FraTemplate (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.fra.type.FraTemplate

All Implemented Interfaces:

TradeTemplate, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class FraTemplate
extends Object
implements TradeTemplate, org.joda.beans.ImmutableBean, Serializable
```
A template for creating a forward rate agreement (FRA) trade.
This defines almost all the data necessary to create a FraTrade. The trade date, notional and fixed rate are required to complete the template and create the trade. As such, it is often possible to get a market price for a trade based on the template. The market price is typically quoted as a bid/ask on the fixed rate.
The template is defined by six dates.
- Trade date, the date that the trade is agreed
- Spot date, the base for date calculations, typically 2 business days after the trade date
- Start date, the date on which the implied deposit starts, typically a number of months after the spot value date
- End date, the date on which the implied deposit ends, typically a number of months after the spot value date
- Fixing date, the date on which the index is to be observed, typically 2 business days before the start date
- Payment date, the date on which payment is made, typically the same as the start date
Some of these dates are specified by the convention embedded within this template.
See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class FraTemplate.Builder
The bean-builder for FraTemplate.

static class FraTemplate.Meta
The meta-bean for FraTemplate.

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static FraTemplate.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`FraTrade`	`createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)` Creates a trade based on this template.
`boolean`	`equals(Object obj)`
`FraConvention`	`getConvention()` Gets the underlying FRA convention.
`Period`	`getPeriodToEnd()` Gets the period between the spot value date and the end date.
`Period`	`getPeriodToStart()` Gets the period between the spot value date and the start date.
`int`	`hashCode()`
`static FraTemplate.Meta`	`meta()` The meta-bean for `FraTemplate`.
`FraTemplate.Meta`	`metaBean()`
`static FraTemplate`	`of(Period periodToStart, IborIndex index)` Obtains a template based on the specified period and index.
`static FraTemplate`	`of(Period periodToStart, Period periodToEnd, FraConvention convention)` Obtains a template based on the specified periods and convention.
`FraTemplate.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 FraTemplate of(Period periodToStart,
                             IborIndex index)
```
    Obtains a template based on the specified period and index.
    The period from the spot date to the start date is specified. The period from the spot date to the end date will be the period to start plus the tenor of the index.
    For example, a '2 x 5' FRA has a period to the start date of 2 months. The index will be a 3 month index, such as 'USD-LIBOR-3M'. The period to the end date will be the period to the start date plus the index tenor.
    
    Parameters:
    
    periodToStart - the period between the spot date and the start date
    
    index - the index that defines the market convention
    
    Returns:
    
    the template
  - of
```
public static FraTemplate of(Period periodToStart,
                             Period periodToEnd,
                             FraConvention convention)
```
    Obtains a template based on the specified periods and convention.
    The periods from the spot date to the start date and to the end date are specified.
    For example, a '2 x 5' FRA has a period to the start date of 2 months and a period to the end date of 5 months.
    
    Parameters:
    
    periodToStart - the period between the spot date and the start date
    
    periodToEnd - the period between the spot date and the end date
    
    convention - the market convention
    
    Returns:
    
    the template
  - createTrade
```
public FraTrade createTrade(LocalDate tradeDate,
                            BuySell buySell,
                            double notional,
                            double fixedRate,
                            ReferenceData refData)
```
    Creates a trade based on this template.
    This returns a trade based on the specified date. The notional is unsigned, with buy/sell determining the direction of the trade. If buying the FRA, the floating rate is received from the counterparty, with the fixed rate being paid. If selling the FRA, the floating rate is paid to the counterparty, with the fixed rate being received.
    
    Parameters:
    
    tradeDate - the date of the trade
    
    buySell - the buy/sell flag, see Fra.getBuySell()
    
    notional - the notional amount, in the payment currency of the template
    
    fixedRate - the fixed rate, typically derived from the market
    
    refData - the reference data, used to resolve the trade dates
    
    Returns:
    
    the trade
    
    Throws:
    
    ReferenceDataNotFoundException - if an identifier cannot be resolved in the reference data
  - meta
```
public static FraTemplate.Meta meta()
```
    The meta-bean for FraTemplate.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static FraTemplate.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public FraTemplate.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getPeriodToStart
```
public Period getPeriodToStart()
```
    Gets the period between the spot value date and the start date.
    In a FRA described as '2 x 5', the period to the start date is 2 months.
    
    Returns:
    
    the value of the property, not null
  - getPeriodToEnd
```
public Period getPeriodToEnd()
```
    Gets the period between the spot value date and the end date.
    In a FRA described as '2 x 5', the period to the end date is 5 months. The difference between the start date and the end date typically matches the tenor of the index, however this is not validated.
    When building, this will default to the period to start plus the tenor of the index if not specified.
    
    Returns:
    
    the value of the property, not null
  - getConvention
```
public FraConvention getConvention()
```
    Gets the underlying FRA convention.
    This specifies the market convention of the FRA to be created.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public FraTemplate.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 FraTemplate

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

createTrade

meta

builder

metaBean

getPeriodToStart

getPeriodToEnd

getConvention

toBuilder

equals

hashCode

toString