com.opengamma.strata.product.swap

Class NotionalExchange

java.lang.Object

com.opengamma.strata.product.swap.NotionalExchange

All Implemented Interfaces:

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

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

An exchange of notionals between two counterparties.

In most swaps, the notional amount is not exchanged, with only the net difference being exchanged. However, in certain cases, initial, final or intermediate amounts are exchanged. In this case, the notional can be referred to as the principal.

This class represents a notional exchange where the amount is known in advance.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	NotionalExchange.Meta The meta-bean for NotionalExchange.

Method Summary

Modifier and Type	Method and Description
NotionalExchange	adjustPaymentDate(TemporalAdjuster adjuster) Adjusts the payment date using the rules of the specified adjuster.
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency of the event.
Payment	getPayment() Gets the notional exchange payment.
CurrencyAmount	getPaymentAmount() Gets the payment amount.
LocalDate	getPaymentDate() Gets the date that the payment is made.
int	hashCode()
boolean	isKnownAmountAt(LocalDate date) Checks whether the payment amount of an event is known at a given date.
static NotionalExchange.Meta	meta() The meta-bean for NotionalExchange.
NotionalExchange.Meta	metaBean()
static NotionalExchange	of(CurrencyAmount paymentAmount, LocalDate paymentDate) Obtains an instance from the amount and date.
static NotionalExchange	of(Payment payment) Obtains an instance from the payment.
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 NotionalExchange of(CurrencyAmount paymentAmount,
                                  LocalDate paymentDate)

Obtains an instance from the amount and date.

Parameters:

paymentAmount - the amount of the notional exchange

paymentDate - the date that the payment is made

Returns:

the notional exchange

of

public static NotionalExchange of(Payment payment)

Obtains an instance from the payment.

Parameters:

payment - the payment to be made

Returns:

the notional exchange

getPaymentDate

public LocalDate getPaymentDate()

Description copied from interface: SwapPaymentEvent

Gets the date that the payment is made.

Each payment event has a single payment date. This date has been adjusted to be a valid business day.

Specified by:

getPaymentDate in interface SwapPaymentEvent

Returns:

the payment date

getPaymentAmount

public CurrencyAmount getPaymentAmount()

Gets the payment amount.

Returns:

the payment amount

getCurrency

public Currency getCurrency()

Gets the currency of the event.

The currency of the event is the currency of the payment.

Specified by:

getCurrency in interface SwapPaymentEvent

Returns:

the currency of the event

adjustPaymentDate

public NotionalExchange adjustPaymentDate(TemporalAdjuster adjuster)

Description copied from interface: SwapPaymentEvent

Adjusts the payment date using the rules of the specified adjuster.

The adjuster is typically an instance of BusinessDayAdjustment. Implementations must return a new instance unless they are immutable and no change occurs.

Specified by:

adjustPaymentDate in interface SwapPaymentEvent

Parameters:

adjuster - the adjuster to apply to the payment date

Returns:

the adjusted payment event

isKnownAmountAt

public boolean isKnownAmountAt(LocalDate date)

Description copied from interface: SwapPaymentEvent

Checks whether the payment amount of an event is known at a given date.

Each payment event may be a known amount at a given date, else it could be fixed at a later date

Specified by:

isKnownAmountAt in interface SwapPaymentEvent

Parameters:

date - the date to check whether payment amount is known or not

Returns:

true if payment is fixed at given date

meta

public static NotionalExchange.Meta meta()

The meta-bean for NotionalExchange.

Returns:

the meta-bean, not null

metaBean

public NotionalExchange.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getPayment

public Payment getPayment()

Gets the notional exchange payment.

This contains the amount to be paid and the date that payment occurs. This date has been adjusted to be a valid business day.

Returns:

the value of the property, 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