| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| Class and 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. |
| CmsPeriodType
A CMS payment period type.
|
| 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. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.