com.opengamma.strata.market.amount

Class CashFlow

java.lang.Object

com.opengamma.strata.market.amount.CashFlow

All Implemented Interfaces:

FxConvertible<CashFlow>, Serializable, Comparable<CashFlow>, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class CashFlow
extends Object
implements FxConvertible<CashFlow>, Comparable<CashFlow>, org.joda.beans.ImmutableBean, Serializable

A single cash flow of a currency amount on a specific date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
int	compareTo(CashFlow other) Compares this cash flow to another, first by date, then value.
CashFlow	convertedTo(Currency resultCurrency, FxRateProvider rateProvider) Converts this cash flow to an equivalent amount in the specified currency.
boolean	equals(Object obj)
double	getDiscountFactor() Gets the discount factor.
CurrencyAmount	getForecastValue() Gets the forecast value of the cash flow.
LocalDate	getPaymentDate() Gets the payment date.
CurrencyAmount	getPresentValue() Gets the present value of the cash flow.
int	hashCode()
static CashFlow.Meta	meta() The meta-bean for CashFlow.
CashFlow.Meta	metaBean()
static CashFlow	ofForecastValue(LocalDate paymentDate, CurrencyAmount forecastValue, double discountFactor) Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.
static CashFlow	ofForecastValue(LocalDate paymentDate, Currency currency, double forecastValue, double discountFactor) Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.
static CashFlow	ofPresentValue(LocalDate paymentDate, CurrencyAmount presentValue, double discountFactor) Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.
static CashFlow	ofPresentValue(LocalDate paymentDate, Currency currency, double presentValue, double discountFactor) Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.
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

ofPresentValue

public static CashFlow ofPresentValue(LocalDate paymentDate,
                                      CurrencyAmount presentValue,
                                      double discountFactor)

Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.

Parameters:

paymentDate - the payment date

presentValue - the present value as a currency amount

discountFactor - the discount factor

Returns:

the cash flow instance

ofPresentValue

public static CashFlow ofPresentValue(LocalDate paymentDate,
                                      Currency currency,
                                      double presentValue,
                                      double discountFactor)

Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.

Parameters:

paymentDate - the payment date

currency - the currency

presentValue - the amount of the present value

discountFactor - the discount factor

Returns:

the cash flow instance

ofForecastValue

public static CashFlow ofForecastValue(LocalDate paymentDate,
                                       CurrencyAmount forecastValue,
                                       double discountFactor)

Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.

Parameters:

paymentDate - the payment date

forecastValue - the forecast value as a currency amount

discountFactor - the discount factor

Returns:

the cash flow instance

ofForecastValue

public static CashFlow ofForecastValue(LocalDate paymentDate,
                                       Currency currency,
                                       double forecastValue,
                                       double discountFactor)

Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.

Parameters:

paymentDate - the payment date

currency - the currency

forecastValue - the amount of the forecast value

discountFactor - the discount factor

Returns:

the cash flow instance

convertedTo

public CashFlow convertedTo(Currency resultCurrency,
                            FxRateProvider rateProvider)

Converts this cash flow to an equivalent amount in the specified currency.

The result will have both the present and forecast value expressed in terms of the given currency. If conversion is needed, the provider will be used to supply the FX rate.

Specified by:

convertedTo in interface FxConvertible<CashFlow>

Parameters:

resultCurrency - the currency of the result

rateProvider - the provider of FX rates

Returns:

the converted instance, in the specified currency

Throws:

RuntimeException - if no FX rate could be found

compareTo

public int compareTo(CashFlow other)

Compares this cash flow to another, first by date, then value.

Specified by:

compareTo in interface Comparable<CashFlow>

Parameters:

other - the other instance

Returns:

the comparison

meta

public static CashFlow.Meta meta()

The meta-bean for CashFlow.

Returns:

the meta-bean, not null

metaBean

public CashFlow.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getPaymentDate

public LocalDate getPaymentDate()

Gets the payment date.

This is the date on which the cash flow occurs.

Returns:

the value of the property, not null

getPresentValue

public CurrencyAmount getPresentValue()

Gets the present value of the cash flow.

The present value is signed. A negative value indicates a payment while a positive value indicates receipt.

Returns:

the value of the property, not null

getForecastValue

public CurrencyAmount getForecastValue()

Gets the forecast value of the cash flow.

The forecast value is signed. A negative value indicates a payment while a positive value indicates receipt.

Returns:

the value of the property, not null

getDiscountFactor

public double getDiscountFactor()

Gets the discount factor.

This is the discount factor between valuation date and the payment date. Thus present value is the forecast value multiplied by the discount factor.

Returns:

the value of the property

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