public final class ResolvedIborCapFloorTrade extends Object implements ResolvedTrade, org.joda.beans.ImmutableBean, Serializable
This is the resolved form of IborCapFloorTrade and is the primary input to the pricers.
Applications will typically create a ResolvedIborCapFloorTrade from a IborCapFloorTrade
using IborCapFloorTrade.resolve(ReferenceData).
A ResolvedIborCapFloorTrade 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.
| Modifier and Type | Class and Description |
|---|---|
static class |
ResolvedIborCapFloorTrade.Builder
The bean-builder for
ResolvedIborCapFloorTrade. |
static class |
ResolvedIborCapFloorTrade.Meta
The meta-bean for
ResolvedIborCapFloorTrade. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedIborCapFloorTrade.Builder |
builder()
Returns a builder used to create an instance of the bean.
|
boolean |
equals(Object obj) |
TradeInfo |
getInfo()
Gets the additional trade information, defaulted to an empty instance.
|
Optional<Payment> |
getPremium()
Gets the optional premium of the product.
|
ResolvedIborCapFloor |
getProduct()
Gets the resolved Ibor cap/floor product.
|
int |
hashCode() |
static ResolvedIborCapFloorTrade.Meta |
meta()
The meta-bean for
ResolvedIborCapFloorTrade. |
ResolvedIborCapFloorTrade.Meta |
metaBean() |
ResolvedIborCapFloorTrade.Builder |
toBuilder()
Returns a builder that allows this bean to be mutated.
|
String |
toString() |
public static ResolvedIborCapFloorTrade.Meta meta()
ResolvedIborCapFloorTrade.public static ResolvedIborCapFloorTrade.Builder builder()
public ResolvedIborCapFloorTrade.Meta metaBean()
metaBean in interface org.joda.beans.Beanpublic TradeInfo getInfo()
This allows additional information to be attached to the trade.
getInfo in interface ResolvedTradepublic ResolvedIborCapFloor getProduct()
The product captures the contracted financial details of the trade.
getProduct in interface ResolvedTradepublic Optional<Payment> getPremium()
For most Ibor cap/floor products, a premium is paid upfront. This typically occurs instead of periodic payments based on fixed or Ibor rates over the lifetime of the product.
The premium sign must be compatible with the product Pay/Receive flag.
public ResolvedIborCapFloorTrade.Builder toBuilder()
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.