public final class SwaptionExerciseDates extends Object implements org.joda.beans.ImmutableBean, Serializable
A swaption can have three different kinds of exercise - European, American and Bermudan. A European swaption has one exercise date, an American can exercise on any date, and a Bermudan can exercise on a fixed set of dates.
This is the resolved form of SwaptionExercise.
| Modifier and Type | Class and Description |
|---|---|
static class |
SwaptionExerciseDates.Builder
The bean-builder for
SwaptionExerciseDates. |
static class |
SwaptionExerciseDates.Meta
The meta-bean for
SwaptionExerciseDates. |
| Modifier and Type | Method and Description |
|---|---|
static SwaptionExerciseDates.Builder |
builder()
Returns a builder used to create an instance of the bean.
|
boolean |
equals(Object obj) |
ImmutableList<SwaptionExerciseDate> |
getDates()
Gets an explicit list of exercise dates.
|
int |
hashCode() |
boolean |
isAllDates()
Gets whether all dates are valid dates for swaption exercise between the first and last date.
|
boolean |
isAmerican()
Checks if the exercise is American.
|
boolean |
isBermudan()
Checks if the exercise is Bermudan.
|
boolean |
isEuropean()
Checks if the exercise is European.
|
static SwaptionExerciseDates.Meta |
meta()
The meta-bean for
SwaptionExerciseDates. |
SwaptionExerciseDates.Meta |
metaBean() |
static SwaptionExerciseDates |
of(List<SwaptionExerciseDate> dates,
boolean allDates)
Obtains an instance.
|
SwaptionExerciseDates.Builder |
toBuilder()
Returns a builder that allows this bean to be mutated.
|
String |
toString() |
public boolean isEuropean()
public boolean isAmerican()
public boolean isBermudan()
public static SwaptionExerciseDates.Meta meta()
SwaptionExerciseDates.public static SwaptionExerciseDates of(List<SwaptionExerciseDate> dates, boolean allDates)
dates - the value of the property, not emptyallDates - the value of the propertypublic static SwaptionExerciseDates.Builder builder()
public SwaptionExerciseDates.Meta metaBean()
metaBean in interface org.joda.beans.Beanpublic ImmutableList<SwaptionExerciseDate> getDates()
A European swaption has one date in the list. A Bermudan swaption has at least two dates in the list. An American swaption has at exactly two dates in the list, the earliest and latest dates.
public boolean isAllDates()
This will be true for an American swaption, and false otherwise.
public SwaptionExerciseDates.Builder toBuilder()
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.