Record Class IsdaRateCurve.Swap

java.lang.Object
java.lang.Record
com.quantfinlib.credit.IsdaRateCurve.Swap
Record Components:
tenor - tenor such as "6M" or "10Y"
rate - par fixed rate as a decimal (0.02 = 2%)
Enclosing class:
IsdaRateCurve
public static record IsdaRateCurve.Swap(String tenor, double rate) extends Record
One par swap quote.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Swap(String tenor, double rate)
    Validates the tenor format and that the rate is finite.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    rate()
    Returns the value of the rate record component.
    String
    tenor()
    Returns the value of the tenor record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • Swap

      public Swap(String tenor, double rate)
      Validates the tenor format and that the rate is finite.

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. Reference components are compared with Objects::equals(Object,Object); primitive components are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • tenor

      public String tenor()
      Returns the value of the tenor record component.
      Returns:
      the value of the tenor record component

    • rate

      public double rate()
      Returns the value of the rate record component.
      Returns:
      the value of the rate record component