com.opengamma.strata.product.swap

Interface SwapPaymentEvent

All Known Implementing Classes:

FxResetNotionalExchange, NotionalExchange

public interface SwapPaymentEvent

A payment event, where a single payment is made between two counterparties.

Implementations of this interface represent a single payment event. Causes include exchange of notional amounts and fees.

This interface imposes few restrictions on the payment events. The event must have a payment date and currency.

Implementations must be immutable and thread-safe beans.

Method Summary

Modifier and Type	Method and Description
SwapPaymentEvent	adjustPaymentDate(TemporalAdjuster adjuster) Adjusts the payment date using the rules of the specified adjuster.
Currency	getCurrency() Gets the currency of the payment resulting from the event.
LocalDate	getPaymentDate() Gets the date that the payment is made.
boolean	isKnownAmountAt(LocalDate date) Checks whether the payment amount of an event is known at a given date.

Method Detail

getPaymentDate

LocalDate getPaymentDate()

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.

Returns:

the payment date

getCurrency

Currency getCurrency()

Gets the currency of the payment resulting from the event.

This is the currency of the generated payment. An event has a single currency.

Returns:

the currency of the payment

adjustPaymentDate

SwapPaymentEvent adjustPaymentDate(TemporalAdjuster adjuster)

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.

Parameters:

adjuster - the adjuster to apply to the payment date

Returns:

the adjusted payment event

isKnownAmountAt

boolean isKnownAmountAt(LocalDate date)

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

Parameters:

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

Returns:

true if payment is fixed at given date