public final class FixedRateAccrual extends Object implements Accrual, org.joda.beans.ImmutableBean
Modifier and Type | Class and Description |
---|---|
static class |
FixedRateAccrual.Builder
The bean-builder for
FixedRateAccrual . |
static class |
FixedRateAccrual.Meta
The meta-bean for
FixedRateAccrual . |
Modifier and Type | Method and Description |
---|---|
static FixedRateAccrual.Builder |
builder()
Returns a builder used to create an instance of the bean.
|
boolean |
equals(Object obj) |
com.opengamma.strata.basics.currency.CurrencyAmount |
getAccrualAmount()
Gets the accrual notional amount and currency.
|
double |
getAllInRate()
Gets the cash rate of the accrual.
|
com.opengamma.strata.basics.date.DayCount |
getDayCount()
Gets the day count convention.
|
java.time.LocalDate |
getEndDate()
Gets the end date of the accrual.
|
Optional<java.time.LocalDate> |
getPaymentDate()
Gets the payment date, optional.
|
com.opengamma.strata.basics.schedule.Frequency |
getPaymentFrequency()
Gets frequency of accrual period.
|
com.opengamma.strata.basics.currency.CurrencyAmount |
getPaymentProjection()
Gets projected interest amount.
|
com.opengamma.strata.basics.currency.CurrencyAmount |
getPikProjection()
Gets projected PIK amount.
|
double |
getPikSpread()
Gets the PIK rate of the accrual.
|
java.time.LocalDate |
getStartDate()
Gets the start date of the accrual.
|
int |
hashCode() |
static FixedRateAccrual.Meta |
meta()
The meta-bean for
FixedRateAccrual . |
FixedRateAccrual.Meta |
metaBean() |
ProratedFixedRateAccrual |
prorate(com.opengamma.strata.product.ProductTrade trade)
Prorate a global accrual into a share based on given trade.
|
Accrual |
rebuild(java.time.LocalDate startDate,
java.time.LocalDate endDate,
com.opengamma.strata.basics.currency.CurrencyAmount accrualAmount,
java.time.LocalDate paymentDate)
Construct a modified instance of this accrual given the new period and amount.
|
com.opengamma.strata.collect.tuple.Pair<Accrual,Accrual> |
split()
Split an accrual into cash and PIK sub-accruals.
|
FixedRateAccrual.Builder |
toBuilder()
Returns a builder that allows this bean to be mutated.
|
String |
toString() |
public ProratedFixedRateAccrual prorate(com.opengamma.strata.product.ProductTrade trade)
prorate
in interface Proratable<ProratedAccrual>
trade
- buy or sell trade representing a full or partial allocationpublic Accrual rebuild(java.time.LocalDate startDate, java.time.LocalDate endDate, com.opengamma.strata.basics.currency.CurrencyAmount accrualAmount, java.time.LocalDate paymentDate)
public com.opengamma.strata.collect.tuple.Pair<Accrual,Accrual> split()
public static FixedRateAccrual.Meta meta()
FixedRateAccrual
.public static FixedRateAccrual.Builder builder()
public FixedRateAccrual.Meta metaBean()
metaBean
in interface org.joda.beans.Bean
public java.time.LocalDate getStartDate()
Interest accrues from this date.
getStartDate
in interface Accrual
public java.time.LocalDate getEndDate()
Interest accrues to this date.
getEndDate
in interface Accrual
public Optional<java.time.LocalDate> getPaymentDate()
getPaymentDate
in interface Accrual
public double getAllInRate()
Cash interest "all-in" rate. Does NOT include PIK.
getAllInRate
in interface Accrual
public double getPikSpread()
PIK interest.
getPikSpread
in interface Accrual
public com.opengamma.strata.basics.currency.CurrencyAmount getAccrualAmount()
getAccrualAmount
in interface Accrual
public com.opengamma.strata.basics.date.DayCount getDayCount()
This is used to convert dates to a numerical value.
getDayCount
in interface Accrual
public com.opengamma.strata.basics.schedule.Frequency getPaymentFrequency()
getPaymentFrequency
in interface Accrual
public com.opengamma.strata.basics.currency.CurrencyAmount getPaymentProjection()
The global amount represents the principal amount, and must be non-negative.
The currency of the global amount is specified by currency
.
getPaymentProjection
in interface Accrual
public com.opengamma.strata.basics.currency.CurrencyAmount getPikProjection()
The global amount represents the principal amount, and must be non-negative.
The currency of the global amount is specified by currency
.
getPikProjection
in interface Accrual
public FixedRateAccrual.Builder toBuilder()
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