FixedRateSwapLegConvention (OpenGamma Strata Product)

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

All Implemented Interfaces:

SwapLegConvention, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class FixedRateSwapLegConvention
extends Object
implements SwapLegConvention, org.joda.beans.ImmutableBean, Serializable
```
A market convention for the fixed leg of rate swap trades.
This defines the market convention for a fixed leg in a specific currency.
Some fields are mandatory, others are optional, providing the ability to override The getters will default any missing information on the fly, avoiding both null and Optional.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static FixedRateSwapLegConvention.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`BusinessDayAdjustment`	`getAccrualBusinessDayAdjustment()` Gets the business day adjustment to apply to accrual schedule dates.
`Frequency`	`getAccrualFrequency()` Gets the periodic frequency of accrual.
`FixedAccrualMethod`	`getAccrualMethod()` Gets the accrual method using the fixed rate, defaulted to 'None'.
`CompoundingMethod`	`getCompoundingMethod()` Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
`Currency`	`getCurrency()` Gets the leg currency.
`DayCount`	`getDayCount()` Gets the day count convention applicable.
`BusinessDayAdjustment`	`getEndDateBusinessDayAdjustment()` Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
`DaysAdjustment`	`getPaymentDateOffset()` Gets the offset of payment from the base date, providing a default result if no override specified.
`Frequency`	`getPaymentFrequency()` Gets the periodic frequency of payments, providing a default result if no override specified.
`RollConvention`	`getRollConvention()` Gets the convention defining how to roll dates, providing a default result if no override specified.
`BusinessDayAdjustment`	`getStartDateBusinessDayAdjustment()` Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
`StubConvention`	`getStubConvention()` Gets the convention defining how to handle stubs, providing a default result if no override specified.
`int`	`hashCode()`
`static FixedRateSwapLegConvention.Meta`	`meta()` The meta-bean for `FixedRateSwapLegConvention`.
`FixedRateSwapLegConvention.Meta`	`metaBean()`
`static FixedRateSwapLegConvention`	`of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)` Obtains a convention based on the specified parameters.
`FixedRateSwapLegConvention.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`RateCalculationSwapLeg`	`toLeg(LocalDate startDate, LocalDate endDate, PayReceive payReceive, double notional, double fixedRate)` Creates a leg based on this convention.
`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 FixedRateSwapLegConvention of(Currency currency,
                                            DayCount dayCount,
                                            Frequency accrualFrequency,
                                            BusinessDayAdjustment accrualBusinessDayAdjustment)
```
    Obtains a convention based on the specified parameters.
    The standard market convention for a fixed rate leg is based on these parameters, with the stub convention set to 'SmartInitial'. Use the builder for unusual conventions.
    
    Parameters:
    
    currency - the currency of the leg
    
    dayCount - the day count
    
    accrualFrequency - the accrual frequency
    
    accrualBusinessDayAdjustment - the accrual business day adjustment
    
    Returns:
    
    the convention
  - getStartDateBusinessDayAdjustment
```
public BusinessDayAdjustment getStartDateBusinessDayAdjustment()
```
    Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
    The start date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the start date to a valid business day.
    This will default to the accrualDatesBusinessDayAdjustment if not specified.
    
    Returns:
    
    the start date business day adjustment, not null
  - getEndDateBusinessDayAdjustment
```
public BusinessDayAdjustment getEndDateBusinessDayAdjustment()
```
    Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
    The end date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the end date to a valid business day.
    This will default to the accrualDatesBusinessDayAdjustment if not specified.
    
    Returns:
    
    the end date business day adjustment, not null
  - getStubConvention
```
public StubConvention getStubConvention()
```
    Gets the convention defining how to handle stubs, providing a default result if no override specified.
    The stub convention is used during schedule construction to determine whether the irregular remaining period occurs at the start or end of the schedule. It also determines whether the irregular period is shorter or longer than the regular period.
    This will default to 'SmartInitial' if not specified.
    
