XCcyIborIborSwapTemplate (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

All Implemented Interfaces:

TradeTemplate, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class XCcyIborIborSwapTemplate
extends Object
implements TradeTemplate, org.joda.beans.ImmutableBean, Serializable
```
A template for creating cross-currency Ibor-Ibor swap trades.
This defines almost all the data necessary to create a Ibor-Ibor cross-currency SwapTrade. The trade date, notional and spread are required to complete the template and create the trade. As such, it is often possible to get a market price for a trade based on the template. The market price is typically quoted as a spread on one leg.
The template references four dates.
- Trade date, the date that the trade is agreed
- Spot date, the base for date calculations, typically 2 business days after the trade date
- Start date, the date on which accrual starts
- End date, the date on which accrual ends
Some of these dates are specified by the convention embedded within this template.
See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static XCcyIborIborSwapTemplate.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`SwapTrade`	`createTrade(LocalDate tradeDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)` Creates a trade based on this template.
`boolean`	`equals(Object obj)`
`XCcyIborIborSwapConvention`	`getConvention()` Gets the market convention of the swap.
`CurrencyPair`	`getCurrencyPair()` Gets the currency pair of the template.
`Period`	`getPeriodToStart()` Gets the period between the spot value date and the start date.
`Tenor`	`getTenor()` Gets the tenor of the swap.
`int`	`hashCode()`
`static XCcyIborIborSwapTemplate.Meta`	`meta()` The meta-bean for `XCcyIborIborSwapTemplate`.
`XCcyIborIborSwapTemplate.Meta`	`metaBean()`
`static XCcyIborIborSwapTemplate`	`of(Period periodToStart, Tenor tenor, XCcyIborIborSwapConvention convention)` Obtains a template based on the specified period, tenor and convention.
`static XCcyIborIborSwapTemplate`	`of(Tenor tenor, XCcyIborIborSwapConvention convention)` Obtains a template based on the specified tenor and convention.
`XCcyIborIborSwapTemplate.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
  - of
```
public static XCcyIborIborSwapTemplate of(Tenor tenor,
                                          XCcyIborIborSwapConvention convention)
```
    Obtains a template based on the specified tenor and convention.
    The swap will start on the spot date.
    
    Parameters:
    
    tenor - the tenor of the swap
    
    convention - the market convention
    
    Returns:
    
    the template
  - of
```
public static XCcyIborIborSwapTemplate of(Period periodToStart,
                                          Tenor tenor,
                                          XCcyIborIborSwapConvention convention)
```
    Obtains a template based on the specified period, tenor and convention.
    The period from the spot date to the start date is specified. The tenor from the start date to the end date is also specified.
    
    Parameters:
    
    periodToStart - the period between the spot date and the start date
    
    tenor - the tenor of the swap
    
    convention - the market convention
    
    Returns:
    
    the template
  - getCurrencyPair
```
public CurrencyPair getCurrencyPair()
```
    Gets the currency pair of the template.
    
    Returns:
    
    the currency pair
  - createTrade
```
public SwapTrade createTrade(LocalDate tradeDate,
                             BuySell buySell,
                             double notionalSpreadLeg,
                             double notionalFlatLeg,
                             double spread,
                             ReferenceData refData)
```
    Creates a trade based on this template.
    This returns a trade based on the specified trade date.
    The notional is unsigned, with buy/sell determining the direction of the trade. If buying the swap, the rate of the flat leg is received, with the rate of the spread leg being paid. If selling the swap, the opposite occurs.
    
    Parameters:
    
    tradeDate - the date of the trade
    
    buySell - the buy/sell flag
    
    notionalSpreadLeg - the notional amount for the spread leg
    
    notionalFlatLeg - the notional amount for the flat leg
    
    spread - the spread, typically derived from the market
    
    refData - the reference data, used to resolve the trade dates
    
    Returns:
    
    the trade
    
    Throws:
    
    ReferenceDataNotFoundException - if an identifier cannot be resolved in the reference data
  - meta
```
public static XCcyIborIborSwapTemplate.Meta meta()
```
    The meta-bean for XCcyIborIborSwapTemplate.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static XCcyIborIborSwapTemplate.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public XCcyIborIborSwapTemplate.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getPeriodToStart
```
public Period getPeriodToStart()
```
    Gets the period between the spot value date and the start date.
    This is often zero, but can be greater if the swap if forward starting. This must not be negative.
    
    Returns:
    
    the value of the property, not null
  - getTenor
```
public Tenor getTenor()
```
    Gets the tenor of the swap.
    This is the period from the first accrual date to the last accrual date.
    
    Returns:
    
    the value of the property, not null
  - getConvention
```
public XCcyIborIborSwapConvention getConvention()
```
    Gets the market convention of the swap.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public XCcyIborIborSwapTemplate.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 XCcyIborIborSwapTemplate

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

getCurrencyPair

createTrade

meta

builder

metaBean

getPeriodToStart

getTenor

getConvention

toBuilder

equals

hashCode

toString