IborFixingDeposit (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.deposit.IborFixingDeposit

All Implemented Interfaces:

Resolvable<ResolvedIborFixingDeposit>, Product, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class IborFixingDeposit
extends Object
implements Product, Resolvable<ResolvedIborFixingDeposit>, org.joda.beans.ImmutableBean, Serializable
```
An Ibor fixing deposit.
An Ibor fixing deposit is a fictitious financial instrument that provides a floating rate of interest on notional amount for a specific term, which is effectively an exchange of a fixed rate and a floating rate based on an Ibor index on the term end date.
For example, an Ibor fixing deposit involves the exchange of the difference between the fixed rate of 1% and the 'GBP-LIBOR-3M' rate for the principal in 3 months time.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`ImmutableSet<Currency>`	`allCurrencies()` Returns the set of currencies the product refers to.
`static IborFixingDeposit.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`Optional<BusinessDayAdjustment>`	`getBusinessDayAdjustment()` Gets the business day adjustment to apply to the start and end date, optional.
`BuySell`	`getBuySell()` Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
`Currency`	`getCurrency()` Gets the primary currency, defaulted to the currency of the index.
`DayCount`	`getDayCount()` Gets the day count convention applicable, defaulted to the day count of the index.
`LocalDate`	`getEndDate()` Gets the end date of the deposit.
`double`	`getFixedRate()` Gets the fixed interest rate to be paid.
`DaysAdjustment`	`getFixingDateOffset()` Gets the offset of the fixing date from the start date.
`IborIndex`	`getIndex()` Gets the Ibor index.
`double`	`getNotional()` Gets the notional amount.
`LocalDate`	`getStartDate()` Gets the start date of the deposit.
`int`	`hashCode()`
`static IborFixingDeposit.Meta`	`meta()` The meta-bean for `IborFixingDeposit`.
`IborFixingDeposit.Meta`	`metaBean()`
`ResolvedIborFixingDeposit`	`resolve(ReferenceData refData)`
`IborFixingDeposit.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 com.opengamma.strata.product.Product
allPaymentCurrencies, isCrossCurrency

Methods inherited from interface org.joda.beans.Bean
property, propertyNames

- Method Detail
  - allCurrencies
```
public ImmutableSet<Currency> allCurrencies()
```
    Description copied from interface: Product
    
    Returns the set of currencies the product refers to.
    This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.
    
    Specified by:
    
    allCurrencies in interface Product
    
    Returns:
    
    the set of currencies the product refers to
  - resolve
```
public ResolvedIborFixingDeposit resolve(ReferenceData refData)
```
    Specified by:
    
    resolve in interface Resolvable<ResolvedIborFixingDeposit>
  - meta
```
public static IborFixingDeposit.Meta meta()
```
    The meta-bean for IborFixingDeposit.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static IborFixingDeposit.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public IborFixingDeposit.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getBuySell
```
public BuySell getBuySell()
```
    Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
    A value of 'Buy' implies that the floating rate is paid to the counterparty, with the fixed rate being received. A value of 'Sell' implies that the floating rate is received from the counterparty, with the fixed rate being paid.
    
    Returns:
    
    the value of the property, not null
  - getCurrency
```
public Currency getCurrency()
```
    Gets the primary currency, defaulted to the currency of the index.
    This is the currency of the deposit and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.
    When building, this will default to the currency of the index if not specified.
    
    Returns:
    
    the value of the property, not null
  - getNotional
```
public double getNotional()
```
    Gets the notional amount.
    The notional expressed here must be non-negative. 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 deposit.
    Interest accrues from this date. This date is typically set to be a valid business day. Optionally, the businessDayAdjustment property may be set to provide a rule for adjustment.
    
    Returns:
    
    the value of the property, not null
  - getEndDate
```
public LocalDate getEndDate()
```
    Gets the end date of the deposit.
    Interest accrues until this date. This date is typically set to be a valid business day. Optionally, the businessDayAdjustment property may be set to provide a rule for adjustment. This date must be after the start date.
    
    Returns:
    
    the value of the property, not null
  - getBusinessDayAdjustment
```
public Optional<BusinessDayAdjustment> getBusinessDayAdjustment()
```
    Gets the business day adjustment to apply to the start and end date, optional.
    The start and end date are typically defined as valid business days and thus do not need to be adjusted. If this optional property is present, then the start and end date will be adjusted as defined here.
    
    Returns:
    
    the optional value of the property, not null
  - getIndex
```
public IborIndex getIndex()
```
    Gets the Ibor index.
    The floating rate to be paid or received is based on this index It will be a well known market index such as 'GBP-LIBOR-3M'.
    See buySell to determine whether this rate is paid or received.
    
    Returns:
    
    the value of the property, not null
  - getFixingDateOffset
```
public DaysAdjustment getFixingDateOffset()
```
    Gets the offset of the fixing date from the start date.
    The offset is applied to the start date and is typically minus 2 business days. The data model permits the offset to differ from that of the index, however the two are typically the same.
    When building, this will default to the fixing date offset of the index if not specified.
    
    Returns:
    
    the value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention applicable, defaulted to the day count of the index.
    This is used to convert dates to a numerical value. The data model permits the day count to differ from that of the index, however the two are typically the same.
    When building, this will default to the day count of the index if not specified.
    
    Returns:
    
    the value of the property, not null
  - getFixedRate
```
public double getFixedRate()
```
    Gets the fixed interest rate to be paid. A 5% rate will be expressed as 0.05.
    
    Returns:
    
    the value of the property
  - toBuilder
```
public IborFixingDeposit.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 IborFixingDeposit

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.product.Product

Methods inherited from interface org.joda.beans.Bean

Method Detail

allCurrencies

resolve

meta

builder

metaBean

getBuySell

getCurrency

getNotional

getStartDate

getEndDate

getBusinessDayAdjustment

getIndex

getFixingDateOffset

getDayCount

getFixedRate

toBuilder

equals

hashCode

toString