/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.product.bond; 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. * <p> * 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. * <p> * This interface imposes few restrictions on the payment periods. * The period must have a payment date, currency and period dates. * <p> * Implementations must be immutable and thread-safe beans. */ public interface BondPaymentPeriod { /** * Gets the date that the payment is made. * <p> * 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. * <p> * 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. * <p> * 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. * <p> * 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. * <p> * 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<Index> builder); /** * Adjusts the payment date using the rules of the specified adjuster. * <p> * 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 */ BondPaymentPeriod adjustPaymentDate(TemporalAdjuster adjuster); }