IborFixingDepositTemplate (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

All Implemented Interfaces:

TradeTemplate, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class IborFixingDepositTemplate
extends Object
implements TradeTemplate, org.joda.beans.ImmutableBean, Serializable
```
A template for creating an Ibor fixing deposit trade.
This defines almost all the data necessary to create a IborFixingDepositTrade. The trade date, notional and fixed rate are required to complete the template and create the trade. As such, it is often possible to get a market price for a trade based on the template.
The convention is defined by four dates.
- Trade date, the date that the trade is agreed
- Start date or spot date, the date on which the deposit starts, typically 2 business days after the trade date
- End date, the date on which deposit ends, typically a number of months after the start date
- Fixing date, the date on which the index is to be observed, typically 2 business days before the start date
Some of these dates are specified by the convention embedded within this template.
See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static IborFixingDepositTemplate.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`IborFixingDepositTrade`	`createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)` Creates a trade based on this template.
`boolean`	`equals(Object obj)`
`IborFixingDepositConvention`	`getConvention()` Gets the underlying Ibor fixing deposit convention.
`Period`	`getDepositPeriod()` Gets the period between the start date and the end date.
`int`	`hashCode()`
`static IborFixingDepositTemplate.Meta`	`meta()` The meta-bean for `IborFixingDepositTemplate`.
`IborFixingDepositTemplate.Meta`	`metaBean()`
`static IborFixingDepositTemplate`	`of(IborIndex index)` Obtains a template based on the specified index.
`static IborFixingDepositTemplate`	`of(Period depositPeriod, IborFixingDepositConvention convention)` Obtains a template based on the specified periods and convention.
`static IborFixingDepositTemplate`	`of(Period depositPeriod, IborIndex index)` Obtains a template based on the specified period and index.
`IborFixingDepositTemplate.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
  - of
```
public static IborFixingDepositTemplate of(IborIndex index)
```
    Obtains a template based on the specified index.
    The period from the start date to the end date will be the tenor of the index. The convention will be created based on the index.
    
    Parameters:
    
    index - the index that defines the market convention
    
    Returns:
    
    the template
  - of
```
public static IborFixingDepositTemplate of(Period depositPeriod,
                                           IborIndex index)
```
    Obtains a template based on the specified period and index.
    The period from the start date to the end is specified. The convention will be created based on the index.
    
    Parameters:
    
    depositPeriod - the period between the start date and the end date
    
    index - the index that defines the market convention
    
    Returns:
    
    the template
  - of
```
public static IborFixingDepositTemplate of(Period depositPeriod,
                                           IborFixingDepositConvention convention)
```
    Obtains a template based on the specified periods and convention.
    
    Parameters:
    
    depositPeriod - the period between the start date and the end date
    
    convention - the market convention
    
    Returns:
    
    the template
  - createTrade
```
public IborFixingDepositTrade createTrade(LocalDate tradeDate,
                                          BuySell buySell,
                                          double notional,
                                          double fixedRate,
                                          ReferenceData refData)
```
    Creates a trade based on this template.
    This returns a trade based on the specified date. The notional is unsigned, with buy/sell determining the direction of the trade. If buying the Ibor fixing deposit, the floating rate is paid from the counterparty, with the fixed rate being received. If selling the Ibor fixing deposit, the floating received is paid to the counterparty, with the fixed rate being paid.
    
    Parameters:
    
    tradeDate - the date of the trade
    
    buySell - the buy/sell flag, see IborFixingDeposit.getBuySell()
    
    notional - the notional amount, in the payment currency of the template
    
    fixedRate - the fixed rate, typically derived from the market
    
    refData - the reference data, used to resolve the trade dates
    
    Returns:
    
    the trade
    
    Throws:
    
    ReferenceDataNotFoundException - if an identifier cannot be resolved in the reference data
  - meta
```
public static IborFixingDepositTemplate.Meta meta()
```
    The meta-bean for IborFixingDepositTemplate.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static IborFixingDepositTemplate.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public IborFixingDepositTemplate.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getDepositPeriod
```
public Period getDepositPeriod()
```
    Gets the period between the start date and the end date.
    The difference between the start date and the end date typically matches the tenor of the index, however this is not validated.
    
    Returns:
    
    the value of the property, not null
  - getConvention
```
public IborFixingDepositConvention getConvention()
```
    Gets the underlying Ibor fixing deposit convention.
    This specifies the standard convention of the Ibor fixing deposit to be created.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public IborFixingDepositTemplate.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 IborFixingDepositTemplate

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

of

createTrade

meta

builder

metaBean

getDepositPeriod

getConvention

toBuilder

equals

hashCode

toString