com.opengamma.strata.product.deposit

Class TermDeposit

java.lang.Object

com.opengamma.strata.product.deposit.TermDeposit

All Implemented Interfaces:

Resolvable<ResolvedTermDeposit>, Product, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class TermDeposit
extends Object
implements Product, Resolvable<ResolvedTermDeposit>, org.joda.beans.ImmutableBean, Serializable

A term deposit.

A term deposit is a financial instrument that provides a fixed rate of interest on an amount for a specific term. For example, investing GBP 1,000 for 3 months at a 1% interest rate.

The instrument has two payments, one at the start date and one at the end date. For example, investing GBP 1,000 for 3 months implies an initial payment to the counterparty of GBP 1,000 and a final payment from the counterparty of GBP 1,000 plus interest.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

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

Method Summary

Modifier and Type	Method and Description
ImmutableSet<Currency>	allCurrencies() Returns the set of currencies the product refers to.
static TermDeposit.Builder	builder() Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Optional<BusinessDayAdjustment>	getBusinessDayAdjustment() Gets the business day adjustment to apply to the start and end date, optional.
BuySell	getBuySell() Gets whether the term deposit is 'Buy' or 'Sell'.
Currency	getCurrency() Gets the primary currency.
DayCount	getDayCount() Gets the day count convention.
LocalDate	getEndDate() Gets the end date of the deposit.
double	getNotional() Gets the notional amount.
double	getRate() Gets the fixed interest rate to be paid.
LocalDate	getStartDate() Gets the start date of the deposit.
int	hashCode()
static TermDeposit.Meta	meta() The meta-bean for TermDeposit.
TermDeposit.Meta	metaBean()
ResolvedTermDeposit	resolve(ReferenceData refData)
TermDeposit.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 com.opengamma.strata.product.Product

allPaymentCurrencies, isCrossCurrency

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

allCurrencies

public ImmutableSet<Currency> allCurrencies()

Description copied from interface: Product

Returns the set of currencies the product refers to.

This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.

Specified by:

allCurrencies in interface Product

Returns:

the set of currencies the product refers to

resolve

public ResolvedTermDeposit resolve(ReferenceData refData)

Specified by:

resolve in interface Resolvable<ResolvedTermDeposit>

meta

public static TermDeposit.Meta meta()

The meta-bean for TermDeposit.

Returns:

the meta-bean, not null

builder

public static TermDeposit.Builder builder()

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

Returns:

the builder, not null

metaBean

public TermDeposit.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getBuySell

public BuySell getBuySell()

Gets whether the term deposit is 'Buy' or 'Sell'.

A value of 'Buy' implies payment of the principal at the start date and receipt of the principal plus interest at the end date. A value of 'Sell' implies the opposite. In other words, 'Buy' refers to buying the service of "money storage", with the benefit of receiving interest.

Returns:

the value of the property, not null

getCurrency

public Currency getCurrency()

Gets the primary currency.

This is the currency of the term deposit and the currency that payment is made in.

Returns:

the value of the property, not null

getNotional

public double getNotional()

Gets the notional amount.

The notional represents the principal amount, and must be non-negative. 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 deposit.

Interest accrues from this date. This date is typically set to be a valid business day. Optionally, the businessDayAdjustment property may be set to provide a rule for adjustment.

Returns:

the value of the property, not null

getEndDate

public LocalDate getEndDate()

Gets the end date of the deposit.

Interest accrues until this date. This date is typically set to be a valid business day. Optionally, the businessDayAdjustment property may be set to provide a rule for adjustment. This date must be after the start date.

Returns:

the value of the property, not null

getBusinessDayAdjustment

public Optional<BusinessDayAdjustment> getBusinessDayAdjustment()

Gets the business day adjustment to apply to the start and end date, optional.

The start and end date are typically defined as valid business days and thus do not need to be adjusted. If this optional property is present, then the start and end date will be adjusted as defined here.

Returns:

the optional value of the property, not null

getDayCount

public DayCount getDayCount()

Gets the day count convention.

This is used to convert dates to a numerical value.

Returns:

the value of the property, not null

getRate

public double getRate()

Gets the fixed interest rate to be paid. A 5% rate will be expressed as 0.05.

Returns:

the value of the property

toBuilder

public TermDeposit.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