RateAccrualPeriod (OpenGamma Strata Product)

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

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class RateAccrualPeriod
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
A period over which a fixed or floating rate is accrued.
A swap leg consists of one or more periods that are the basis of accrual. This class represents one such period.
This class specifies the data necessary to calculate the value of the period. The key property is the rateComputation which defines how the rate is observed.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static RateAccrualPeriod.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`static RateAccrualPeriod.Builder`	`builder(SchedulePeriod period)` Returns a builder used to create an instance of the bean, based on a schedule period.
`boolean`	`equals(Object obj)`
`LocalDate`	`getEndDate()` Gets the end date of the accrual period.
`double`	`getGearing()` Gets the gearing multiplier, defaulted to 1.
`NegativeRateMethod`	`getNegativeRateMethod()` Gets the negative rate method, defaulted to 'AllowNegative'.
`RateComputation`	`getRateComputation()` Gets the rate to be computed.
`double`	`getSpread()` Gets the spread rate, defaulted to 0.
`LocalDate`	`getStartDate()` Gets the start date of the accrual period.
`LocalDate`	`getUnadjustedEndDate()` Gets the unadjusted end date.
`LocalDate`	`getUnadjustedStartDate()` Gets the unadjusted start date.
`double`	`getYearFraction()` Gets the year fraction that the accrual period represents.
`int`	`hashCode()`
`static RateAccrualPeriod.Meta`	`meta()` The meta-bean for `RateAccrualPeriod`.
`RateAccrualPeriod.Meta`	`metaBean()`
`RateAccrualPeriod.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
  - builder
```
public static RateAccrualPeriod.Builder builder(SchedulePeriod period)
```
    Returns a builder used to create an instance of the bean, based on a schedule period.
    The start date and end date (adjusted and unadjusted) will be set in the builder.
    
    Parameters:
    
    period - the schedule period
    
    Returns:
    
    the builder, not null
  - meta
```
public static RateAccrualPeriod.Meta meta()
```
    The meta-bean for RateAccrualPeriod.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static RateAccrualPeriod.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public RateAccrualPeriod.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getStartDate
```
public LocalDate getStartDate()
```
    Gets the start date of the accrual period.
    This is the first accrual date in the period. If the schedule adjusts for business days, then this is the adjusted date.
    
    Returns:
    
    the value of the property, not null
  - getEndDate
```
public LocalDate getEndDate()
```
    Gets the end date of the accrual period.
    This is the last accrual date in the period. If the schedule adjusts for business days, then this is the adjusted date.
    
    Returns:
    
    the value of the property, not null
  - getUnadjustedStartDate
```
public LocalDate getUnadjustedStartDate()
```
    Gets the unadjusted start date.
    The start date before any business day adjustment is applied.
    When building, this will default to the start date if not specified.
    
    Returns:
    
    the value of the property, not null
  - getUnadjustedEndDate
```
public LocalDate getUnadjustedEndDate()
```
    Gets the unadjusted end date.
    The end date before any business day adjustment is applied.
    When building, this will default to the end date if not specified.
    
    Returns:
    
    the value of the property, not null
  - getYearFraction
```
public double getYearFraction()
```
    Gets the year fraction that the accrual period represents.
    The value is usually calculated using a DayCount which may be different to that of the index. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.
    
    Returns:
    
    the value of the property
  - getRateComputation
```
public RateComputation getRateComputation()
```
    Gets the rate to be computed.
    The value of the period is based on this rate. Different implementations of the RateComputation interface have different approaches to computing the rate, including averaging, overnight and interpolation. For example, it might be a well known market index such as 'GBP-LIBOR-3M'.
    
    Returns:
    
    the value of the property, not null
  - getGearing
```
public double getGearing()
```
    Gets the gearing multiplier, defaulted to 1.
    This defines the gearing, which is used to multiply the observed rate.
    When calculating the rate, the observed rate is multiplied by the gearing. If both gearing and spread exist, then the gearing is applied first. A gearing of 1 has no effect.
    Gearing is also known as leverage.
    
    Returns:
    
    the value of the property
  - getSpread
```
public double getSpread()
```
    Gets the spread rate, defaulted to 0. A 5% rate will be expressed as 0.05.
    This defines the spread, which is used to add an amount the observed rate.
    When calculating the rate, the spread is added to the observed rate. If both gearing and spread exist, then the gearing is applied first. A spread of 0 has no effect.
    Defined by the 2006 ISDA definitions article 6.2e.
    
    Returns:
    
    the value of the property
  - getNegativeRateMethod
```
public NegativeRateMethod getNegativeRateMethod()
```
    Gets the negative rate method, defaulted to 'AllowNegative'.
    This is used when the interest rate, observed or calculated, goes negative.
    When observing or calculating the rate, the value may go negative. If it does, then this method is used to validate whether the negative rate is allowed. It is applied after any applicable gearing or spread.
    Defined by the 2006 ISDA definitions article 6.4.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public RateAccrualPeriod.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 RateAccrualPeriod

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

builder

meta

builder

metaBean

getStartDate

getEndDate

getUnadjustedStartDate

getUnadjustedEndDate

getYearFraction

getRateComputation

getGearing

getSpread

getNegativeRateMethod

toBuilder

equals

hashCode

toString