com.opengamma.strata.product.deposit.type

Class TermDepositTemplate

java.lang.Object

com.opengamma.strata.product.deposit.type.TermDepositTemplate

All Implemented Interfaces:

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

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

A template for creating a term deposit trade.

This defines almost all the data necessary to create a TermDeposit. 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 market price is typically quoted as a bid/ask on the fixed rate.

The template is defined by three 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 the implied deposit ends, typically a number of months after the start date

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	TermDepositTemplate.Builder The bean-builder for TermDepositTemplate.
static class	TermDepositTemplate.Meta The meta-bean for TermDepositTemplate.

Method Summary

Modifier and Type	Method and Description
static TermDepositTemplate.Builder	builder() Returns a builder used to create an instance of the bean.
TermDepositTrade	createTrade(LocalDate tradeDate, BuySell buySell, double notional, double rate, ReferenceData refData) Creates a trade based on this template.
boolean	equals(Object obj)
TermDepositConvention	getConvention() Gets the underlying term deposit convention.
Period	getDepositPeriod() Gets the period between the start date and the end date.
int	hashCode()
static TermDepositTemplate.Meta	meta() The meta-bean for TermDepositTemplate.
TermDepositTemplate.Meta	metaBean()
static TermDepositTemplate	of(Period depositPeriod, TermDepositConvention convention) Obtains a template based on the specified period and convention.
TermDepositTemplate.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 TermDepositTemplate of(Period depositPeriod,
                                     TermDepositConvention convention)

Obtains a template based on the specified period and convention.

Parameters:

depositPeriod - the period between the start date and the end date

convention - the market convention

Returns:

the template

createTrade

public TermDepositTrade createTrade(LocalDate tradeDate,
                                    BuySell buySell,
                                    double notional,
                                    double rate,
                                    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 term deposit, the principal is paid at the start date and the principal plus interest is received at the end date. If selling the term deposit, the principal is received at the start date and the principal plus interest is paid at the end date.

Parameters:

tradeDate - the date of the trade

buySell - the buy/sell flag, see TermDeposit.getBuySell()

notional - the notional amount, in the payment currency of the template

rate - 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 TermDepositTemplate.Meta meta()

The meta-bean for TermDepositTemplate.

Returns:

the meta-bean, not null

builder

public static TermDepositTemplate.Builder builder()

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

Returns:

the builder, not null

metaBean

public TermDepositTemplate.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.

Returns:

the value of the property, not null

getConvention

public TermDepositConvention getConvention()

Gets the underlying term deposit convention.

This specifies the standard convention of the term deposit to be created.

Returns:

the value of the property, not null

toBuilder

public TermDepositTemplate.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