableIborIndex.Meta meta()
```
    The meta-bean for ImmutableIborIndex.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ImmutableIborIndex.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ImmutableIborIndex.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getName
```
public String getName()
```
    Gets the index name, such as 'GBP-LIBOR-3M'.
    
    Specified by:
    
    getName in interface FloatingRateIndex
    
    Specified by:
    
    getName in interface IborIndex
    
    Specified by:
    
    getName in interface Index
    
    Specified by:
    
    getName in interface RateIndex
    
    Specified by:
    
    getName in interface Named
    
    Returns:
    
    the value of the property, not null
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the index.
    
    Specified by:
    
    getCurrency in interface FloatingRate
    
    Specified by:
    
    getCurrency in interface FloatingRateIndex
    
    Returns:
    
    the value of the property, not null
  - 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 FloatingRateIndex
    
    Returns:
    
    the value of the property
  - 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 RateIndex
    
    Returns:
    
    the value of the property, not null
  - getFixingTime
```
public LocalTime getFixingTime()
```
    Gets the fixing time.
    The rate is fixed at the fixing time of the fixing date.
    
    Returns:
    
    the value of the property, not null
  - getFixingZone
```
public ZoneId getFixingZone()
```
    Gets the fixing time-zone.
    The time-zone of the fixing time.
    
    Returns:
    
    the value of the property, not null
  - getFixingDateOffset
```
public DaysAdjustment getFixingDateOffset()
```
    Gets the adjustment applied to the effective date to obtain the fixing date.
    The fixing date is the date on which the index is to be observed. In most cases, the fixing date is 0 or 2 days before the effective date. This data structure allows the complex rules of some indices to be represented.
    
    Specified by:
    
    getFixingDateOffset in interface IborIndex
    
    Returns:
    
    the value of the property, not null
  - getEffectiveDateOffset
```
public DaysAdjustment getEffectiveDateOffset()
```
    Gets the adjustment applied to the fixing date to obtain the effective date.
    The effective date is the start date of the indexed deposit. In most cases, the effective date is 0 or 2 days after the fixing date. This data structure allows the complex rules of some indices to be represented.
    
    Specified by:
    
    getEffectiveDateOffset in interface IborIndex
    
    Returns:
    
    the value of the property, not null
  - getMaturityDateOffset
```
public TenorAdjustment getMaturityDateOffset()
```
    Gets the adjustment applied to the effective date to obtain the maturity date.
    The maturity date is the end date of the indexed deposit and is relative to the effective date. This data structure allows the complex rules of some indices to be represented.
    
    Specified by:
    
    getMaturityDateOffset in interface IborIndex
    
    Returns:
    
    the value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention.
    
    Specified by:
    
    getDayCount in interface FloatingRateIndex
    
    Returns:
    
    the value of the property, not null
  - getDefaultFixedLegDayCount
```
public DayCount getDefaultFixedLegDayCount()
```
    Gets the default day count convention for the associated fixed leg.
    A rate index is often paid against a fixed leg, such as in a vanilla Swap. The day count convention of the fixed leg often differs from that of the index, and the default is value is available here.
    
    Specified by:
    
    getDefaultFixedLegDayCount in interface FloatingRateIndex
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ImmutableIborIndex.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 ImmutableIborIndex

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

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

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

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

Methods inherited from interface org.joda.beans.Bean

Method Detail

getTenor

getFloatingRateName

calculateFixingDateTime

calculateEffectiveFromFixing

calculateMaturityFromFixing

calculateFixingFromEffective

calculateMaturityFromEffective

resolve

equals

hashCode

toString

meta

builder

metaBean

getName

getCurrency

isActive

getFixingCalendar

getFixingTime

getFixingZone

getFixingDateOffset

getEffectiveDateOffset

getMaturityDateOffset

getDayCount

getDefaultFixedLegDayCount

toBuilder