public final class FloatingRateAccrual extends Object implements Accrual, org.joda.beans.ImmutableBean
Modifier and Type | Class and Description |
---|---|
static class |
FloatingRateAccrual.Builder
The bean-builder for
FloatingRateAccrual . |
static class |
FloatingRateAccrual.Meta
The meta-bean for
FloatingRateAccrual . |
Modifier and Type | Method and Description |
---|---|
static FloatingRateAccrual.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.
|
double |
getBaseRate()
Gets the base rate, fixed based on the rate index.
|
com.opengamma.strata.basics.date.DayCount |
getDayCount()
Gets the day count convention.
|
java.time.LocalDate |
getEndDate()
Gets the end date of the accrual.
|
com.opengamma.strata.basics.index.RateIndex |
getIndex()
Gets the type of index, e.g.
|
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.
|
double |
getSpread()
Gets the spread over the index.
|
java.time.LocalDate |
getStartDate()
Gets the start date of the accrual.
|
int |
hashCode() |
static FloatingRateAccrual.Meta |
meta()
The meta-bean for
FloatingRateAccrual . |
FloatingRateAccrual.Meta |
metaBean() |
ProratedFloatingRateAccrual |
prorate(com.opengamma.strata.product.ProductTrade trade)
An implementation of an interest or fee accrual featuring a floating cash rate and PIK spread.
|
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.
|
FloatingRateAccrual.Builder |
toBuilder()
Returns a builder that allows this bean to be mutated.
|
String |
toString() |
public ProratedFloatingRateAccrual 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 FloatingRateAccrual.Meta meta()
FloatingRateAccrual
.public static FloatingRateAccrual.Builder builder()
public FloatingRateAccrual.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 com.opengamma.strata.basics.index.RateIndex getIndex()
public double getBaseRate()
public double getSpread()
public FloatingRateAccrual.Builder toBuilder()
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