IborRateStubCalculation (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swap.IborRateStubCalculation

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class IborRateStubCalculation
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
A standard swap leg consists of a regular periodic schedule and one or two stub periods at each end. This class defines what floating rate to use during a stub.
The rate may be specified in three ways.
- A fixed rate, applicable for the whole stub
- A floating rate based on a single Ibor index
- A floating rate based on linear interpolation between two Ibor indices
See Also:

Serialized Form

Nested Class Summary

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

Field Summary

Fields
Modifier and Type Field and Description

static IborRateStubCalculation NONE
An instance that has no special rate handling.

Fields
Modifier and Type	Field and Description
`static IborRateStubCalculation`	`NONE` An instance that has no special rate handling.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static IborRateStubCalculation.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`OptionalDouble`	`getFixedRate()` Gets the fixed rate to use in the stub.
`Optional<IborIndex>`	`getIndex()` Gets the Ibor index to be used for the stub.
`Optional<IborIndex>`	`getIndexInterpolated()` Gets the second Ibor index to be used for the stub, linearly interpolated.
`Optional<CurrencyAmount>`	`getKnownAmount()` Gets the known amount to pay/receive for the stub.
`int`	`hashCode()`
`boolean`	`isFixedRate()` Checks if the stub has a fixed rate.
`boolean`	`isFloatingRate()` Checks if the stub has a floating rate.
`boolean`	`isInterpolated()` Checks if the stub has an interpolated rate.
`boolean`	`isKnownAmount()` Checks if the stub has a known amount.
`static IborRateStubCalculation.Meta`	`meta()` The meta-bean for `IborRateStubCalculation`.
`IborRateStubCalculation.Meta`	`metaBean()`
`static IborRateStubCalculation`	`ofFixedRate(double fixedRate)` Obtains an instance with a single fixed rate.
`static IborRateStubCalculation`	`ofIborInterpolatedRate(IborIndex index1, IborIndex index2)` Obtains an instance with linear interpolation of two floating rates.
`static IborRateStubCalculation`	`ofIborRate(IborIndex index)` Obtains an instance with a single floating rate.
`static IborRateStubCalculation`	`ofKnownAmount(CurrencyAmount knownAmount)` Obtains an instance with a known amount of interest.
`IborRateStubCalculation.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

- Field Detail
  - NONE
```
public static final IborRateStubCalculation NONE
```
    An instance that has no special rate handling.
- Method Detail
  - ofFixedRate
```
public static IborRateStubCalculation ofFixedRate(double fixedRate)
```
    Obtains an instance with a single fixed rate.
    
    Parameters:
    
    fixedRate - the fixed rate for the stub
    
    Returns:
    
    the stub
  - ofKnownAmount
```
public static IborRateStubCalculation ofKnownAmount(CurrencyAmount knownAmount)
```
    Obtains an instance with a known amount of interest.
    
    Parameters:
    
    knownAmount - the known amount of interest
    
    Returns:
    
    the stub
  - ofIborRate
```
public static IborRateStubCalculation ofIborRate(IborIndex index)
```
    Obtains an instance with a single floating rate.
    
    Parameters:
    
    index - the index that applies to the stub
    
    Returns:
    
    the stub
    
    Throws:
    
    IllegalArgumentException - if the index is null
  - ofIborInterpolatedRate
```
public static IborRateStubCalculation ofIborInterpolatedRate(IborIndex index1,
                                                             IborIndex index2)
```
    Obtains an instance with linear interpolation of two floating rates.
    The two indices must be different, typically with one longer than another. The order of input of the indices does not matter.
    
    Parameters:
    
    index1 - the first index
    
    index2 - the second index
    
    Returns:
    
    the stub
    
    Throws:
    
    IllegalArgumentException - if the two indices are the same or either is null
  - isFixedRate
```
public boolean isFixedRate()
```
    Checks if the stub has a fixed rate.
    
    Returns:
    
    true if a fixed stub rate applies
  - isKnownAmount
```
public boolean isKnownAmount()
```
    Checks if the stub has a known amount.
    
    Returns:
    
    true if the stub has a known amount
  - isFloatingRate
```
public boolean isFloatingRate()
```
    Checks if the stub has a floating rate.
    
    Returns:
    
    true if a floating stub rate applies
  - isInterpolated
```
public boolean isInterpolated()
```
    Checks if the stub has an interpolated rate.
    An interpolated rate exists when there are two different rates that need linear interpolation.
    
    Returns:
    
    true if linear interpolation applies
  - meta
```
public static IborRateStubCalculation.Meta meta()
```
    The meta-bean for IborRateStubCalculation.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static IborRateStubCalculation.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public IborRateStubCalculation.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getFixedRate
```
public OptionalDouble getFixedRate()
```
    Gets the fixed rate to use in the stub. A 5% rate will be expressed as 0.05.
    In certain circumstances two counterparties agree a fixed rate for the stub. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply.
    If the fixed rate is present, then knownAmount, index and indexInterpolated must not be present.
    
    Returns:
    
    the optional value of the property, not null
  - getKnownAmount
```
public Optional<CurrencyAmount> getKnownAmount()
```
    Gets the known amount to pay/receive for the stub.
    If the known amount is present, then fixedRate, index and indexInterpolated must not be present.
    
    Returns:
    
    the optional value of the property, not null
  - getIndex
```
public Optional<IborIndex> getIndex()
```
    Gets the Ibor index to be used for the stub.
    This will be used throughout the stub unless indexInterpolated is present.
    If the index is present, then fixedRate and knownAmount must not be present.
    
    Returns:
    
    the optional value of the property, not null
  - getIndexInterpolated
```
public Optional<IborIndex> getIndexInterpolated()
```
    Gets the second Ibor index to be used for the stub, linearly interpolated.
    This will be used with index to linearly interpolate the rate. This index may be shorter or longer than index, but not the same.
    If the interpolated index is present, then index must also be present, and fixedRate and knownAmount must not be present.
    
    Returns:
    
    the optional value of the property, not null
  - toBuilder
```
public IborRateStubCalculation.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

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

Class IborRateStubCalculation

Nested Class Summary

Field Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Field Detail

NONE

Method Detail

ofFixedRate

ofKnownAmount

ofIborRate

ofIborInterpolatedRate

isFixedRate

isKnownAmount

isFloatingRate

isInterpolated

meta

builder

metaBean

getFixedRate

getKnownAmount

getIndex

getIndexInterpolated

toBuilder

equals

hashCode

toString