| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedCmsLeg |
ResolvedCmsLeg.Builder.build() |
ResolvedCmsLeg |
ResolvedCms.getCmsLeg()
Gets the CMS leg of the product.
|
ResolvedCmsLeg |
CmsLeg.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedCmsLeg> |
ResolvedCmsLeg.Meta.beanType() |
org.joda.beans.MetaProperty<ResolvedCmsLeg> |
ResolvedCms.Meta.cmsLeg()
The meta-property for the
cmsLeg property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedCms |
ResolvedCms.of(ResolvedCmsLeg cmsLeg)
Obtains an instance from a CMS leg with no pay leg.
|
static ResolvedCms |
ResolvedCms.of(ResolvedCmsLeg cmsLeg,
ResolvedSwapLeg payLeg)
Obtains an instance from a CMS leg and a pay leg.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.