com.opengamma.strata.product.swap.SwapPaymentPeriod Maven / Gradle / Ivy
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/*
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import java.time.LocalDate;
import java.time.temporal.TemporalAdjuster;
import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.basics.date.BusinessDayAdjustment;
import com.opengamma.strata.basics.index.Index;
/**
* A period over which interest is accrued with a single payment.
*
* 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.
* The period must have a payment date, currency and period dates.
*
* Implementations must be immutable and thread-safe beans.
*/
public interface SwapPaymentPeriod {
/**
* Gets the date that the payment is made.
*
* Each payment period has a single payment date.
* This date has been adjusted to be a valid business day.
*
* @return the payment date of the period
*/
public abstract LocalDate getPaymentDate();
/**
* Gets the currency of the payment resulting from the period.
*
* This is the currency of the generated payment.
* A period has a single currency.
*
* @return the currency of the period
*/
public abstract Currency getCurrency();
/**
* Gets the start date of the period.
*
* This is the first accrual date in the period.
* This date has been adjusted to be a valid business day.
*
* @return the start date of the period
*/
public abstract LocalDate getStartDate();
/**
* Gets the end date of the period.
*
* This is the last accrual date in the period.
* This date has been adjusted to be a valid business day.
*
* @return the end date of the period
*/
public abstract LocalDate getEndDate();
//-------------------------------------------------------------------------
/**
* Collects all the indices referred to by this period.
*
* A period will typically refer to at least one index, such as 'GBP-LIBOR-3M'.
* Each index that is referred to must be added to the specified builder.
*
* @param builder the builder to use
*/
public abstract void collectIndices(ImmutableSet.Builder builder);
/**
* Adjusts the payment date using the rules of the specified adjuster.
*
* The adjuster is typically an instance of {@link BusinessDayAdjustment}.
* Implementations must return a new instance unless they are immutable and no change occurs.
*
* @param adjuster the adjuster to apply to the payment date
* @return the adjusted payment event
*/
public abstract SwapPaymentPeriod adjustPaymentDate(TemporalAdjuster adjuster);
}