com.opengamma.strata.basics.value

Class ValueStep

java.lang.Object

com.opengamma.strata.basics.value.ValueStep

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

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

A single step in the variation of a value over time.

A financial value, such as the notional or interest rate, may vary over time. This class represents a single change in the value within ValueSchedule.

The date of the change is either specified explicitly, or in relative terms via an index. The adjustment to the value can also be specified absolutely, or in relative terms.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static ValueStep.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Optional<LocalDate>	getDate() Gets the date of the schedule period boundary at which the change occurs.
OptionalInt	getPeriodIndex() Gets the index of the schedule period boundary at which the change occurs.
ValueAdjustment	getValue() Gets the value representing the change that occurs.
int	hashCode()
static ValueStep.Meta	meta() The meta-bean for ValueStep.
ValueStep.Meta	metaBean()
static ValueStep	of(int periodIndex, ValueAdjustment value) Obtains an instance that applies at the specified schedule period index.
static ValueStep	of(LocalDate date, ValueAdjustment value) Obtains an instance that applies at the specified date.
ValueStep.Builder	toBuilder() Returns a builder that allows this bean to be mutated.
String	toString()

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

Method Detail

of

public static ValueStep of(int periodIndex,
                           ValueAdjustment value)

Obtains an instance that applies at the specified schedule period index.

This factory is used to define the date that the step occurs in relative terms. The date is identified by specifying the zero-based index of the schedule period boundary. The change will occur at the start of the specified period. Thus an index of zero is the start of the first period or initial stub. The index must be one or greater, as a change is not permitted at the start of the first period.

For example, consider a 5 year swap from 2012-02-01 to 2017-02-01 with 6 month frequency. A zero-based index of '2' would refer to start of the 3rd period, which would be 2013-02-01.

The value may be absolute or relative, as per ValueAdjustment.

Parameters:

periodIndex - the index of the period of the value change

value - the adjustment to make to the value

Returns:

the varying step

of

public static ValueStep of(LocalDate date,
                           ValueAdjustment value)

Obtains an instance that applies at the specified date.

This factory obtains a step that causes the value to change at the specified date.

The value may be absolute or relative, as per ValueAdjustment.

Parameters:

date - the start date of the value change

value - the adjustment to make to the value

Returns:

the varying step

meta

public static ValueStep.Meta meta()

The meta-bean for ValueStep.

Returns:

the meta-bean, not null

builder

public static ValueStep.Builder builder()

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

Returns:

the builder, not null

metaBean

public ValueStep.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getPeriodIndex

public OptionalInt getPeriodIndex()

Gets the index of the schedule period boundary at which the change occurs.

This property is used to define the date that the step occurs in relative terms. The date is identified by specifying the zero-based index of the schedule period boundary. The change will occur at the start of the specified period. Thus an index of zero is the start of the first period or initial stub. The index must be one or greater, as a change is not permitted at the start of the first period.

For example, consider a 5 year swap from 2012-02-01 to 2017-02-01 with 6 month frequency. A zero-based index of '2' would refer to start of the 3rd period, which would be 2013-02-01.

Returns:

the optional value of the property, not null

getDate

public Optional<LocalDate> getDate()

Gets the date of the schedule period boundary at which the change occurs.

This property is used to define the date that the step occurs in absolute terms. This must be one of the unadjusted dates in the schedule period schedule. This is an unadjusted date and calculation period business day adjustments will apply.

For example, consider a 5 year swap from 2012-02-01 to 2017-02-01 with 6 month frequency. The date '2013-02-01' is an unadjusted schedule period boundary, and so may be specified here.

Returns:

the optional value of the property, not null

getValue

public ValueAdjustment getValue()

Gets the value representing the change that occurs.

The adjustment can be an absolute value, or various kinds of relative values.

Returns:

the value of the property, not null

toBuilder

public ValueStep.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object