com.opengamma.strata.product.rate

Class FixedOvernightCompoundedAnnualRateComputation

java.lang.Object

com.opengamma.strata.product.rate.FixedOvernightCompoundedAnnualRateComputation

All Implemented Interfaces:

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

public final class FixedOvernightCompoundedAnnualRateComputation
extends Object
implements RateComputation, org.joda.beans.ImmutableBean, Serializable

Defines a known annual fixed rate of interest that follows overnight compounding.

An interest rate that is specified in the contract. This is typically used in the fixed legs of a Brazilian swap.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	FixedOvernightCompoundedAnnualRateComputation.Meta The meta-bean for FixedOvernightCompoundedAnnualRateComputation.

Method Summary

Modifier and Type	Method and Description
void	collectIndices(ImmutableSet.Builder<Index> builder) Collects all the indices referred to by this computation.
boolean	equals(Object obj)
double	getAccrualFactor() Gets the accrual factor.
double	getRate() Gets the fixed rate for overnight compounding.
double	getSimpleRate() Calculates the simple interest rate associated with the compounded rate.
int	hashCode()
static FixedOvernightCompoundedAnnualRateComputation.Meta	meta() The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
FixedOvernightCompoundedAnnualRateComputation.Meta	metaBean()
static FixedOvernightCompoundedAnnualRateComputation	of(double rate, double accrualFactor) Obtains an instance from the rate and accrual factor.
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 FixedOvernightCompoundedAnnualRateComputation of(double rate,
                                                               double accrualFactor)

Obtains an instance from the rate and accrual factor.

Parameters:

rate - the fixed rate

accrualFactor - the accrual factor

Returns:

the fixed rate computation

getSimpleRate

public double getSimpleRate()

Calculates the simple interest rate associated with the compounded rate.

Returns:

the simple rate

collectIndices

public void collectIndices(ImmutableSet.Builder<Index> builder)

Description copied from interface: RateComputation

Collects all the indices referred to by this computation.

A computation will typically refer to one index, such as 'GBP-LIBOR-3M'. Each index that is referred to must be added to the specified builder.

Specified by:

collectIndices in interface RateComputation

Parameters:

builder - the builder to use

meta

public static FixedOvernightCompoundedAnnualRateComputation.Meta meta()

The meta-bean for FixedOvernightCompoundedAnnualRateComputation.

Returns:

the meta-bean, not null

metaBean

public FixedOvernightCompoundedAnnualRateComputation.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getRate

public double getRate()

Gets the fixed rate for overnight compounding. A 5% rate will be expressed as 0.05.

Returns:

the value of the property

getAccrualFactor

public double getAccrualFactor()

Gets the accrual factor.

Returns:

the value of the property

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