com.opengamma.strata.product.rate

Class IborRateComputation

java.lang.Object

com.opengamma.strata.product.rate.IborRateComputation

All Implemented Interfaces:

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

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

Defines the computation of a rate of interest from a single Ibor index.

An interest rate determined directly from an Ibor index. For example, a rate determined from 'GBP-LIBOR-3M' on a single fixing date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

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)
Currency	getCurrency() Gets the currency of the Ibor index.
LocalDate	getEffectiveDate() Gets the effective date.
LocalDate	getFixingDate() Gets the fixing date.
IborIndex	getIndex() Gets the Ibor index.
LocalDate	getMaturityDate() Gets the maturity date.
IborIndexObservation	getObservation() Gets the underlying index observation.
double	getYearFraction() Gets the year fraction.
int	hashCode()
static IborRateComputation.Meta	meta() The meta-bean for IborRateComputation.
IborRateComputation.Meta	metaBean()
static IborRateComputation	of(IborIndex index, LocalDate fixingDate, ReferenceData refData) Creates an instance from an index and fixing date.
static IborRateComputation	of(IborIndexObservation underlyingObservation) Creates an instance from the underlying index observation.
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 IborRateComputation of(IborIndex index,
                                     LocalDate fixingDate,
                                     ReferenceData refData)

Creates an instance from an index and fixing date.

The reference data is used to find the maturity date from the fixing date.

Parameters:

index - the index

fixingDate - the fixing date

refData - the reference data to use when resolving holiday calendars

Returns:

the rate computation

of

public static IborRateComputation of(IborIndexObservation underlyingObservation)

Creates an instance from the underlying index observation.

Parameters:

underlyingObservation - the underlying index observation

Returns:

the rate computation

getIndex

public IborIndex getIndex()

Gets the Ibor index.

Returns:

the index

getCurrency

public Currency getCurrency()

Gets the currency of the Ibor index.

Returns:

the currency of the index

getFixingDate

public LocalDate getFixingDate()

Gets the fixing date.

Returns:

the fixing date

getEffectiveDate

public LocalDate getEffectiveDate()

Gets the effective date.

Returns:

the effective date

getMaturityDate

public LocalDate getMaturityDate()

Gets the maturity date.

Returns:

the maturity date

getYearFraction

public double getYearFraction()

Gets the year fraction.

Returns:

the year fraction

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 IborRateComputation.Meta meta()

The meta-bean for IborRateComputation.

Returns:

the meta-bean, not null

metaBean

public IborRateComputation.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getObservation

public IborIndexObservation getObservation()

Gets the underlying index observation.

Returns:

the value of the property, 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