ImmutableOvernightIndex (OpenGamma Strata Basics)

java.lang.Object
- com.opengamma.strata.basics.index.ImmutableOvernightIndex

All Implemented Interfaces:

FloatingRate, FloatingRateIndex, Index, OvernightIndex, RateIndex, Named, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ImmutableOvernightIndex
extends Object
implements OvernightIndex, org.joda.beans.ImmutableBean, Serializable
```
An overnight index, such as Sonia or Eonia.
An index represented by this class relates to lending over one night. The rate typically refers to "Today/Tomorrow" but might refer to "Tomorrow/Next".
The index is defined by four dates. The fixing date is the date on which the index is to be observed. The publication date is the date on which the fixed rate is actually published. The effective date is the date on which the implied deposit starts. The maturity date is the date on which the implied deposit ends.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ImmutableOvernightIndex.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`LocalDate`	`calculateEffectiveFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the effective date 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.
`LocalDate`	`calculatePublicationFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the publication date from the fixing date.
`boolean`	`equals(Object obj)`
`Currency`	`getCurrency()` Gets the currency of the index.
`DayCount`	`getDayCount()` Gets the day count convention.
`DayCount`	`getDefaultFixedLegDayCount()` Gets the default day count convention for the associated fixed leg.
`int`	`getEffectiveDateOffset()` Gets the number of days to add to the fixing date to obtain the effective date.
`HolidayCalendarId`	`getFixingCalendar()` Gets the calendar that the index uses.
`FloatingRateName`	`getFloatingRateName()` Gets the floating rate name for this index.
`String`	`getName()` Gets the index name, such as 'GBP-SONIA'.
`int`	`getPublicationDateOffset()` Gets the number of days to add to the fixing date to obtain the publication date.
`Tenor`	`getTenor()` Gets the tenor of the index.
`int`	`hashCode()`
`boolean`	`isActive()` Gets whether the index is active, defaulted to true.
`static ImmutableOvernightIndex.Meta`	`meta()` The meta-bean for `ImmutableOvernightIndex`.
`ImmutableOvernightIndex.Meta`	`metaBean()`
`ImmutableOvernightIndex.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`String`	`toString()` Returns the name of the index.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.basics.index.OvernightIndex
extendedEnum, of

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateIndex
parse, parse, tryParse, tryParse

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

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - getTenor
```
public Tenor getTenor()
```
    Description copied from interface: RateIndex
    
    Gets the tenor of the index.
    
    Specified by:
    
    getTenor in interface RateIndex
    
    Returns:
    
    the tenor
  - getFloatingRateName
```
public FloatingRateName getFloatingRateName()
```
    Description copied from interface: FloatingRateIndex
    
    Gets the floating rate name for this index.
    For an Ibor index, the FloatingRateName does not include the tenor. It can be used to find the other tenors available for this index.
    
    Specified by:
    
    getFloatingRateName in interface FloatingRate
    
    Specified by:
    
    getFloatingRateName in interface FloatingRateIndex
    
    Returns:
    
    the floating rate name
  - calculatePublicationFromFixing
```
public LocalDate calculatePublicationFromFixing(LocalDate fixingDate,
                                                ReferenceData refData)
```
    Description copied from interface: OvernightIndex
    
    Calculates the publication date from the fixing date.
    The fixing date is the date on which the index is to be observed. The publication date is the date on which the fixed rate is actually published.
    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.
    
    Specified by:
    
    calculatePublicationFromFixing in interface OvernightIndex
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the publication date
  - calculateEffectiveFromFixing
```
public LocalDate calculateEffectiveFromFixing(LocalDate fixingDate,
                                              ReferenceData refData)
```
    Description copied from interface: OvernightIndex
    
    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.
    
    Specified by:
    
    calculateEffectiveFromFixing in interface OvernightIndex
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the effective date
  - calculateMaturityFromFixing
```
public LocalDate calculateMaturityFromFixing(LocalDate fixingDate,
                                             ReferenceData refData)
```
    Description copied from interface: OvernightIndex
    
    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.
    
    Specified by:
    
    calculateMaturityFromFixing in interface OvernightIndex
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - calculateFixingFromEffective
```
public LocalDate calculateFixingFromEffective(LocalDate effectiveDate,
                                              ReferenceData refData)
```
    Description copied from interface: OvernightIndex
    
    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.
    
