com.opengamma.strata.product.capfloor

Class ResolvedIborCapFloorLeg

java.lang.Object

com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedIborCapFloorLeg
extends Object
implements org.joda.beans.ImmutableBean, Serializable

An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.

This is the resolved form of IborCapFloorLeg and is an input to the pricers. Applications will typically create a ResolvedCmLegs from a IborCapFloorLeg using IborCapFloorLeg.resolve(ReferenceData).

This defines a single leg for an Ibor cap/floor product and is formed from a number of periods. Each period may be a caplet or floorlet. The cap/floor instruments are defined as a set of call/put options on successive Ibor index rates.

A ResolvedIborCapFloorLeg 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	ResolvedIborCapFloorLeg.Builder The bean-builder for ResolvedIborCapFloorLeg.
static class	ResolvedIborCapFloorLeg.Meta The meta-bean for ResolvedIborCapFloorLeg.

Method Summary

Modifier and Type	Method and Description
static ResolvedIborCapFloorLeg.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
ImmutableList<IborCapletFloorletPeriod>	getCapletFloorletPeriods() Gets the periodic payments based on the successive observed values of an Ibor index.
Currency	getCurrency() Gets the currency of the leg.
LocalDate	getEndDate() Gets the accrual end date of the leg.
ZonedDateTime	getFinalFixingDateTime() Gets the fixing date time of the final caplet/floorlet period.
IborCapletFloorletPeriod	getFinalPeriod() Gets the final caplet/floorlet period.
IborIndex	getIndex() Gets the Ibor index of the leg.
PayReceive	getPayReceive() Gets whether the leg is pay or receive.
LocalDate	getStartDate() Gets the accrual start date of the leg.
int	hashCode()
static ResolvedIborCapFloorLeg.Meta	meta() The meta-bean for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorLeg.Meta	metaBean()
ResolvedIborCapFloorLeg.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 LocalDate getStartDate()

Gets the accrual start date of the leg.

This is the first accrual date in the leg, often known as the effective date. This date has typically been adjusted to be a valid business day.

Returns:

the start date of the leg

getEndDate

public LocalDate getEndDate()

Gets the accrual end date of the leg.

This is the last accrual date in the leg, often known as the termination date. This date has typically been adjusted to be a valid business day.

Returns:

the end date of the leg

getFinalFixingDateTime

public ZonedDateTime getFinalFixingDateTime()

Gets the fixing date time of the final caplet/floorlet period.

Returns:

the fixing date time

getFinalPeriod

public IborCapletFloorletPeriod getFinalPeriod()

Gets the final caplet/floorlet period.

Returns:

the final period

getCurrency

public Currency getCurrency()

Gets the currency of the leg.

All periods in the leg will have this currency.

Returns:

the currency

getIndex

public IborIndex getIndex()

Gets the Ibor index of the leg.

All periods in the leg will have this index.

Returns:

the index

meta

public static ResolvedIborCapFloorLeg.Meta meta()

The meta-bean for ResolvedIborCapFloorLeg.

Returns:

the meta-bean, not null

builder

public static ResolvedIborCapFloorLeg.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public ResolvedIborCapFloorLeg.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.

The value of this flag should match the signs of the payment period notionals.

Returns:

the value of the property, not null

getCapletFloorletPeriods

public ImmutableList<IborCapletFloorletPeriod> getCapletFloorletPeriods()

Gets the periodic payments based on the successive observed values of an Ibor index.

Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.

Returns:

the value of the property, not empty

toBuilder

public ResolvedIborCapFloorLeg.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