com.opengamma.strata.basics.index

Class FxIndexObservation

java.lang.Object

com.opengamma.strata.basics.index.FxIndexObservation

All Implemented Interfaces:

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

public final class FxIndexObservation
extends Object
implements IndexObservation, org.joda.beans.ImmutableBean, Serializable

Information about a single observation of an FX index.

Observing an FX index requires knowledge of the index, fixing date and maturity date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	FxIndexObservation.Meta The meta-bean for FxIndexObservation.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj) Compares this observation to another based on the index and fixing date.
CurrencyPair	getCurrencyPair() Gets the currency pair of the FX index.
LocalDate	getFixingDate() Gets the date of the index fixing.
FxIndex	getIndex() Gets the FX index.
LocalDate	getMaturityDate() Gets the date of the transfer implied by the fixing date.
int	hashCode() Returns a hash code based on the index and fixing date.
static FxIndexObservation.Meta	meta() The meta-bean for FxIndexObservation.
FxIndexObservation.Meta	metaBean()
static FxIndexObservation	of(FxIndex index, LocalDate fixingDate, ReferenceData refData) Creates an instance from an index and fixing date.
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 FxIndexObservation of(FxIndex index,
                                    LocalDate fixingDate,
                                    ReferenceData refData)

Creates an instance from an index and fixing date.

The reference data is used to find the maturity date from the fixing date.

Parameters:

index - the index

fixingDate - the fixing date

refData - the reference data to use when resolving holiday calendars

Returns:

the rate observation

getCurrencyPair

public CurrencyPair getCurrencyPair()

Gets the currency pair of the FX index.

Returns:

the currency pair of the index

equals

public boolean equals(Object obj)

Compares this observation to another based on the index and fixing date.

The maturity date is ignored.

Overrides:

equals in class Object

Parameters:

obj - the other observation

Returns:

true if equal

hashCode

public int hashCode()

Returns a hash code based on the index and fixing date.

The maturity date is ignored.

Overrides:

hashCode in class Object

Returns:

the hash code

toString

public String toString()

Overrides:

toString in class Object

meta

public static FxIndexObservation.Meta meta()

The meta-bean for FxIndexObservation.

Returns:

the meta-bean, not null

metaBean

public FxIndexObservation.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getIndex

public FxIndex getIndex()

Gets the FX index.

The rate will be queried from this index.

Specified by:

getIndex in interface IndexObservation

Returns:

the value of the property, not null

getFixingDate

public LocalDate getFixingDate()

Gets the date of the index fixing.

This is an adjusted date with any business day rule applied. Valid business days are defined by FxIndex.getFixingCalendar().

Returns:

the value of the property, not null

getMaturityDate

public LocalDate getMaturityDate()

Gets the date of the transfer implied by the fixing date.

This is an adjusted date with any business day rule applied. This must be equal to FxIndex.calculateMaturityFromFixing(LocalDate, ReferenceData).

Returns:

the value of the property, not null