IborCapFloorLeg (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.capfloor.IborCapFloorLeg

All Implemented Interfaces:

Resolvable<ResolvedIborCapFloorLeg>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class IborCapFloorLeg
extends Object
implements Resolvable<ResolvedIborCapFloorLeg>, org.joda.beans.ImmutableBean, Serializable
```
An Ibor cap/floor leg of a cap/floor product.
This defines a single cap/floor leg for an Ibor cap/floor product. The cap/floor instruments are defined as a set of call/put options on successive Ibor index rates, known as Ibor caplets/floorlets.
The periodic payments in the resolved leg are caplets or floorlets depending on the data in this leg. The capSchedule field is used to represent strike values of individual caplets, whereas floorSchedule is used to represent strike values of individual floorlets. Either capSchedule or floorSchedule must be present, and not both.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static IborCapFloorLeg.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`IborRateCalculation`	`getCalculation()` Gets the interest rate accrual calculation.
`Optional<ValueSchedule>`	`getCapSchedule()` Gets the cap schedule, optional.
`Currency`	`getCurrency()` Gets the currency of the leg associated with the notional.
`AdjustableDate`	`getEndDate()` Gets the accrual end date of the leg.
`Optional<ValueSchedule>`	`getFloorSchedule()` Gets the floor schedule, optional.
`IborIndex`	`getIndex()` Gets the Ibor index.
`ValueSchedule`	`getNotional()` Gets the notional amount, must be non-negative.
`DaysAdjustment`	`getPaymentDateOffset()` Gets the offset of payment from the base calculation period date, defaulted to 'None'.
`PeriodicSchedule`	`getPaymentSchedule()` Gets the periodic payment schedule.
`PayReceive`	`getPayReceive()` Gets whether the leg is pay or receive.
`AdjustableDate`	`getStartDate()` Gets the accrual start date of the leg.
`int`	`hashCode()`
`static IborCapFloorLeg.Meta`	`meta()` The meta-bean for `IborCapFloorLeg`.
`IborCapFloorLeg.Meta`	`metaBean()`
`ResolvedIborCapFloorLeg`	`resolve(ReferenceData refData)`
`IborCapFloorLeg.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`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
  - getStartDate
```
public AdjustableDate getStartDate()
```
    Gets the accrual start date of the leg.
    This is the first accrual date in the leg, often known as the effective date.
    
    Returns:
    
    the start date of the leg
  - getEndDate
```
public AdjustableDate getEndDate()
```
    Gets the accrual end date of the leg.
    This is the last accrual date in the leg, often known as the termination date.
    
    Returns:
    
    the end date of the leg
  - getIndex
```
public IborIndex getIndex()
```
    Gets the Ibor index.
    The rate to be paid is based on this index It will be a well known market index such as 'GBP-LIBOR-3M'.
    
    Returns:
    
    the Ibor index
  - resolve
```
public ResolvedIborCapFloorLeg resolve(ReferenceData refData)
```
    Specified by:
    
    resolve in interface Resolvable<ResolvedIborCapFloorLeg>
  - meta
```
public static IborCapFloorLeg.Meta meta()
```
    The meta-bean for IborCapFloorLeg.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static IborCapFloorLeg.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public IborCapFloorLeg.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getPayReceive
```
public PayReceive getPayReceive()
```
    Gets whether the leg is pay or receive.
    A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty.
    
    Returns:
    
    the value of the property, not null
  - getPaymentSchedule
```
public PeriodicSchedule getPaymentSchedule()
```
    Gets the periodic payment schedule.
    This is used to define the periodic payment periods. These are used directly or indirectly to determine other dates in the leg.
    
    Returns:
    
    the value of the property, not null
  - getPaymentDateOffset
```
public DaysAdjustment getPaymentDateOffset()
```
    Gets the offset of payment from the base calculation period date, defaulted to 'None'.
    The offset is applied to the adjusted end date of each payment period. Offset can be based on calendar days or business days.
    
    Returns:
    
    the value of the property, not null
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the leg associated with the notional.
    This is the currency of the leg and the currency that payoff calculation is made in. The amounts of the notional are expressed in terms of this currency.
    
    Returns:
    
    the value of the property, not null
  - getNotional
```
public ValueSchedule getNotional()
```
    Gets the notional amount, must be non-negative.
    The notional amount applicable during the period. The currency of the notional is specified by currency.
    
    Returns:
    
    the value of the property, not null
  - getCalculation
```
public IborRateCalculation getCalculation()
```
    Gets the interest rate accrual calculation.
    The interest rate accrual is based on Ibor index.
    
    Returns:
    
    the value of the property, not null
  - getCapSchedule
```
public Optional<ValueSchedule> getCapSchedule()
```
    Gets the cap schedule, optional.
    This defines the strike value of a cap as an initial value and a list of adjustments. Thus individual caplets may have different strike values. The cap rate is only allowed to change at payment period boundaries.
    If the product is not a cap, the cap schedule will be absent.
    
    Returns:
    
    the optional value of the property, not null
  - getFloorSchedule
```
public Optional<ValueSchedule> getFloorSchedule()
```
    Gets the floor schedule, optional.
    This defines the strike value of a floor as an initial value and a list of adjustments. Thus individual floorlets may have different strike values. The floor rate is only allowed to change at payment period boundaries.
    If the product is not a floor, the floor schedule will be absent.
    
    Returns:
    
    the optional value of the property, not null
  - toBuilder
```
public IborCapFloorLeg.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 IborCapFloorLeg

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getStartDate

getEndDate

getIndex

resolve

meta

builder

metaBean

getPayReceive

getPaymentSchedule

getPaymentDateOffset

getCurrency

getNotional

getCalculation

getCapSchedule

getFloorSchedule

toBuilder

equals

hashCode

toString