com.opengamma.strata.product.deposit

Class ResolvedIborFixingDeposit

java.lang.Object

com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

All Implemented Interfaces:

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

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

An Ibor fixing deposit, resolved for pricing.

This is the resolved form of IborFixingDeposit and is an input to the pricers. Applications will typically create a ResolvedIborFixingDeposit from a IborFixingDeposit using IborFixingDeposit.resolve(ReferenceData).

A ResolvedIborFixingDeposit 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	ResolvedIborFixingDeposit.Builder The bean-builder for ResolvedIborFixingDeposit.
static class	ResolvedIborFixingDeposit.Meta The meta-bean for ResolvedIborFixingDeposit.

Method Summary

Modifier and Type	Method and Description
static ResolvedIborFixingDeposit.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Currency	getCurrency() Gets the primary currency.
LocalDate	getEndDate() Gets the end date of the deposit.
double	getFixedRate() Gets the fixed rate of interest.
IborRateComputation	getFloatingRate() Gets the floating rate of interest.
double	getNotional() Gets the notional amount.
LocalDate	getStartDate() Gets the start date of the deposit.
double	getYearFraction() Gets the year fraction between the start and end date.
int	hashCode()
static ResolvedIborFixingDeposit.Meta	meta() The meta-bean for ResolvedIborFixingDeposit.
ResolvedIborFixingDeposit.Meta	metaBean()
ResolvedIborFixingDeposit.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

meta

public static ResolvedIborFixingDeposit.Meta meta()

The meta-bean for ResolvedIborFixingDeposit.

Returns:

the meta-bean, not null

builder

public static ResolvedIborFixingDeposit.Builder builder()

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

Returns:

the builder, not null

metaBean

public ResolvedIborFixingDeposit.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getCurrency

public Currency getCurrency()

Gets the primary currency.

This is the currency of the deposit and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.

Returns:

the value of the property, not null

getNotional

public double getNotional()

Gets the notional amount.

The amount that is deposited. It is a positive signed amount if the deposit is 'Buy', and a negative signed amount if the deposit is 'Sell'.

The currency of the notional is specified by currency.

Returns:

the value of the property

getStartDate

public LocalDate getStartDate()

Gets the start date of the deposit.

This is the first date that interest accrues.

This is an adjusted date, which should be a valid business day

Returns:

the value of the property, not null

getEndDate

public LocalDate getEndDate()

Gets the end date of the deposit.

This is the last day that interest accrues. This date must be after the start date.

This is an adjusted date, which should be a valid business day

Returns:

the value of the property, not null

getYearFraction

public double getYearFraction()

Gets the year fraction between the start and end date.

The value is usually calculated using a DayCount. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.

Returns:

the value of the property

getFixedRate

public double getFixedRate()

Gets the fixed rate of interest. A 5% rate will be expressed as 0.05.

Returns:

the value of the property

getFloatingRate

public IborRateComputation getFloatingRate()

Gets the floating rate of interest.

The floating rate to be paid is based on this index. It will be a well known market index such as 'GBP-LIBOR-3M'.

Returns:

the value of the property, not null

toBuilder

public ResolvedIborFixingDeposit.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