| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
static CmsLeg.Builder |
CmsLeg.builder()
Returns a builder used to create an instance of the bean.
|
CmsLeg.Builder |
CmsLeg.Meta.builder() |
CmsLeg.Builder |
CmsLeg.Builder.capSchedule(ValueSchedule capSchedule)
Sets the cap schedule, optional.
|
CmsLeg.Builder |
CmsLeg.Builder.currency(Currency currency)
Sets the currency of the leg associated with the notional.
|
CmsLeg.Builder |
CmsLeg.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
CmsLeg.Builder |
CmsLeg.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from each adjusted reset date.
|
CmsLeg.Builder |
CmsLeg.Builder.fixingRelativeTo(FixingRelativeTo fixingRelativeTo)
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
|
CmsLeg.Builder |
CmsLeg.Builder.floorSchedule(ValueSchedule floorSchedule)
Sets the floor schedule, optional.
|
CmsLeg.Builder |
CmsLeg.Builder.index(SwapIndex index)
Sets the swap index.
|
CmsLeg.Builder |
CmsLeg.Builder.notional(ValueSchedule notional)
Sets the notional amount, must be non-negative.
|
CmsLeg.Builder |
CmsLeg.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base calculation period date.
|
CmsLeg.Builder |
CmsLeg.Builder.paymentSchedule(PeriodicSchedule paymentSchedule)
Sets the periodic payment schedule.
|
CmsLeg.Builder |
CmsLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
CmsLeg.Builder |
CmsLeg.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
CmsLeg.Builder |
CmsLeg.Builder.set(String propertyName,
Object newValue) |
CmsLeg.Builder |
CmsLeg.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.