com.opengamma.strata.product.rate

Class InflationMonthlyRateComputation

java.lang.Object

com.opengamma.strata.product.rate.InflationMonthlyRateComputation

All Implemented Interfaces:

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

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

Defines the computation of inflation figures from a price index.

A price index is typically published monthly and has a delay before publication. The rate observed by this instance will be based on two observations of the index, one relative to the accrual start date and one relative to the accrual end date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

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)
PriceIndexObservation	getEndObservation() Gets the observation at the end.
PriceIndex	getIndex() Gets the Price index.
PriceIndexObservation	getStartObservation() Gets the observation at the start.
int	hashCode()
static InflationMonthlyRateComputation.Meta	meta() The meta-bean for InflationMonthlyRateComputation.
InflationMonthlyRateComputation.Meta	metaBean()
static InflationMonthlyRateComputation	of(PriceIndex index, YearMonth referenceStartMonth, YearMonth referenceEndMonth) Creates an instance from an index, reference start month and reference end month.
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 InflationMonthlyRateComputation of(PriceIndex index,
                                                 YearMonth referenceStartMonth,
                                                 YearMonth referenceEndMonth)

Creates an instance from an index, reference start month and reference end month.

Parameters:

index - the index

referenceStartMonth - the reference start month

referenceEndMonth - the reference end month

Returns:

the inflation rate computation

getIndex

public PriceIndex getIndex()

Gets the Price index.

Returns:

the Price index

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 InflationMonthlyRateComputation.Meta meta()

The meta-bean for InflationMonthlyRateComputation.

Returns:

the meta-bean, not null

metaBean

public InflationMonthlyRateComputation.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getStartObservation

public PriceIndexObservation getStartObservation()

Gets the observation at the start.

The inflation rate is the ratio between the start and end observation. The start month is typically three months before the start of the period.

Returns:

the value of the property, not null

getEndObservation

public PriceIndexObservation getEndObservation()

Gets the observation at the end.

The inflation rate is the ratio between the start and end observation. The end month is typically three months before the end of the period.

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