IborIndex (OpenGamma Strata Basics)

All Superinterfaces:

FloatingRate, FloatingRateIndex, Index, Named, RateIndex

All Known Implementing Classes:

ImmutableIborIndex
```
public interface IborIndex
extends RateIndex, Named
```
An inter-bank lending rate index, such as Libor or Euribor.
An index represented by this class relates to bank borrowing for periods from one day to one year. They are typically calculated and published as the trimmed arithmetic mean of estimated rates contributed by banks or based on traded volumes.
With the Ibor transition in progress, the term rates have been incorporated in this object as they have the same features, even if based on different financial realities.
The index is defined by three dates. The fixing date is the date on which the index is to be observed. The effective date is the date on which the implied deposit starts. The maturity date is the date on which the implied deposit ends.
The most common implementations are provided in IborIndices.
All implementations of this interface must be immutable and thread-safe.

Method Summary

All Methods Static Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method and Description
`LocalDate`	`calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the effective date from the fixing date.
`ZonedDateTime`	`calculateFixingDateTime(LocalDate fixingDate)` Converts the fixing date-time from the fixing date.
`LocalDate`	`calculateFixingFromEffective(LocalDate effectiveDate, ReferenceData refData)` Calculates the fixing date from the effective date.
`LocalDate`	`calculateMaturityFromEffective(LocalDate effectiveDate, ReferenceData refData)` Calculates the maturity date from the effective date.
`LocalDate`	`calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the maturity date from the fixing date.
`static ExtendedEnum<IborIndex>`	`extendedEnum()` Gets the extended enum helper.
`DaysAdjustment`	`getEffectiveDateOffset()` Gets the adjustment applied to the fixing date to obtain the effective date.
`DaysAdjustment`	`getFixingDateOffset()` Gets the adjustment applied to the effective date to obtain the fixing date.
`TenorAdjustment`	`getMaturityDateOffset()` Gets the adjustment applied to the effective date to obtain the maturity date.
`String`	`getName()` Gets the name that uniquely identifies this index.
`static IborIndex`	`of(String uniqueName)` Obtains an instance from the specified unique name.
`Function<LocalDate,IborIndexObservation>`	`resolve(ReferenceData refData)` Resolves this index using the specified reference data, returning a function.

Methods inherited from interface com.opengamma.strata.basics.index.RateIndex
getFixingCalendar, getTenor

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateIndex
getCurrency, getDayCount, getDefaultFixedLegDayCount, getFloatingRateName, isActive, parse, parse, tryParse, tryParse

Methods inherited from interface com.opengamma.strata.collect.named.Named
of

- Method Detail
  - of
```
static IborIndex of(String uniqueName)
```
    Obtains an instance from the specified unique name.
    
    Specified by:
    
    of in interface FloatingRateIndex
    
    Specified by:
    
    of in interface Index
    
    Specified by:
    
    of in interface RateIndex
    
    Parameters:
    
    uniqueName - the unique name
    
    Returns:
    
    the index
    
    Throws:
    
    IllegalArgumentException - if the name is not known
  - extendedEnum
```
static ExtendedEnum<IborIndex> extendedEnum()
```
    Gets the extended enum helper.
    This helper allows instances of the index to be looked up. It also provides the complete set of available instances.
    
    Returns:
    
    the extended enum helper
  - getFixingDateOffset
```
DaysAdjustment getFixingDateOffset()
```
    Gets the adjustment applied to the effective date to obtain the fixing date.
    The fixing date is the date on which the index is to be observed. In most cases, the fixing date is 0 or 2 days before the effective date. This data structure allows the complex rules of some indices to be represented.
    
    Returns:
    
    the fixing date offset
  - getEffectiveDateOffset
```
DaysAdjustment getEffectiveDateOffset()
```
    Gets the adjustment applied to the fixing date to obtain the effective date.
    The effective date is the start date of the indexed deposit. In most cases, the effective date is 0 or 2 days after the fixing date. This data structure allows the complex rules of some indices to be represented.
    
