com.opengamma.strata.product.swap

Interface SwapIndex

All Superinterfaces:

Index, Named

All Known Implementing Classes:

ImmutableSwapIndex

public interface SwapIndex
extends Index, Named

A swap index.

Swap rates for different currencies are published by several providers. The indices can be related to IBOR-linked swaps or Overnight-linked swaps. Ref: https://quant.opengamma.io/Interest-Rate-Instruments-and-Market-Conventions.pdf

The most common implementations are provided in SwapIndices.

All implementations of this interface must be immutable and thread-safe.

Method Summary

Modifier and Type	Method and Description
default ZonedDateTime	calculateFixingDateTime(LocalDate fixingDate) Calculates the fixing date-time from the fixing date.
static ExtendedEnum<SwapIndex>	extendedEnum() Gets the extended enum helper.
LocalTime	getFixingTime() Gets the fixing time of the index.
ZoneId	getFixingZone() Gets the time-zone of the fixing time.
String	getName() Gets the name that uniquely identifies this index.
FixedFloatSwapTemplate	getTemplate() Gets the template for creating Fixed-Float swap.
boolean	isActive() Gets whether the index is active.
static SwapIndex	of(String uniqueName) Obtains an instance from the specified unique name.

Methods inherited from interface com.opengamma.strata.collect.named.Named

of

Method Detail

of

static SwapIndex of(String uniqueName)

Obtains an instance from the specified unique name.

Specified by:

of in interface Index

Parameters:

uniqueName - the unique name

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

extendedEnum

static ExtendedEnum<SwapIndex> extendedEnum()

Gets the extended enum helper.

This helper allows instances of the index to be looked up. It also provides the complete set of available instances.

Returns:

the extended enum helper

isActive

boolean isActive()

Gets whether the index is active.

Over time some indices become inactive and are no longer produced. If this occurs, this method will return false.

Returns:

true if the index is active, false if inactive

getFixingTime

LocalTime getFixingTime()

Gets the fixing time of the index.

The fixing time is related to the fixing date and time-zone.

Returns:

the fixing time

getFixingZone

ZoneId getFixingZone()

Gets the time-zone of the fixing time.

The fixing time-zone is related to the fixing date and time.

Returns:

the time-zone of the fixing time

getTemplate

FixedFloatSwapTemplate getTemplate()

Gets the template for creating Fixed-Float swap.

Returns:

the template

calculateFixingDateTime

default ZonedDateTime calculateFixingDateTime(LocalDate fixingDate)

Calculates the fixing date-time from the fixing date.

The fixing date is the date on which the index is to be observed. The result combines the date with the time and zone stored in the index.

No error is thrown if the input date is not a valid fixing date.

Parameters:

fixingDate - the fixing date

Returns:

the fixing date-time

getName

String getName()

Gets the name that uniquely identifies this index.

This name is used in serialization and can be parsed using of(String).

Specified by:

getName in interface Index

Specified by:

getName in interface Named

Returns:

the unique name