com.opengamma.strata.product.credit

Class CreditCouponPaymentPeriod

java.lang.Object

com.opengamma.strata.product.credit.CreditCouponPaymentPeriod

All Implemented Interfaces:

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

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

A period over which a fixed coupon is paid.

A single payment period within a CDS, ResolvedCds. The payments of the CDS consist of periodic coupon payments and protection payment on default. This class represents a single payment of the periodic payments.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	CreditCouponPaymentPeriod.Builder The bean-builder for CreditCouponPaymentPeriod.
static class	CreditCouponPaymentPeriod.Meta The meta-bean for CreditCouponPaymentPeriod.

Method Summary

Modifier and Type	Method and Description
static CreditCouponPaymentPeriod.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Currency	getCurrency() Gets the primary currency of the payment period.
LocalDate	getEffectiveEndDate() Gets the effective protection end date of the period.
LocalDate	getEffectiveStartDate() Gets the effective protection start date of the period.
LocalDate	getEndDate() Gets the end date of the accrual period.
double	getFixedRate() Gets the fixed coupon rate.
double	getNotional() Gets the notional amount, must be positive.
LocalDate	getPaymentDate() Gets the payment date.
LocalDate	getStartDate() Gets the start date of the accrual period.
LocalDate	getUnadjustedEndDate() Gets the unadjusted end date.
LocalDate	getUnadjustedStartDate() Gets the unadjusted start date.
double	getYearFraction() Gets the year fraction that the accrual period represents.
int	hashCode()
static CreditCouponPaymentPeriod.Meta	meta() The meta-bean for CreditCouponPaymentPeriod.
CreditCouponPaymentPeriod.Meta	metaBean()
CreditCouponPaymentPeriod.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

meta

public static CreditCouponPaymentPeriod.Meta meta()

The meta-bean for CreditCouponPaymentPeriod.

Returns:

the meta-bean, not null

builder

public static CreditCouponPaymentPeriod.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public CreditCouponPaymentPeriod.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, must be positive.

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 accrual period.

This is the first accrual 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 accrual period.

This is the last accrual 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

getEffectiveStartDate

public LocalDate getEffectiveStartDate()

Gets the effective protection start date of the period.

This is the first date in the protection period associated with the payment period.

Returns:

the value of the property, not null

getEffectiveEndDate

public LocalDate getEffectiveEndDate()

Gets the effective protection end date of the period.

This is the last date in the protection period associated with the payment period.

Returns:

the value of the property, not null

getPaymentDate

public LocalDate getPaymentDate()

Gets the payment date.

The fixed rate is paid on this date. This is not necessarily the same as endDate.

Returns:

the value of the property, not null

getFixedRate

public double getFixedRate()

Gets the fixed coupon rate.

The single payment is based on this fixed coupon rate. The coupon must be represented in fraction.

Returns:

the value of the property

getYearFraction

public double getYearFraction()

Gets the year fraction that the accrual period represents.

The year fraction of a period is based on startDate and endDate. The value is usually calculated using a specific DayCount.

Returns:

the value of the property

toBuilder

public CreditCouponPaymentPeriod.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