    Specified by:
    
    calculateFixingFromEffective in interface OvernightIndex
    
    Parameters:
    
    effectiveDate - the effective date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the fixing date
  - calculateMaturityFromEffective
```
public LocalDate calculateMaturityFromEffective(LocalDate effectiveDate,
                                                ReferenceData refData)
```
    Description copied from interface: OvernightIndex
    
    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.
    
    Specified by:
    
    calculateMaturityFromEffective in interface OvernightIndex
    
    Parameters:
    
    effectiveDate - the effective date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Returns the name of the index.
    
    Overrides:
    
    toString in class Object
    
    Returns:
    
    the name of the index
  - meta
```
public static ImmutableOvernightIndex.Meta meta()
```
    The meta-bean for ImmutableOvernightIndex.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ImmutableOvernightIndex.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ImmutableOvernightIndex.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getName
```
public String getName()
```
    Gets the index name, such as 'GBP-SONIA'.
    
    Specified by:
    
    getName in interface FloatingRateIndex
    
    Specified by:
    
    getName in interface Index
    
    Specified by:
    
    getName in interface OvernightIndex
    
    Specified by:
    
    getName in interface RateIndex
    
    Specified by:
    
    getName in interface Named
    
    Returns:
    
    the value of the property, not null
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the index.
    
    Specified by:
    
    getCurrency in interface FloatingRate
    
    Specified by:
    
    getCurrency in interface FloatingRateIndex
    
    Returns:
    
    the value of the property, not null
  - isActive
```
public boolean isActive()
```
    Gets whether the index is active, defaulted to true.
    Over time some indices become inactive and are no longer produced. If this occurs, this flag will be set to false.
    
    Specified by:
    
    isActive in interface FloatingRateIndex
    
    Returns:
    
    the value of the property
  - getFixingCalendar
```
public HolidayCalendarId getFixingCalendar()
```
    Gets the calendar that the index uses.
    All dates are calculated with reference to the same calendar.
    
    Specified by:
    
    getFixingCalendar in interface RateIndex
    
    Returns:
    
    the value of the property, not null
  - getPublicationDateOffset
```
public int getPublicationDateOffset()
```
    Gets the number of days to add to the fixing date to obtain the publication date.
    In most cases, the fixing rate is available on the fixing date. In a few cases, publication of the fixing rate is delayed until the following business day. This property is zero if publication is on the fixing date, or one if it is the next day.
    
    Specified by:
    
    getPublicationDateOffset in interface OvernightIndex
    
    Returns:
    
    the value of the property, not null
  - getEffectiveDateOffset
```
public int getEffectiveDateOffset()
```
    Gets the number of days to add to the fixing date to obtain the effective date.
    In most cases, the settlement date and start of the implied deposit is on the fixing date. In a few cases, the settlement date is the following business day. This property is zero if settlement is on the fixing date, or one if it is the next day. Maturity is always one business day after the settlement date.
    
    Specified by:
    
    getEffectiveDateOffset in interface OvernightIndex
    
    Returns:
    
    the value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention.
    
    Specified by:
    
    getDayCount in interface FloatingRateIndex
    
    Returns:
    
    the value of the property, not null
  - getDefaultFixedLegDayCount
```
public DayCount getDefaultFixedLegDayCount()
```
    Gets the default day count convention for the associated fixed leg.
    A rate index is often paid against a fixed leg, such as in a vanilla Swap. The day count convention of the fixed leg often differs from that of the index, and the default is value is available here.
    
    Specified by:
    
    getDefaultFixedLegDayCount in interface FloatingRateIndex
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ImmutableOvernightIndex.Builder toBuilder()
```
    Returns a builder that allows this bean to be mutated.
    
    Returns:
    
    the mutable builder, not null

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

Class ImmutableOvernightIndex

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

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

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

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

Methods inherited from interface org.joda.beans.Bean

Method Detail

getTenor

getFloatingRateName

calculatePublicationFromFixing

calculateEffectiveFromFixing

calculateMaturityFromFixing

calculateFixingFromEffective

calculateMaturityFromEffective

equals

hashCode

toString

meta

builder

metaBean

getName

getCurrency

isActive

getFixingCalendar

getPublicationDateOffset

getEffectiveDateOffset

getDayCount

getDefaultFixedLegDayCount

toBuilder