com.opengamma.strata.product.bond

Interface BondPaymentPeriod

All Known Implementing Classes:

CapitalIndexedBondPaymentPeriod, FixedCouponBondPaymentPeriod, KnownAmountBondPaymentPeriod

public interface BondPaymentPeriod

A period over which interest is accrued with a single payment.

A single payment period within a swap leg. The amount of the payment is defined by implementations of this interface. It is typically based on a rate of interest.

This interface imposes few restrictions on the payment periods. The period must have a payment date, currency and period dates.

Implementations must be immutable and thread-safe beans.

Method Summary

Modifier and Type	Method and Description
BondPaymentPeriod	adjustPaymentDate(TemporalAdjuster adjuster) Adjusts the payment date using the rules of the specified adjuster.
void	collectIndices(ImmutableSet.Builder<Index> builder) Collects all the indices referred to by this period.
Currency	getCurrency() Gets the currency of the payment resulting from the period.
LocalDate	getEndDate() Gets the end date of the period.
LocalDate	getPaymentDate() Gets the date that the payment is made.
LocalDate	getStartDate() Gets the start date of the period.

Method Detail

getPaymentDate

LocalDate getPaymentDate()

Gets the date that the payment is made.

Each payment period has a single payment date. This date has been adjusted to be a valid business day.

Returns:

the payment date of the period

getCurrency

Currency getCurrency()

Gets the currency of the payment resulting from the period.

This is the currency of the generated payment. A period has a single currency.

Returns:

the currency of the period

getStartDate

LocalDate getStartDate()

Gets the start date of the period.

This is the first accrual date in the period. This date has been adjusted to be a valid business day.

Returns:

the start date of the period

getEndDate

LocalDate getEndDate()

Gets the end date of the period.

This is the last accrual date in the period. This date has been adjusted to be a valid business day.

Returns:

the end date of the period

collectIndices

void collectIndices(ImmutableSet.Builder<Index> builder)

Collects all the indices referred to by this period.

A period will typically refer to at least one index, such as 'GBP-LIBOR-3M'. Each index that is referred to must be added to the specified builder.

Parameters:

builder - the builder to use

adjustPaymentDate

BondPaymentPeriod adjustPaymentDate(TemporalAdjuster adjuster)

Adjusts the payment date using the rules of the specified adjuster.

The adjuster is typically an instance of BusinessDayAdjustment. Implementations must return a new instance unless they are immutable and no change occurs.

Parameters:

adjuster - the adjuster to apply to the payment date

Returns:

the adjusted payment event