IborAveragedFixing (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.rate.IborAveragedFixing

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class IborAveragedFixing
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
A single fixing of an index that is observed by IborAveragedRateComputation.
The interest rate is determined for each reset period, with the weight used to create a weighted average.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static IborAveragedFixing.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`OptionalDouble`	`getFixedRate()` Gets the fixed rate for the fixing date, optional.
`IborIndexObservation`	`getObservation()` Gets the Ibor index observation to use to determine a rate for the reset period.
`double`	`getWeight()` Gets the weight to apply to this fixing.
`int`	`hashCode()`
`static IborAveragedFixing.Meta`	`meta()` The meta-bean for `IborAveragedFixing`.
`IborAveragedFixing.Meta`	`metaBean()`
`static IborAveragedFixing`	`of(IborIndexObservation observation)` Creates a `IborAveragedFixing` from the fixing date with a weight of 1.
`static IborAveragedFixing`	`of(IborIndexObservation observation, Double fixedRate)` Creates a `IborAveragedFixing` from the fixing date with a weight of 1.
`static IborAveragedFixing`	`ofDaysInResetPeriod(IborIndexObservation observation, LocalDate startDate, LocalDate endDate)` Creates a `IborAveragedFixing` from the fixing date, calculating the weight from the number of days in the reset period.
`static IborAveragedFixing`	`ofDaysInResetPeriod(IborIndexObservation observation, LocalDate startDate, LocalDate endDate, Double fixedRate)` Creates a `IborAveragedFixing` from the fixing date, calculating the weight from the number of days in the reset period.
`IborAveragedFixing.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 IborAveragedFixing of(IborIndexObservation observation)
```
    Creates a IborAveragedFixing from the fixing date with a weight of 1.
    
    Parameters:
    
    observation - the Ibor observation
    
    Returns:
    
    the unweighted fixing information
  - of
```
public static IborAveragedFixing of(IborIndexObservation observation,
                                    Double fixedRate)
```
    Creates a IborAveragedFixing from the fixing date with a weight of 1.
    
    Parameters:
    
    observation - the Ibor observation
    
    fixedRate - the fixed rate for the fixing date, optional, may be null
    
    Returns:
    
    the unweighted fixing information
  - ofDaysInResetPeriod
```
public static IborAveragedFixing ofDaysInResetPeriod(IborIndexObservation observation,
                                                     LocalDate startDate,
                                                     LocalDate endDate)
```
    Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
    This implements the standard approach to average weights, which is to set each weight to the actual number of days between the start and end of the reset period.
    
    Parameters:
    
    observation - the Ibor observation
    
    startDate - the start date of the reset period
    
    endDate - the end date of the reset period
    
    Returns:
    
    the weighted fixing information
  - ofDaysInResetPeriod
```
public static IborAveragedFixing ofDaysInResetPeriod(IborIndexObservation observation,
                                                     LocalDate startDate,
                                                     LocalDate endDate,
                                                     Double fixedRate)
```
    Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
    This implements the standard approach to average weights, which is to set each weight to the actual number of days between the start and end of the reset period.
    
    Parameters:
    
    observation - the Ibor observation
    
    startDate - the start date of the reset period
    
    endDate - the end date of the reset period
    
    fixedRate - the fixed rate for the fixing date, optional, may be null
    
    Returns:
    
    the weighted fixing information
  - meta
```
public static IborAveragedFixing.Meta meta()
```
    The meta-bean for IborAveragedFixing.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static IborAveragedFixing.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public IborAveragedFixing.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getObservation
```
public IborIndexObservation getObservation()
```
    Gets the Ibor index observation to use to determine a rate for the reset period.
    
    Returns:
    
    the value of the property, not null
  - getFixedRate
```
public OptionalDouble getFixedRate()
```
    Gets the fixed rate for the fixing date, optional. A 5% rate will be expressed as 0.05.
    In certain circumstances two counterparties agree the rate of a fixing when the contract starts. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply.
    If the value not present, which is the normal case, then the rate is observed via the normal fixing process.
    
    Returns:
    
    the optional value of the property, not null
  - getWeight
```
public double getWeight()
```
    Gets the weight to apply to this fixing.
    If the averaging is unweighted, then all weights must be one.
    
    Returns:
    
    the value of the property
  - toBuilder
```
public IborAveragedFixing.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 IborAveragedFixing

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

ofDaysInResetPeriod

ofDaysInResetPeriod

meta

builder

metaBean

getObservation

getFixedRate

getWeight

toBuilder

equals

hashCode

toString