com.opengamma.strata.product.swap.type

Class FixedInflationSwapTemplate

java.lang.Object

com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate

All Implemented Interfaces:

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

public final class FixedInflationSwapTemplate
extends Object
implements TradeTemplate, org.joda.beans.ImmutableBean, Serializable

An template for creating inflation swap trades.

This defines almost all the data necessary to create a Inflation single currency SwapTrade. The trade date, end date, lag, 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.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	FixedInflationSwapTemplate.Builder The bean-builder for FixedInflationSwapTemplate.
static class	FixedInflationSwapTemplate.Meta The meta-bean for FixedInflationSwapTemplate.

Method Summary

Modifier and Type	Method and Description
static FixedInflationSwapTemplate.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)
FixedInflationSwapConvention	getConvention() Gets the market convention of the swap.
Tenor	getTenor() Gets the tenor of the swap.
int	hashCode()
static FixedInflationSwapTemplate.Meta	meta() The meta-bean for FixedInflationSwapTemplate.
FixedInflationSwapTemplate.Meta	metaBean()
static FixedInflationSwapTemplate	of(Tenor tenor, FixedInflationSwapConvention convention) Creates a template based on the specified tenor and convention.
FixedInflationSwapTemplate.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 FixedInflationSwapTemplate of(Tenor tenor,
                                            FixedInflationSwapConvention convention)

Creates a template based on the specified tenor and convention.

Parameters:

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.

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 FixedInflationSwapTemplate.Meta meta()

The meta-bean for FixedInflationSwapTemplate.

Returns:

the meta-bean, not null

builder

public static FixedInflationSwapTemplate.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public FixedInflationSwapTemplate.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getTenor

public Tenor getTenor()

Gets the tenor of the swap.

This is the period from the first accrual date to the last accrual date.

Returns:

the value of the property, not null

getConvention

public FixedInflationSwapConvention getConvention()

Gets the market convention of the swap.

Returns:

the value of the property, not null

toBuilder

public FixedInflationSwapTemplate.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