FixedIborSwapTemplate (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

All Implemented Interfaces:

FixedFloatSwapTemplate, TradeTemplate, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class FixedIborSwapTemplate
extends Object
implements FixedFloatSwapTemplate, org.joda.beans.ImmutableBean, Serializable
```
A template for creating Fixed-Ibor swap trades.
This defines almost all the data necessary to create a Fixed-Ibor single currency SwapTrade. The trade date, notional and fixed rate are required to complete the template and create the trade. As such, it is often possible to get a market price for a trade based on the template. The market price is typically quoted as a bid/ask on the fixed rate.
The template references four dates.
- Trade date, the date that the trade is agreed
- Spot date, the base for date calculations, typically 2 business days after the trade date
- Start date, the date on which accrual starts
- End date, the date on which accrual ends
Some of these dates are specified by the convention embedded within this template.
See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static FixedIborSwapTemplate.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`SwapTrade`	`createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)` Creates a trade based on this template.
`boolean`	`equals(Object obj)`
`FixedIborSwapConvention`	`getConvention()` Gets the market convention of the swap.
`Period`	`getPeriodToStart()` Gets the period between the spot value date and the start date.
`Tenor`	`getTenor()` Gets the tenor of the swap.
`int`	`hashCode()`
`static FixedIborSwapTemplate.Meta`	`meta()` The meta-bean for `FixedIborSwapTemplate`.
`FixedIborSwapTemplate.Meta`	`metaBean()`
`static FixedIborSwapTemplate`	`of(Period periodToStart, Tenor tenor, FixedIborSwapConvention convention)` Creates a template based on the specified period, tenor and convention.
`static FixedIborSwapTemplate`	`of(Tenor tenor, FixedIborSwapConvention convention)` Obtains a template based on the specified tenor and convention.
`FixedIborSwapTemplate.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
  - of
```
public static FixedIborSwapTemplate of(Tenor tenor,
                                       FixedIborSwapConvention convention)
```
    Obtains a template based on the specified tenor and convention.
    The swap will start on the spot date.
    
    Parameters:
    
    tenor - the tenor of the swap
    
    convention - the market convention
    
    Returns:
    
    the template
  - of
```
public static FixedIborSwapTemplate of(Period periodToStart,
                                       Tenor tenor,
                                       FixedIborSwapConvention convention)
```
    Creates a template based on the specified period, tenor and convention.
    The period from the spot date to the start date is specified.
    
    Parameters:
    
    periodToStart - the period between the spot date and the start date
    
    tenor - the tenor of the swap
    
    convention - the market convention
    
    Returns:
    
    the template
  - createTrade
```
public SwapTrade createTrade(LocalDate tradeDate,
                             BuySell buySell,
                             double notional,
                             double fixedRate,
                             ReferenceData refData)
```
    Creates a trade based on this template.
    This returns a trade based on the specified trade date.
    The notional is unsigned, with buy/sell determining the direction of the trade. If buying the swap, the floating rate is received from the counterparty, with the fixed rate being paid. If selling the swap, the floating rate is paid to the counterparty, with the fixed rate being received.
    
    Specified by:
    
    createTrade in interface FixedFloatSwapTemplate
    
    Parameters:
    
    tradeDate - the date of the trade
    
    buySell - the buy/sell flag
    
    notional - the notional amount, in the payment currency of the template
    
    fixedRate - the fixed rate, typically derived from the market
    
    refData - the reference data, used to resolve the trade dates
    
    Returns:
    
    the trade
    
    Throws:
    
    ReferenceDataNotFoundException - if an identifier cannot be resolved in the reference data
  - meta
```
public static FixedIborSwapTemplate.Meta meta()
```
    The meta-bean for FixedIborSwapTemplate.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static FixedIborSwapTemplate.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public FixedIborSwapTemplate.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getPeriodToStart
```
public Period getPeriodToStart()
```
    Gets the period between the spot value date and the start date.
    This is often zero, but can be greater if the swap if forward starting. This must not be negative.
    
    Returns:
    
    the value of the property, not null
  - getTenor
```
public Tenor getTenor()
```
    Gets the tenor of the swap.
    This is the period from the first accrual date to the last accrual date.
    
    Specified by:
    
    getTenor in interface FixedFloatSwapTemplate
    
    Returns:
    
    the value of the property, not null
  - getConvention
```
public FixedIborSwapConvention getConvention()
```
    Gets the market convention of the swap.
    
    Specified by:
    
    getConvention in interface FixedFloatSwapTemplate
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public FixedIborSwapTemplate.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 FixedIborSwapTemplate

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

createTrade

meta

builder

metaBean

getPeriodToStart

getTenor

getConvention

toBuilder

equals

hashCode

toString