com.r3corda.contracts / RatePaymentEvent

RatePaymentEvent

abstract class RatePaymentEvent : PaymentEvent

A RatePaymentEvent represents a dated obligation of payment. It is a specialisation / modification of a basic cash flow event (to be written) that has some additional assistance functions for interest rate swap legs of the fixed and floating nature. For the fixed leg, the rate is already known at creation and therefore the flows can be pre-determined. For the floating leg, the rate refers to a reference rate which is to be "fixed" at a point in the future.



Constructors

<init> RatePaymentEvent(date: LocalDate, accrualStartDate: LocalDate, accrualEndDate: LocalDate, dayCountBasisDay: DayCountBasisDay, dayCountBasisYear: DayCountBasisYear, notional: Amount<Currency>, rate: Rate)

A RatePaymentEvent represents a dated obligation of payment. It is a specialisation / modification of a basic cash flow event (to be written) that has some additional assistance functions for interest rate swap legs of the fixed and floating nature. For the fixed leg, the rate is already known at creation and therefore the flows can be pre-determined. For the floating leg, the rate refers to a reference rate which is to be "fixed" at a point in the future.

Properties

accrualEndDate val accrualEndDate: LocalDate
accrualStartDate val accrualStartDate: LocalDate
dayCountBasisDay val dayCountBasisDay: DayCountBasisDay
dayCountBasisYear val dayCountBasisYear: DayCountBasisYear
dayCountFactor val dayCountFactor: BigDecimal
days val days: Int
flow abstract val flow: Amount<Currency>
notional val notional: Amount<Currency>
rate val rate: Rate

Functions

asCSV open fun asCSV(): String
calculate open fun calculate(): Amount<Currency>
equals open fun equals(other: Any?): Boolean
hashCode open fun hashCode(): Int

Companion Object Properties

CSVHeader val CSVHeader: String

Inheritors

FixedRatePaymentEvent class FixedRatePaymentEvent : RatePaymentEvent

Basic class for the Fixed Rate Payments on the fixed leg - see RatePaymentEvent. Assumes that the rate is valid.

FloatingRatePaymentEvent class FloatingRatePaymentEvent : RatePaymentEvent

Basic class for the Floating Rate Payments on the floating leg - see RatePaymentEvent. If the rate is null returns a zero payment. // TODO: Is this the desired behaviour?