| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborCapFloor |
ResolvedIborCapFloorTrade.getProduct()
Gets the resolved Ibor cap/floor product.
|
static ResolvedIborCapFloor |
ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg)
Obtains an instance from a cap/floor leg with no pay leg.
|
static ResolvedIborCapFloor |
ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg,
ResolvedSwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
|
ResolvedIborCapFloor |
IborCapFloor.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedIborCapFloor> |
ResolvedIborCapFloor.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends ResolvedIborCapFloor> |
ResolvedIborCapFloor.Meta.builder() |
org.joda.beans.MetaProperty<ResolvedIborCapFloor> |
ResolvedIborCapFloorTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborCapFloorTrade.Builder |
ResolvedIborCapFloorTrade.Builder.product(ResolvedIborCapFloor product)
Sets the resolved Ibor cap/floor product.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.