ResolvedCmsLeg (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.cms.ResolvedCmsLeg

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ResolvedCmsLeg
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.
This is the resolved form of CmsLeg and is an input to the pricers. Applications will typically create a ResolvedCmLegs from a CmsLeg using CmsLeg.resolve(ReferenceData).
This defines a single leg for a CMS product and is formed from a number of periods. Each period may be a CMS coupon, caplet or floorlet.
A ResolvedCmsLeg is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ResolvedCmsLeg.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`ImmutableList<CmsPeriod>`	`getCmsPeriods()` Gets the periodic payments based on the successive observed values of a swap index.
`Currency`	`getCurrency()` Gets the currency of the leg.
`LocalDate`	`getEndDate()` Gets the end date of the leg.
`SwapIndex`	`getIndex()` Gets the swap index of the leg.
`PayReceive`	`getPayReceive()` Gets whether the leg is pay or receive.
`LocalDate`	`getStartDate()` Gets the start date of the leg.
`RateIndex`	`getUnderlyingIndex()` Gets the underlying Rate index that the leg is based on.
`int`	`hashCode()`
`static ResolvedCmsLeg.Meta`	`meta()` The meta-bean for `ResolvedCmsLeg`.
`ResolvedCmsLeg.Meta`	`metaBean()`
`ResolvedCmsLeg.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
  - getStartDate
```
public LocalDate getStartDate()
```
    Gets the start date of the leg.
    This is the first accrual date in the leg, often known as the effective date. This date has been adjusted to be a valid business day.
    
    Returns:
    
    the start date of the leg
  - getEndDate
```
public LocalDate getEndDate()
```
    Gets the end date of the leg.
    This is the last accrual date in the leg, often known as the maturity date. This date has been adjusted to be a valid business day.
    
    Returns:
    
    the end date of the leg
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the leg.
    All periods in the leg will have this currency.
    
    Returns:
    
    the currency
  - getIndex
```
public SwapIndex getIndex()
```
    Gets the swap index of the leg.
    All periods in the leg will have this index.
    
    Returns:
    
    the index
  - getUnderlyingIndex
```
public RateIndex getUnderlyingIndex()
```
    Gets the underlying Rate index that the leg is based on.
    All periods in the leg will have this index.
    
    Returns:
    
    the index
  - meta
```
public static ResolvedCmsLeg.Meta meta()
```
    The meta-bean for ResolvedCmsLeg.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ResolvedCmsLeg.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ResolvedCmsLeg.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getPayReceive
```
public PayReceive getPayReceive()
```
    Gets whether the leg is pay or receive.
    A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative swap rates can result in a payment in the opposite direction to that implied by this indicator.
    The value of this flag should match the signs of the payment period notionals.
    
    Returns:
    
    the value of the property, not null
  - getCmsPeriods
```
public ImmutableList<CmsPeriod> getCmsPeriods()
```
    Gets the periodic payments based on the successive observed values of a swap index.
    Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.
    
    Returns:
    
    the value of the property, not empty
  - toBuilder
```
public ResolvedCmsLeg.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

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

Class ResolvedCmsLeg

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getStartDate

getEndDate

getCurrency

getIndex

getUnderlyingIndex

meta

builder

metaBean

getPayReceive

getCmsPeriods

toBuilder

equals

hashCode

toString