How to use

getRateCalculation

method

in

com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

double indexRatio(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate) {
 LocalDate endReferenceDate = settlementDate.isBefore(ratesProvider.getValuationDate()) ?
   ratesProvider.getValuationDate() :
   settlementDate;
 RateComputation modifiedComputation = bond.getRateCalculation().createRateComputation(endReferenceDate);
 return 1d + periodPricer.getRateComputationFn().rate(
   modifiedComputation,
   bond.getUnadjustedStartDate(), // dates not used
   bond.getUnadjustedEndDate(),
   ratesProvider);
}

PointSensitivityBuilder indexRatioSensitivity(
  ResolvedCapitalIndexedBond bond,
  RatesProvider ratesProvider,
  LocalDate settlementDate) {
 LocalDate endReferenceDate = settlementDate.isBefore(ratesProvider.getValuationDate()) ?
   ratesProvider.getValuationDate() :
   settlementDate;
 RateComputation modifiedComputation = bond.getRateCalculation().createRateComputation(endReferenceDate);
 return periodPricer.getRateComputationFn().rateSensitivity(
   modifiedComputation,
   bond.getUnadjustedStartDate(), // dates not used
   bond.getUnadjustedEndDate(),
   ratesProvider);
}

/**
 * Restricted copy constructor.
 * @param beanToCopy  the bean to copy from, not null
 */
private Builder(ResolvedCapitalIndexedBond beanToCopy) {
 this.securityId = beanToCopy.getSecurityId();
 this.nominalPayment = beanToCopy.getNominalPayment();
 this.periodicPayments = beanToCopy.getPeriodicPayments();
 this.frequency = beanToCopy.getFrequency();
 this.rollConvention = beanToCopy.getRollConvention();
 this.dayCount = beanToCopy.getDayCount();
 this.yieldConvention = beanToCopy.getYieldConvention();
 this.legalEntityId = beanToCopy.getLegalEntityId();
 this.settlementDateOffset = beanToCopy.getSettlementDateOffset();
 this.rateCalculation = beanToCopy.getRateCalculation();
}

@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
 switch (propertyName.hashCode()) {
  case 1574023291:  // securityId
   return ((ResolvedCapitalIndexedBond) bean).getSecurityId();
  case -44199542:  // nominalPayment
   return ((ResolvedCapitalIndexedBond) bean).getNominalPayment();
  case -367345944:  // periodicPayments
   return ((ResolvedCapitalIndexedBond) bean).getPeriodicPayments();
  case -70023844:  // frequency
   return ((ResolvedCapitalIndexedBond) bean).getFrequency();
  case -10223666:  // rollConvention
   return ((ResolvedCapitalIndexedBond) bean).getRollConvention();
  case 1905311443:  // dayCount
   return ((ResolvedCapitalIndexedBond) bean).getDayCount();
  case -1895216418:  // yieldConvention
   return ((ResolvedCapitalIndexedBond) bean).getYieldConvention();
  case 866287159:  // legalEntityId
   return ((ResolvedCapitalIndexedBond) bean).getLegalEntityId();
  case 135924714:  // settlementDateOffset
   return ((ResolvedCapitalIndexedBond) bean).getSettlementDateOffset();
  case -521703991:  // rateCalculation
   return ((ResolvedCapitalIndexedBond) bean).getRateCalculation();
 }
 return super.propertyGet(bean, propertyName, quiet);
}

if (yieldConvention.equals(CapitalIndexedBondYieldConvention.GB_IL_FLOAT)) {
 RateComputation obs = period.getRateComputation();
 LocalDateDoubleTimeSeries ts = ratesProvider.priceIndexValues(bond.getRateCalculation().getIndex()).getFixings();
 YearMonth lastKnownFixingMonth = YearMonth.from(ts.getLatestDate());
 double indexRatio = ts.getLatestValue() / bond.getFirstIndexValue();