com.r3corda.contracts / InterestRateSwap / Calculation

Calculation

data class Calculation

The Calculation data class is "mutable" through out the life of the swap, as in, its the only thing that contains data that will changed from state to state (Recall that the design insists that everything is immutable, so we actually copy / update for each transition).



Constructors

<init> Calculation(expression: Expression, floatingLegPaymentSchedule: Map<LocalDate, FloatingRatePaymentEvent>, fixedLegPaymentSchedule: Map<LocalDate, FixedRatePaymentEvent>)

The Calculation data class is "mutable" through out the life of the swap, as in, its the only thing that contains data that will changed from state to state (Recall that the design insists that everything is immutable, so we actually copy / update for each transition).

Properties

expression val expression: Expression
fixedLegPaymentSchedule val fixedLegPaymentSchedule: Map<LocalDate, FixedRatePaymentEvent>
floatingLegPaymentSchedule val floatingLegPaymentSchedule: Map<LocalDate, FloatingRatePaymentEvent>

Functions

applyFixing fun applyFixing(date: LocalDate, newRate: FixedRate): Calculation

Returns a copy after modifying (applying) the fixing for that date.

getFixing fun getFixing(date: LocalDate): FloatingRatePaymentEvent

Returns the fixing for that date.

nextFixingDate fun nextFixingDate(): LocalDate?

Gets the date of the next fixing.