KnownAmountSwapLeg (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swap.KnownAmountSwapLeg

All Implemented Interfaces:

Resolvable<ResolvedSwapLeg>, ScheduledSwapLeg, SwapLeg, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class KnownAmountSwapLeg
extends Object
implements ScheduledSwapLeg, org.joda.beans.ImmutableBean, Serializable
```
A fixed swap leg defined in terms of known amounts.
Most fixed swap legs are calculated based on a fixed rate of interest. By contrast, this leg defines a known payment amount for each period.
Each payment occurs relative to a payment period. The payment periods are calculated relative to the accrual periods. While the model allows the frequency of the accrual and payment periods to differ, this will have no effect, as the amounts to be paid at each payment date are known. This design is intended to match FpML.

See Also:

RateCalculationSwapLeg, FixedRateCalculation, Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static KnownAmountSwapLeg.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`void`	`collectCurrencies(ImmutableSet.Builder<Currency> builder)` Collects all the currencies referred to by this leg.
`void`	`collectIndices(ImmutableSet.Builder<Index> builder)` Collects all the indices referred to by this leg.
`boolean`	`equals(Object obj)`
`PeriodicSchedule`	`getAccrualSchedule()` Gets the accrual period schedule.
`ValueSchedule`	`getAmount()` Gets the known amount schedule.
`Currency`	`getCurrency()` Gets the currency of the swap leg.
`AdjustableDate`	`getEndDate()` Gets the accrual end date of the leg.
`PaymentSchedule`	`getPaymentSchedule()` Gets the payment period schedule.
`PayReceive`	`getPayReceive()` Gets whether the leg is pay or receive.
`AdjustableDate`	`getStartDate()` Gets the accrual start date of the leg.
`SwapLegType`	`getType()` Gets the type of the leg, such as Fixed or Ibor.
`int`	`hashCode()`
`static KnownAmountSwapLeg.Meta`	`meta()` The meta-bean for `KnownAmountSwapLeg`.
`KnownAmountSwapLeg.Meta`	`metaBean()`
`KnownAmountSwapLeg`	`replaceStartDate(LocalDate adjustedStartDate)` Returns an instance based on this leg with the start date replaced.
`ResolvedSwapLeg`	`resolve(ReferenceData refData)` Converts this swap leg to the equivalent `ResolvedSwapLeg`.
`KnownAmountSwapLeg.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 com.opengamma.strata.product.swap.SwapLeg
allCurrencies, allIndices

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - getType
```
public SwapLegType getType()
```
    Description copied from interface: SwapLeg
    
    Gets the type of the leg, such as Fixed or Ibor.
    This provides a high level categorization of the swap leg.
    
    Specified by:
    
    getType in interface SwapLeg
    
    Returns:
    
    the leg type
  - getStartDate
```
public AdjustableDate getStartDate()
```
    Description copied from interface: SwapLeg
    
    Gets the accrual start date of the leg.
    This is the first accrual date in the leg, often known as the effective date.
    Defined as the effective date by the 2006 ISDA definitions article 3.2.
    
    Specified by:
    
    getStartDate in interface SwapLeg
    
    Returns:
    
    the start date of the leg
  - getEndDate
```
public AdjustableDate getEndDate()
```
    Description copied from interface: SwapLeg
    
    Gets the accrual end date of the leg.
    This is the last accrual date in the leg, often known as the termination date.
    Defined as the termination date by the 2006 ISDA definitions article 3.3.
    
    Specified by:
    
    getEndDate in interface SwapLeg
    
    Returns:
    
    the end date of the leg
  - collectCurrencies
```
public void collectCurrencies(ImmutableSet.Builder<Currency> builder)
```
    Description copied from interface: SwapLeg
    
    Collects all the currencies referred to by this leg.
    This collects the complete set of currencies for the leg, not just the payment currencies.
    
    Specified by:
    
    collectCurrencies in interface SwapLeg
    
    Parameters:
    
    builder - the builder to populate
  - collectIndices
```
public void collectIndices(ImmutableSet.Builder<Index> builder)
```
    Description copied from interface: SwapLeg
    
    Collects all the indices referred to by this leg.