    Returns:
    
    the effective date offset
  - getMaturityDateOffset
```
TenorAdjustment getMaturityDateOffset()
```
    Gets the adjustment applied to the effective date to obtain the maturity date.
    The maturity date is the end date of the indexed deposit and is relative to the effective date. This data structure allows the complex rules of some indices to be represented.
    
    Returns:
    
    the maturity date offset
  - calculateFixingDateTime
```
ZonedDateTime calculateFixingDateTime(LocalDate fixingDate)
```
    Converts the fixing date-time from the fixing date.
    The fixing date is the date on which the index is to be observed. The fixing date-time is the specific date and time of the observation.
    No error is thrown if the input date is not a valid fixing date.
    
    Parameters:
    
    fixingDate - the fixing date
    
    Returns:
    
    the fixing date-time
  - calculateEffectiveFromFixing
```
LocalDate calculateEffectiveFromFixing(LocalDate fixingDate,
                                       ReferenceData refData)
```
    Calculates the effective date from the fixing date.
    The fixing date is the date on which the index is to be observed. The effective date is the date on which the implied deposit starts.
    No error is thrown if the input date is not a valid fixing date. Instead, the fixing date is moved to the next valid fixing date and then processed.
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the effective date
  - calculateMaturityFromFixing
```
LocalDate calculateMaturityFromFixing(LocalDate fixingDate,
                                      ReferenceData refData)
```
    Calculates the maturity date from the fixing date.
    The fixing date is the date on which the index is to be observed. The maturity date is the date on which the implied deposit ends.
    No error is thrown if the input date is not a valid fixing date. Instead, the fixing date is moved to the next valid fixing date and then processed.
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - calculateFixingFromEffective
```
LocalDate calculateFixingFromEffective(LocalDate effectiveDate,
                                       ReferenceData refData)
```
    Calculates the fixing date from the effective date.
    The fixing date is the date on which the index is to be observed. The effective date is the date on which the implied deposit starts.
    No error is thrown if the input date is not a valid effective date. Instead, the effective date is moved to the next valid effective date and then processed.
    
    Parameters:
    
    effectiveDate - the effective date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the fixing date
  - calculateMaturityFromEffective
```
LocalDate calculateMaturityFromEffective(LocalDate effectiveDate,
                                         ReferenceData refData)
```
    Calculates the maturity date from the effective date.
    The effective date is the date on which the implied deposit starts. The maturity date is the date on which the implied deposit ends.
    No error is thrown if the input date is not a valid effective date. Instead, the effective date is moved to the next valid effective date and then processed.
    
    Parameters:
    
    effectiveDate - the effective date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - resolve
```
Function<LocalDate,IborIndexObservation> resolve(ReferenceData refData)
```
    Resolves this index using the specified reference data, returning a function.
    This returns a Function that converts fixing dates to observations. It binds the holiday calendar, looked up from the reference data, into the result. As such, there is no need to pass the reference data in again.
    This method is intended for use when looping to create multiple instances of IborIndexObservation. Implementations of the method are intended to optimize, avoiding repeated calls to resolve the holiday calendar
    
    Parameters:
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    a function that converts fixing date to observation
  - getName
```
String getName()
```
    Gets the name that uniquely identifies this index.
    This name is used in serialization and can be parsed using of(String).
    
    Specified by:
    
    getName in interface FloatingRateIndex
    
    Specified by:
    
    getName in interface Index
    
    Specified by:
    
    getName in interface Named
    
    Specified by:
    
    getName in interface RateIndex
    
    Returns:
    
    the unique name

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Interface IborIndex

Method Summary

Methods inherited from interface com.opengamma.strata.basics.index.RateIndex

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateIndex

Methods inherited from interface com.opengamma.strata.collect.named.Named

Method Detail

of

extendedEnum

getFixingDateOffset

getEffectiveDateOffset

getMaturityDateOffset

calculateFixingDateTime

calculateEffectiveFromFixing

calculateMaturityFromFixing

calculateFixingFromEffective

calculateMaturityFromEffective

resolve

getName