Package com.opengamma.strata.product.cms

Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.

See: Description

Class Summary

Class	Description
Cms	A constant maturity swap (CMS) or CMS cap/floor.
Cms.Meta	The meta-bean for Cms.
CmsLeg	A CMS leg of a constant maturity swap (CMS) product.
CmsLeg.Builder	The bean-builder for CmsLeg.
CmsLeg.Meta	The meta-bean for CmsLeg.
CmsPeriod	A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
CmsPeriod.Builder	The bean-builder for CmsPeriod.
CmsPeriod.Meta	The meta-bean for CmsPeriod.
CmsTrade	A trade in a constant maturity swap (CMS).
CmsTrade.Builder	The bean-builder for CmsTrade.
CmsTrade.Meta	The meta-bean for CmsTrade.
ResolvedCms	A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
ResolvedCms.Meta	The meta-bean for ResolvedCms.
ResolvedCmsLeg	A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.
ResolvedCmsLeg.Builder	The bean-builder for ResolvedCmsLeg.
ResolvedCmsLeg.Meta	The meta-bean for ResolvedCmsLeg.
ResolvedCmsTrade	A trade in a constant maturity swap (CMS), resolved for pricing.
ResolvedCmsTrade.Builder	The bean-builder for ResolvedCmsTrade.
ResolvedCmsTrade.Meta	The meta-bean for ResolvedCmsTrade.

Enum Summary

Enum	Description
CmsPeriodType	A CMS payment period type.

Package com.opengamma.strata.product.cms Description

Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.