com.opengamma.strata.product.swap.NotionalPaymentPeriod Maven / Gradle / Ivy
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import java.util.Optional;
import com.opengamma.strata.basics.currency.CurrencyAmount;
import com.opengamma.strata.basics.index.FxIndexObservation;
/**
* A period over which interest is accrued with a single payment calculated using a notional.
*
* This is a single payment period within a swap leg.
* The amount of the payment is defined by implementations of this interface.
* It is typically based on a rate of interest.
*
* This interface imposes few restrictions on the payment periods.
* It extends {@link SwapPaymentPeriod} to require that the period is based on a notional amount.
*
* Implementations must be immutable and thread-safe beans.
*/
public interface NotionalPaymentPeriod extends SwapPaymentPeriod {
/**
* The notional amount, positive if receiving, negative if paying.
*
* This is the notional amount applicable during the period.
* The currency may differ from that returned by {@link #getCurrency()},
* for example if the swap contains an FX reset.
*
* @return the notional amount of the period
*/
public abstract CurrencyAmount getNotionalAmount();
/**
* Gets the FX reset observation, 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.
*
* The FX reset definition must be valid. The currency of the period and the currency
* of the notional must differ, and the currency pair must be that of the observation.
*
* @return the optional FX reset observation
*/
public abstract Optional getFxResetObservation();
}