com.opengamma.strata.market.curve

Class CurveNodeDate

java.lang.Object

com.opengamma.strata.market.curve.CurveNodeDate

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class CurveNodeDate
extends Object
implements org.joda.beans.ImmutableBean, Serializable

The date of the curve node.

A CurveNodeDate provides a flexible mechanism of defining the date of the curve node. It may be associated with the end date, the last fixing date, or specified exactly.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Field Summary

Fields

Modifier and Type	Field and Description
static CurveNodeDate	END An instance defining the curve node date as the end date of the trade.
static CurveNodeDate	LAST_FIXING An instance defining the curve node date as the last fixing date date of the trade.

Method Summary

Modifier and Type	Method and Description
LocalDate	calculate(Supplier<LocalDate> endDateSupplier, Supplier<LocalDate> lastFixingDateSupplier) Calculates the appropriate date for the node.
boolean	equals(Object obj)
LocalDate	getDate() Gets the node date if the type is 'Fixed'.
CurveNodeDateType	getType() Gets the method by which the date of the node is calculated, defaulted to 'End'.
int	hashCode()
boolean	isEnd() Checks if the type is 'End'.
boolean	isFixed() Checks if the type is 'Fixed'.
boolean	isLastFixing() Checks if the type is 'LastFixing'.
static CurveNodeDate.Meta	meta() The meta-bean for CurveNodeDate.
CurveNodeDate.Meta	metaBean()
static CurveNodeDate	of(LocalDate date) Obtains an instance specifying a fixed date.
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

END

public static final CurveNodeDate END

An instance defining the curve node date as the end date of the trade.

LAST_FIXING

public static final CurveNodeDate LAST_FIXING

An instance defining the curve node date as the last fixing date date of the trade. Used only for instruments referencing an Ibor index.

Method Detail

of

public static CurveNodeDate of(LocalDate date)

Obtains an instance specifying a fixed date.

This returns an instance with the type CurveNodeDateType.FIXED.

Parameters:

date - the specific date

Returns:

an instance specifying a fixed date

isEnd

public boolean isEnd()

Checks if the type is 'End'.

Returns:

true if the type is 'End'

isLastFixing

public boolean isLastFixing()

Checks if the type is 'LastFixing'.

Returns:

true if the type is 'LastFixing'

isFixed

public boolean isFixed()

Checks if the type is 'Fixed'.

Returns:

true if the type is 'Fixed'

getDate

public LocalDate getDate()

Gets the node date if the type is 'Fixed'.

If the type is 'Fixed', this returns the node date. Otherwise, this throws an exception.

Returns:

the node date, only available if the type is 'Fixed'

Throws:

IllegalStateException - if called when the type is not fixed

calculate

public LocalDate calculate(Supplier<LocalDate> endDateSupplier,
                           Supplier<LocalDate> lastFixingDateSupplier)

Calculates the appropriate date for the node.

Parameters:

endDateSupplier - the supplier invoked to get the end date

lastFixingDateSupplier - the supplier invoked to get the last fixing date

Returns:

the calculated date

meta

public static CurveNodeDate.Meta meta()

The meta-bean for CurveNodeDate.

Returns:

the meta-bean, not null

metaBean

public CurveNodeDate.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getType

public CurveNodeDateType getType()

Gets the method by which the date of the node is calculated, defaulted to 'End'.

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