    Returns:
    
    the stub convention, not null
  - getRollConvention
```
public RollConvention getRollConvention()
```
    Gets the convention defining how to roll dates, providing a default result if no override specified.
    The schedule periods are determined at the high level by repeatedly adding the frequency to the start date, or subtracting it from the end date. The roll convention provides the detailed rule to adjust the day-of-month or day-of-week.
    This will default to 'EOM' if not specified.
    
    Returns:
    
    the roll convention, not null
  - getPaymentFrequency
```
public Frequency getPaymentFrequency()
```
    Gets the periodic frequency of payments, providing a default result if no override specified.
    Regular payments will be made at the specified periodic frequency. The frequency must be the same as, or a multiple of, the accrual periodic frequency.
    Compounding applies if the payment frequency does not equal the accrual frequency.
    This will default to the accrual frequency if not specified.
    
    Returns:
    
    the payment frequency, not null
  - getPaymentDateOffset
```
public DaysAdjustment getPaymentDateOffset()
```
    Gets the offset of payment from the base date, providing a default result if no override specified.
    The offset is applied to the unadjusted date specified by paymentRelativeTo. Offset can be based on calendar days or business days.
    
    Returns:
    
    the payment date offset, not null
  - getCompoundingMethod
```
public CompoundingMethod getCompoundingMethod()
```
    Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
    Compounding is used when combining accrual periods.
    
    Returns:
    
    the compounding method, not null
  - toLeg
```
public RateCalculationSwapLeg toLeg(LocalDate startDate,
                                    LocalDate endDate,
                                    PayReceive payReceive,
                                    double notional,
                                    double fixedRate)
```
    Creates a leg based on this convention.
    This returns a leg based on the specified date. The notional is unsigned, with pay/receive determining the direction of the leg. If the leg is 'Pay', the fixed rate is paid to the counterparty. If the leg is 'Receive', the fixed rate is received from the counterparty.
    
    Parameters:
    
    startDate - the start date
    
    endDate - the end date
    
    payReceive - determines if the leg is to be paid or received
    
    notional - the notional
    
    fixedRate - the fixed rate, typically derived from the market
    
    Returns:
    
    the leg
  - meta
```
public static FixedRateSwapLegConvention.Meta meta()
```
    The meta-bean for FixedRateSwapLegConvention.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static FixedRateSwapLegConvention.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public FixedRateSwapLegConvention.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getCurrency
```
public Currency getCurrency()
```
    Gets the leg currency.
    This is the currency of the swap leg and the currency that payment is made in.
    
    Returns:
    
    the value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention applicable.
    This is used to convert schedule period dates to a numerical value.
    
    Returns:
    
    the value of the property, not null
  - getAccrualFrequency
```
public Frequency getAccrualFrequency()
```
    Gets the periodic frequency of accrual.
    Interest will be accrued over periods at the specified periodic frequency, such as every 3 months.
    
    Returns:
    
    the value of the property, not null
  - getAccrualBusinessDayAdjustment
```
public BusinessDayAdjustment getAccrualBusinessDayAdjustment()
```
    Gets the business day adjustment to apply to accrual schedule dates.
    Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.
    The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.
    
    Returns:
    
    the value of the property, not null
  - getAccrualMethod
```
public FixedAccrualMethod getAccrualMethod()
```
    Gets the accrual method using the fixed rate, defaulted to 'None'.
    This is normally 'None', but can be set forBrazilian swaps.
    
    Returns:
    
    the value of the property
  - toBuilder
```
public FixedRateSwapLegConvention.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 FixedRateSwapLegConvention

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

getStartDateBusinessDayAdjustment

getEndDateBusinessDayAdjustment

getStubConvention

getRollConvention

getPaymentFrequency

getPaymentDateOffset

getCompoundingMethod

toLeg

meta

builder

metaBean

getCurrency

getDayCount

getAccrualFrequency

getAccrualBusinessDayAdjustment

getAccrualMethod

toBuilder

equals

hashCode

toString