NotionalSchedule (OpenGamma Strata Product)

java.lang.Object
- com.opengamma.strata.product.swap.NotionalSchedule

All Implemented Interfaces:

Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
```
public final class NotionalSchedule
extends Object
implements org.joda.beans.ImmutableBean, Serializable
```
Defines the schedule of notional amounts.
Interest rate swaps are based on a notional amount of money. The notional can vary during the lifetime of the swap, but only at payment period boundaries. It is not permitted to vary at an intermediate accrual (compounding) period boundary.
In most cases, the notional amount is not exchanged, with only the net difference being exchanged. However, in certain cases, initial, final or intermediate amounts are exchanged. In this case, the notional can be referred to as the principal.

See Also:

Serialized Form

Nested Class Summary

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

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`static NotionalSchedule.Builder`	`builder()` Returns a builder used to create an instance of the bean.
`boolean`	`equals(Object obj)`
`ValueSchedule`	`getAmount()` Gets the notional amount.
`Currency`	`getCurrency()` Gets the currency of the swap leg associated with the notional.
`Optional<FxResetCalculation>`	`getFxReset()` Gets the FX reset definition, optional.
`int`	`hashCode()`
`boolean`	`isFinalExchange()` Gets the flag indicating whether to exchange the final notional.
`boolean`	`isInitialExchange()` Gets the flag indicating whether to exchange the initial notional.
`boolean`	`isIntermediateExchange()` Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
`static NotionalSchedule.Meta`	`meta()` The meta-bean for `NotionalSchedule`.
`NotionalSchedule.Meta`	`metaBean()`
`static NotionalSchedule`	`of(CurrencyAmount notional)` Obtains an instance with a single amount that does not change over time.
`static NotionalSchedule`	`of(Currency currency, double amount)` Obtains an instance with a single amount that does not change over time.
`static NotionalSchedule`	`of(Currency currency, ValueSchedule amountSchedule)` Obtains an instance with a notional amount that can change over time.
`NotionalSchedule.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
  - of
```
public static NotionalSchedule of(CurrencyAmount notional)
```
    Obtains an instance with a single amount that does not change over time.
    
    Parameters:
    
    notional - the single notional that does not change over time
    
    Returns:
    
    the notional amount
  - of
```
public static NotionalSchedule of(Currency currency,
                                  double amount)
```
    Obtains an instance with a single amount that does not change over time.
    
    Parameters:
    
    currency - the currency of the notional and swap payments
    
    amount - the single notional amount that does not change over time
    
    Returns:
    
    the notional amount
  - of
```
public static NotionalSchedule of(Currency currency,
                                  ValueSchedule amountSchedule)
```
    Obtains an instance with a notional amount that can change over time.
    
    Parameters:
    
    currency - the currency of the notional and swap payments
    
    amountSchedule - the schedule describing how the notional changes over time
    
    Returns:
    
    the notional amount
  - meta
```
public static NotionalSchedule.Meta meta()
```
    The meta-bean for NotionalSchedule.
    
    Returns:
    
    the meta-bean, not null
  - builder
```
public static NotionalSchedule.Builder builder()
```
    Returns a builder used to create an instance of the bean.
    
    Returns:
    
    the builder, not null
  - metaBean
```
public NotionalSchedule.Meta metaBean()
```
    Specified by:
    
    metaBean in interface org.joda.beans.Bean
  - getCurrency
```
public Currency getCurrency()
```
    Gets the currency of the swap leg associated with the notional.
    This is the currency of the swap leg and the currency that interest calculation is made in.
    The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency. See the optional fxReset property.
    
    Returns:
    
    the value of the property, not null
  - getFxReset
```
public Optional<FxResetCalculation> getFxReset()
```
    Gets the FX reset definition, optional.
    This property is used when the defined amount of the notional is specified in a currency other than the currency of the swap leg. When this occurs, the notional amount has to be converted using an FX rate to the swap leg currency. This conversion occurs at each payment period boundary and usually corresponds to an actual exchange of money between the counterparties.
    When building the notional schedule, if an FxResetCalculation is present, then at least one of the notional exchange flags should be set to true. If all notional exchange flags are false then an IllegalArgumentException is thrown.
    
    Returns:
    
    the optional value of the property, not null
  - getAmount
```
public ValueSchedule getAmount()
```
    Gets the notional amount.
    This defines the notional as an initial amount and a list of adjustments. The notional expressed here is intended to always be positive.
    The notional is only allowed to change at payment period boundaries. As such, the ValueSchedule steps are defined relative to the payment schedule.
    
    Returns:
    
    the value of the property, not null
  - isInitialExchange
```
public boolean isInitialExchange()
```
    Gets the flag indicating whether to exchange the initial notional.
    Setting this to true indicates that the notional is transferred at the start of the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
    
    Returns:
    
    the value of the property
  - isIntermediateExchange
```
public boolean isIntermediateExchange()
```
    Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
    Setting this to true indicates that the notional is transferred when it changes during the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
    
    Returns:
    
    the value of the property
  - isFinalExchange
```
public boolean isFinalExchange()
```
    Gets the flag indicating whether to exchange the final notional.
    Setting this to true indicates that the notional is transferred at the end of the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
    
    Returns:
    
    the value of the property
  - toBuilder
```
public NotionalSchedule.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 NotionalSchedule

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface org.joda.beans.Bean

Method Detail

of

of

of

meta

builder

metaBean

getCurrency

getFxReset

getAmount

isInitialExchange

isIntermediateExchange

isFinalExchange

toBuilder

equals

hashCode

toString