OvernightInArrearsCapletFloorletBinaryPeriod (OpenGamma Strata Product)

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

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class OvernightInArrearsCapletFloorletBinaryPeriod
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
A period over which an binary caplet/floorlet on overnight composition in-arrears is paid.
The pay-offs are, for an index composition 'I', a year fraction 'a' and an amount 'N'
Overnight binary caplet: N * a * ( (I > K)?1:0 ) ; K=caplet
Overnight binary floorlet: N * a * ( (I < K)?1:0 ) ; K=floorlet
The payoff depend on the level of the compounded rate over the period. The option is of Asian type with the averaging mechanism given by the composition.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static OvernightInArrearsCapletFloorletBinaryPeriod.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`double`	`getAmount()` Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
`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.
`OptionalDouble`	`getFloorlet()` Gets the optional floorlet strike.
`OvernightIndex`	`getIndex()` Gets the Ibor index.
`OvernightCompoundedRateComputation`	`getOvernightRate()` Gets the rate to be observed.
`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 OvernightInArrearsCapletFloorletBinaryPeriod.Meta`	`meta()` The meta-bean for `OvernightInArrearsCapletFloorletBinaryPeriod`.
`OvernightInArrearsCapletFloorletBinaryPeriod.Meta`	`metaBean()`
`CurrencyAmount`	`payoff(double fixing)` Returns the binary caplet/floorlet payoff for a given compounded rate.
`OvernightInArrearsCapletFloorletBinaryPeriod.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 OvernightIndex getIndex()
```
    Gets the Ibor index.
    
    Returns:
    
    the ibor index
  - 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
  - payoff
```
public CurrencyAmount payoff(double fixing)
```
    Returns the binary caplet/floorlet payoff for a given compounded rate.
    
    Parameters:
    
    fixing - the compounded rate
    
    Returns:
    
    the payoff
  - meta
```
public static OvernightInArrearsCapletFloorletBinaryPeriod.Meta meta()
```
    The meta-bean for OvernightInArrearsCapletFloorletBinaryPeriod.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static OvernightInArrearsCapletFloorletBinaryPeriod.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public OvernightInArrearsCapletFloorletBinaryPeriod.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
  - getAmount
```
public double getAmount()
```
    Gets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
    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
  - getOvernightRate
```
public OvernightCompoundedRateComputation getOvernightRate()
```
    Gets the rate to be observed.
    The value of the period is based on this overnight compounded rate.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public OvernightInArrearsCapletFloorletBinaryPeriod.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 OvernightInArrearsCapletFloorletBinaryPeriod

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getIndex

getStrike

getPutCall

payoff

meta

builder

metaBean

getCurrency

getAmount

getStartDate

getEndDate

getUnadjustedStartDate

getUnadjustedEndDate

getYearFraction

getPaymentDate

getCaplet

getFloorlet

getOvernightRate

toBuilder

equals

hashCode

toString