IborCapletFloorletPeriod (OpenGamma Strata Product)

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

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class IborCapletFloorletPeriod
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
A period over which an Ibor caplet/floorlet payoff is paid.
This represents a single payment period within an Ibor cap/floor leg. This class specifies the data necessary to calculate the value of the period. The payment period contains the unique accrual period. The value of the period is based on the observed value of IborRateComputation.
The pay-offs are, for an Ibor index on the fixingDate of 'I' and an year fraction 'a'
Ibor caplet: a * (I-K)^+ ; K=caplet
Ibor floorlet: a * (K-I)^+ ; K=floorlet
The payment is a caplet or floorlet. If caplet (floorlet) is not null, the payment is a caplet (floorlet). Thus one of the two fields must be null.
If start date and end date of the period, and payment date are not specified, a standard caplet/floorlet is created based on the data and convention in rateComputation, i.e., the Ibor is fixed in advance and paid in arrears.
An IborCapletFloorletPeriod is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static IborCapletFloorletPeriod.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`OptionalDouble`	`getCaplet()` Gets the optional caplet strike.
`Currency`	`getCurrency()` Gets the primary currency of the payment period.
`LocalDate`	`getEndDate()` Gets the end date of the payment period.
`LocalDate`	`getFixingDate()` Gets the fixing date of the index.
`ZonedDateTime`	`getFixingDateTime()` Gets the fixing date-time of the index.
`OptionalDouble`	`getFloorlet()` Gets the optional floorlet strike.
`IborRateComputation`	`getIborRate()` Gets the rate to be observed.
`IborIndex`	`getIndex()` Gets the Ibor index.
`double`	`getNotional()` Gets the notional amount, positive if receiving, negative if paying.
`LocalDate`	`getPaymentDate()` Gets the date that payment occurs.
`PutCall`	`getPutCall()` Gets put or call.
`LocalDate`	`getStartDate()` Gets the start date of the payment period.
`double`	`getStrike()` Gets the strike value.
`LocalDate`	`getUnadjustedEndDate()` Gets the unadjusted end date.
`LocalDate`	`getUnadjustedStartDate()` Gets the unadjusted start date.
`double`	`getYearFraction()` Gets the year fraction that the accrual period represents.
`int`	`hashCode()`
`static IborCapletFloorletPeriod.Meta`	`meta()` The meta-bean for `IborCapletFloorletPeriod`.
`IborCapletFloorletPeriod.Meta`	`metaBean()`
`IborCapletFloorletPeriod.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
  - getIndex
```
public IborIndex getIndex()
```
    Gets the Ibor index.
    
    Returns:
    
    the ibor index
  - getFixingDate
```
public LocalDate getFixingDate()
```
    Gets the fixing date of the index.
    
    Returns:
    
    the fixing date
  - getFixingDateTime
```
public ZonedDateTime getFixingDateTime()
```
    Gets the fixing date-time of the index.
    
    Returns:
    
    the fixing date-time
  - getStrike
```
public double getStrike()
```
    Gets the strike value.
    
    Returns:
    
    the strike
  - getPutCall
```
public PutCall getPutCall()
```
    Gets put or call.
    CALL is returned for a caplet, whereas PUT is returned for a floorlet.
    
    Returns:
    
    put or call
  - meta
```
public static IborCapletFloorletPeriod.Meta meta()
```
    The meta-bean for IborCapletFloorletPeriod.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static IborCapletFloorletPeriod.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public IborCapletFloorletPeriod.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getCurrency
```
public Currency getCurrency()
```
    Gets the primary currency of the payment period.
    The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency.
    
    Returns:
    
    the value of the property, not null
  - getNotional
```
public double getNotional()
```
    Gets the notional amount, positive if receiving, negative if paying.
    The notional amount applicable during the period. The currency of the notional is specified by currency.
    
    Returns:
    
    the value of the property
  - getStartDate
```
public LocalDate getStartDate()
```
    Gets the start date of the payment period.
    This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.
    
    Returns:
    
    the value of the property, not null
  - getEndDate
```
public LocalDate getEndDate()
```
    Gets the end date of the payment period.
    This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.
    
    Returns:
    
    the value of the property, not null
  - getUnadjustedStartDate
```
public LocalDate getUnadjustedStartDate()
```
    Gets the unadjusted start date.
    The start date before any business day adjustment is applied.
    When building, this will default to the start date if not specified.
    
    Returns:
    
    the value of the property, not null
  - getUnadjustedEndDate
```
public LocalDate getUnadjustedEndDate()
```
    Gets the unadjusted end date.
    The end date before any business day adjustment is applied.
    When building, this will default to the end date if not specified.
    
    Returns:
    
    the value of the property, not null
  - getYearFraction
```
public double getYearFraction()
```
    Gets the year fraction that the accrual period represents.
    The value is usually calculated using a DayCount which may be different to that of the index. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.
    
    Returns:
    
    the value of the property
  - getPaymentDate
```
public LocalDate getPaymentDate()
```
    Gets the date that payment occurs.
    If the schedule adjusts for business days, then this is the adjusted date.
    
    Returns:
    
    the value of the property, not null
  - getCaplet
```
public OptionalDouble getCaplet()
```
    Gets the optional caplet strike.
    This defines the strike value of a caplet.
    If the period is not a caplet, this field will be absent.
    
    Returns:
    
    the optional value of the property, not null
  - getFloorlet
```
public OptionalDouble getFloorlet()
```
    Gets the optional floorlet strike.
    This defines the strike value of a floorlet.
    If the period is not a floorlet, this field will be absent.
    
    Returns:
    
    the optional value of the property, not null
  - getIborRate
```
public IborRateComputation getIborRate()
```
    Gets the rate to be observed.
    The value of the period is based on this Ibor rate. For example, it might be a well known market index such as 'GBP-LIBOR-3M'.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public IborCapletFloorletPeriod.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 IborCapletFloorletPeriod

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getIndex

getFixingDate

getFixingDateTime

getStrike

getPutCall

meta

builder

metaBean

getCurrency

getNotional

getStartDate

getEndDate

getUnadjustedStartDate

getUnadjustedEndDate

getYearFraction

getPaymentDate

getCaplet

getFloorlet

getIborRate

toBuilder

equals

hashCode

toString