ImmutableIborFixingDepositConvention (OpenGamma Strata Product)

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

All Implemented Interfaces:

Named, IborFixingDepositConvention, TradeConvention, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class ImmutableIborFixingDepositConvention
extends Object
implements IborFixingDepositConvention, org.joda.beans.ImmutableBean, Serializable
```
A convention for Ibor fixing deposit trades.
This defines the convention for an Ibor fixing deposit against a particular index. In most cases, the index contains sufficient information to fully define the convention. As such, no other fields need to be specified when creating an instance. The name of the convention is the same as the name of the index by default. The getters will default any missing information on the fly, avoiding both null and Optional.
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
The period between the start date and end date is specified by IborFixingDepositTemplate, not by this convention. However, the period is typically equal to the tenor of the index.
See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static ImmutableIborFixingDepositConvention.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`IborFixingDepositTrade`	`createTrade(LocalDate tradeDate, Period depositPeriod, BuySell buySell, double notional, double fixedRate, ReferenceData refData)` Creates a trade based on this convention.
`boolean`	`equals(Object obj)`
`BusinessDayAdjustment`	`getBusinessDayAdjustment()` Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
`Currency`	`getCurrency()` Gets the primary currency, providing a default result if no override specified.
`DayCount`	`getDayCount()` Gets the day count convention applicable, providing a default result if no override specified.
`DaysAdjustment`	`getFixingDateOffset()` Gets the offset of the fixing date from the start date, providing a default result if no override specified.
`IborIndex`	`getIndex()` Gets the Ibor index.
`String`	`getName()` Gets the convention name, such as 'GBP-LIBOR-3M'.
`DaysAdjustment`	`getSpotDateOffset()` Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
`int`	`hashCode()`
`static ImmutableIborFixingDepositConvention.Meta`	`meta()` The meta-bean for `ImmutableIborFixingDepositConvention`.
`ImmutableIborFixingDepositConvention.Meta`	`metaBean()`
`static ImmutableIborFixingDepositConvention`	`of(IborIndex index)` Obtains a convention based on the specified index.
`ImmutableIborFixingDepositConvention.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`String`	`toString()`
`IborFixingDepositTrade`	`toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)` Creates a trade based on this convention.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
calculateSpotDateFromTradeDate, extendedEnum, of, toTrade

Methods inherited from interface com.opengamma.strata.collect.named.Named
of

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

- Method Detail
  - of
```
public static ImmutableIborFixingDepositConvention of(IborIndex index)
```
    Obtains a convention based on the specified index.
    The standard convention for an Ibor fixing deposit is based exclusively on the index. This creates an instance that contains the index. The instance is not dereferenced using the FraConvention name, as such the result of this method and IborFixingDepositConvention.of(IborIndex) can differ.
    Use the builder for unusual conventions.
    
    Specified by:
    
    of in interface IborFixingDepositConvention
    
    Parameters:
    
    index - the index, the convention values are extracted from the index
    
    Returns:
    
    the convention
  - getName
```
public String getName()
```
    Gets the convention name, such as 'GBP-LIBOR-3M'.
    This will default to the name of the index if not specified.
    
    Specified by:
    
    getName in interface Named
    
    Specified by:
    
    getName in interface IborFixingDepositConvention
    
    Returns:
    
    the convention name
  - getCurrency
```
public Currency getCurrency()
```
    Gets the primary currency, providing a default result if no override specified.
    This is the currency of the Ibor fixing 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.
    This will default to the currency of the index if not specified.
    
    Returns:
    
    the currency, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count convention applicable, providing a default result if no override specified.
    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.
    This will default to the day count of the index if not specified.
    
    Returns:
    
    the day count, not null
  - getSpotDateOffset
```
public DaysAdjustment getSpotDateOffset()
```
    Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
    The offset is applied to the trade date and is typically plus 2 business days. The start and end date of the term are relative to the spot date.
    This will default to the effective date offset of the index if not specified.
    
    Specified by:
    
    getSpotDateOffset in interface IborFixingDepositConvention
    
    Returns:
    
    the spot date offset, not null
  - getBusinessDayAdjustment
```
public BusinessDayAdjustment getBusinessDayAdjustment()
```
    Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
    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.
    This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.
    
    Returns:
    
    the business day adjustment, not null
  - getFixingDateOffset
```
public DaysAdjustment getFixingDateOffset()
```
    Gets the offset of the fixing date from the start date, providing a default result if no override specified.
    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.
    This will default to the fixing date offset of the index if not specified.
    
    Returns:
    
    the fixing date offset, not null
  - createTrade
```
public IborFixingDepositTrade createTrade(LocalDate tradeDate,
                                          Period depositPeriod,
                                          BuySell buySell,
                                          double notional,
                                          double fixedRate,
                                          ReferenceData refData)
```
    Description copied from interface: IborFixingDepositConvention
    
    Creates a trade based on this convention.
    This returns a trade based on the specified deposit period.
    The notional is unsigned, with buy/sell determining the direction of the trade. If buying the Ibor fixing deposit, the floating rate is paid to the counterparty, with the fixed rate being received. If selling the Ibor fixing deposit, the floating rate is received from the counterparty, with the fixed rate being paid.
    
    Specified by:
    
    createTrade in interface IborFixingDepositConvention
    
    Parameters:
    
    tradeDate - the date of the trade
    
    depositPeriod - the period between the start date and the end date
    
    buySell - the buy/sell flag
    
    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
  - toTrade
```
public IborFixingDepositTrade toTrade(TradeInfo tradeInfo,
                                      LocalDate startDate,
                                      LocalDate endDate,
                                      BuySell buySell,
                                      double notional,
                                      double fixedRate)
```
    Description copied from interface: IborFixingDepositConvention
    
    Creates a trade based on this convention.
    This returns a trade based on the specified dates. The notional is unsigned, with buy/sell determining the direction of the trade. If buying the Ibor fixing deposit, the floating rate is paid to the counterparty, with the fixed rate being received. If selling the Ibor fixing deposit, the floating rate is received from the counterparty, with the fixed rate being paid.
    
    Specified by:
    
    toTrade in interface IborFixingDepositConvention
    
    Parameters:
    
    tradeInfo - additional information about the trade
    
    startDate - the start date
    
    endDate - the end date
    
    buySell - the buy/sell flag
    
    notional - the notional amount, in the payment currency of the template
    
    fixedRate - the fixed rate, typically derived from the market
    
    Returns:
    
    the trade
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object
  - meta
```
public static ImmutableIborFixingDepositConvention.Meta meta()
```
    The meta-bean for ImmutableIborFixingDepositConvention.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static ImmutableIborFixingDepositConvention.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public ImmutableIborFixingDepositConvention.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - 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'.
    
    Specified by:
    
    getIndex in interface IborFixingDepositConvention
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public ImmutableIborFixingDepositConvention.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

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class ImmutableIborFixingDepositConvention

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Methods inherited from interface com.opengamma.strata.collect.named.Named

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

getName

getCurrency

getDayCount

getSpotDateOffset

getBusinessDayAdjustment

getFixingDateOffset

createTrade

toTrade

toString

meta

builder

metaBean

getIndex

toBuilder

equals

hashCode