CmsPeriod (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.cms.CmsPeriod

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class CmsPeriod
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
This represents a single payment period within a CMS leg. This class specifies the data necessary to calculate the value of the period. The payment period contains the unique accrual period. The value of the period is based on the observed value of SwapIndex.
The payment is a CMS coupon, CMS caplet or CMS floorlet. The pay-offs are, for a swap index on the fixingDate of 'S' and an year fraction 'a'
CMS Coupon: a * S
CMS Caplet: a * (S-K)^+ ; K=caplet
CMS Floorlet: a * (K-S)^+ ; K=floorlet
If caplet (floorlet) is not null, the payment is a caplet (floorlet). If both of caplet and floorlet are null, this class represents a CMS coupon payment. Thus at least one of the fields must be null.
A CmsPeriod is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class CmsPeriod.Builder
The bean-builder for CmsPeriod.

static class CmsPeriod.Meta
The meta-bean for CmsPeriod.

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static CmsPeriod.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`OptionalDouble`	`getCaplet()` Gets the optional caplet strike.
`CmsPeriodType`	`getCmsPeriodType()` Obtains the type of the CMS period.
`Currency`	`getCurrency()` Gets the primary currency of the payment period.
`DayCount`	`getDayCount()` Gets the day count of the period.
`LocalDate`	`getEndDate()` Gets the end date of the payment period.
`LocalDate`	`getFixingDate()` Gets the date of the index fixing.
`OptionalDouble`	`getFloorlet()` Gets the optional floorlet strike.
`SwapIndex`	`getIndex()` Gets the swap index.
`double`	`getNotional()` Gets the notional amount, positive if receiving, negative if paying.
`LocalDate`	`getPaymentDate()` Gets the date that payment occurs.
`LocalDate`	`getStartDate()` Gets the start date of the payment period.
`double`	`getStrike()` Obtains the strike value.
`LocalDate`	`getUnadjustedEndDate()` Gets the unadjusted end date.
`LocalDate`	`getUnadjustedStartDate()` Gets the unadjusted start date.
`ResolvedSwap`	`getUnderlyingSwap()` Gets the underlying swap.
`double`	`getYearFraction()` Gets the year fraction that the accrual period represents.
`int`	`hashCode()`
`static CmsPeriod.Meta`	`meta()` The meta-bean for `CmsPeriod`.
`CmsPeriod.Meta`	`metaBean()`
`CmsPeriod.Builder`	`toBuilder()` Returns a builder that allows this bean to be mutated.
`CmsPeriod`	`toCouponEquivalent()` Return the CMS coupon equivalent to the period.
`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
  - getCmsPeriodType
```
public CmsPeriodType getCmsPeriodType()
```
    Obtains the type of the CMS period.
    The period type is caplet, floorlet or coupon.
    
    Returns:
    
    the CMS period type
  - getStrike
```
public double getStrike()
```
    Obtains the strike value.
    If the CMS period type is coupon, 0 is returned.
    
    Returns:
    
    the strike value
  - toCouponEquivalent
```
public CmsPeriod toCouponEquivalent()
```
    Return the CMS coupon equivalent to the period.
    For cap or floor the result is the coupon with the same dates and index but with no cap or floor strike.
    
    Returns:
    
    the CMS coupon
  - meta
```
public static CmsPeriod.Meta meta()
```
    The meta-bean for CmsPeriod.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static CmsPeriod.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public CmsPeriod.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getCurrency
```
public Currency getCurrency()
```
    Gets the primary currency of the payment period.
    The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency.
    
    Returns:
    
    the value of the property, not null
  - getNotional
```
public double getNotional()
```
    Gets the notional amount, positive if receiving, negative if paying.
    The notional amount applicable during the period. The currency of the notional is specified by currency.
    
    Returns:
    
    the value of the property
  - getStartDate
```
public LocalDate getStartDate()
```
    Gets the start date of the payment period.
    This is the first 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 payment period.
    This is the last 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
  - getPaymentDate
```
public LocalDate getPaymentDate()
```
    Gets the date that payment occurs.
    If the schedule adjusts for business days, then this is the adjusted date.
    
    Returns:
    
    the value of the property, not null
  - getFixingDate
```
public LocalDate getFixingDate()
```
    Gets the date of the index fixing.
    This is an adjusted date with any business day applied.
    
    Returns:
    
    the value of the property, not null
  - getCaplet
```
public OptionalDouble getCaplet()
```
    Gets the optional caplet strike.
    This defines the strike value of a caplet.
    If the period is not a caplet, this field will be absent.
    
    Returns:
    
    the optional value of the property, not null
  - getFloorlet
```
public OptionalDouble getFloorlet()
```
    Gets the optional floorlet strike.
    This defines the strike value of a floorlet.
    If the period is not a floorlet, this field will be absent.
    
    Returns:
    
    the optional value of the property, not null
  - getDayCount
```
public DayCount getDayCount()
```
    Gets the day count of the period.
    
    Returns:
    
    the value of the property, not null
  - getIndex
```
public SwapIndex getIndex()
```
    Gets the swap index.
    The swap rate to be paid is the observed value of this index.
    
    Returns:
    
    the value of the property, not null
  - getUnderlyingSwap
```
public ResolvedSwap getUnderlyingSwap()
```
    Gets the underlying swap.
    The interest rate swap for which the swap rate is referred.
    
    Returns:
    
    the value of the property, not null
  - toBuilder
```
public CmsPeriod.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 CmsPeriod

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

getCmsPeriodType

getStrike

toCouponEquivalent

meta

builder

metaBean

getCurrency

getNotional

getStartDate

getEndDate

getUnadjustedStartDate

getUnadjustedEndDate

getYearFraction

getPaymentDate

getFixingDate

getCaplet

getFloorlet

getDayCount

getIndex

getUnderlyingSwap

toBuilder

equals

hashCode

toString