    A swap leg will typically refer to at least one index, such as 'GBP-LIBOR-3M'. Each index that is referred to must be added to the specified builder.
    
    Specified by:
    
    collectIndices in interface SwapLeg
    
    Parameters:
    
    builder - the builder to populate
  - replaceStartDate
```
public KnownAmountSwapLeg replaceStartDate(LocalDate adjustedStartDate)
```
    Returns an instance based on this leg with the start date replaced.
    This uses PeriodicSchedule.replaceStartDate(LocalDate).
    
    Specified by:
    
    replaceStartDate in interface SwapLeg
    
    Parameters:
    
    adjustedStartDate - the new adjusted start date
    
    Returns:
    
    the updated leg
    
    Throws:
    
    IllegalArgumentException - if the start date cannot be replaced with the proposed start date
  - resolve
```
public ResolvedSwapLeg resolve(ReferenceData refData)
```
    Converts this swap leg to the equivalent ResolvedSwapLeg.
    An ResolvedSwapLeg represents the same data as this leg, but with a complete schedule of dates defined using KnownAmountSwapPaymentPeriod.
    
    Specified by:
    
    resolve in interface Resolvable<ResolvedSwapLeg>
    
    Specified by:
    
    resolve in interface SwapLeg
    
    Parameters:
    
    refData - the reference data to use when resolving
    
    Returns:
    
    the equivalent resolved swap leg
    
    Throws:
    
    ReferenceDataNotFoundException - if an identifier cannot be resolved in the reference data
    
    RuntimeException - if unable to resolve due to an invalid swap schedule or definition
  - meta
```
public static KnownAmountSwapLeg.Meta meta()
```
    The meta-bean for KnownAmountSwapLeg.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static KnownAmountSwapLeg.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public KnownAmountSwapLeg.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 interest rates can result in a payment in the opposite direction to that implied by this indicator.
    
    Specified by:
    
    getPayReceive in interface SwapLeg
    
    Returns:
    
    the value of the property, not null
  - getAccrualSchedule
```
public PeriodicSchedule getAccrualSchedule()
```
    Gets the accrual period schedule.
    This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the swap.
    
    Specified by:
    
    getAccrualSchedule in interface ScheduledSwapLeg
    
    Returns:
    
    the value of the property, not null
  - getPaymentSchedule
```
public PaymentSchedule getPaymentSchedule()
```
    Gets the payment period schedule.
    This is used to define the payment periods, including any compounding. The payment period dates are based on the accrual schedule.
    
    Specified by:
    
    getPaymentSchedule in interface ScheduledSwapLeg
    
    Returns:
    
    the value of the property, not null
  - getAmount
```
public ValueSchedule getAmount()
```
    Gets the known amount schedule.
    This defines the schedule of known amounts, relative to the payment schedule. The schedule is defined as an initial amount, with optional changes during the tenor of the swap. The amount is only permitted to change at payment period boundaries.
    Note that the date of the payment is implied by the payment schedule. Any dates in the known amount schedule refer to the payment schedule, not the payment date.
    For example, consider a two year swap where each payment period is 3 months long. This schedule could define two entries, one that defines the payment amounts as GBP 1000 for the first year and one that defines the amount as GBP 500 for the second year. In this case there will be eight payments in total, four payments of GBP 1000 in the first year and four payments of GBP 500 in the second year. Each payment will occur on the date specified using the offset in PaymentSchedule.
    
    Returns:
    
    the value of the property, not null
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the swap leg.
    This is the currency of the known payments.
    
    Specified by:
    
    getCurrency in interface SwapLeg
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public KnownAmountSwapLeg.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 KnownAmountSwapLeg

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.product.swap.SwapLeg

Methods inherited from interface org.joda.beans.Bean

Method Detail

getType

getStartDate

getEndDate

collectCurrencies

collectIndices

replaceStartDate

resolve

meta

builder

metaBean

getPayReceive

getAccrualSchedule

getPaymentSchedule

getAmount

getCurrency

toBuilder

equals

hashCode

toString