com.opengamma.strata.product.swap

Class FutureValueNotional

java.lang.Object

com.opengamma.strata.product.swap.FutureValueNotional

All Implemented Interfaces:

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

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

A future value notional amount for a fixed swap leg.

The future value notional is calculated as the notional multiplied by one plus the fixed rate raised to the power of the fixed rate day count fraction, i.e. Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction).

The future value notional is normally only required for Brazilian CDI Swaps.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
static FutureValueNotional	autoCalculate() Obtains an empty instance, that causes the future value notional to be automatically calculated using the standard formula.
static FutureValueNotional.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
OptionalInt	getDayCountDays() Gets the number of days in the calculation period.
OptionalDouble	getValue() Gets the amount.
Optional<LocalDate>	getValueDate() Gets the value date.
int	hashCode()
static FutureValueNotional.Meta	meta() The meta-bean for FutureValueNotional.
FutureValueNotional.Meta	metaBean()
static FutureValueNotional	of(double value) Obtains an instance from the specified amount.
static FutureValueNotional	of(double value, LocalDate valueDate, int dayCountDays) Obtains an instance from the specified amount, date and number of days.
FutureValueNotional.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

autoCalculate

public static FutureValueNotional autoCalculate()

Obtains an empty instance, that causes the future value notional to be automatically calculated using the standard formula.

Returns:

the empty instance

of

public static FutureValueNotional of(double value,
                                     LocalDate valueDate,
                                     int dayCountDays)

Obtains an instance from the specified amount, date and number of days.

Parameters:

value - the amount

valueDate - the value date

dayCountDays - the number of days

Returns:

the future value notional

of

public static FutureValueNotional of(double value)

Obtains an instance from the specified amount.

Parameters:

value - the amount

Returns:

the future value notional

meta

public static FutureValueNotional.Meta meta()

The meta-bean for FutureValueNotional.

Returns:

the meta-bean, not null

builder

public static FutureValueNotional.Builder builder()

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

Returns:

the builder, not null

metaBean

public FutureValueNotional.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getValue

public OptionalDouble getValue()

Gets the amount.

The future value notional amount, derived as per the standard formula.

Returns:

the optional value of the property, not null

getValueDate

public Optional<LocalDate> getValueDate()

Gets the value date.

This is the adjusted value date of the future value amount, which is the adjusted end date.

Returns:

the optional value of the property, not null

getDayCountDays

public OptionalInt getDayCountDays()

Gets the number of days in the calculation period.

This defines the number of days from the adjusted start date to the adjusted end date as calculated by the day count.

Returns:

the optional value of the property, not null

toBuilder

public FutureValueNotional.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