| Package | Description |
|---|---|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| Modifier and Type | Method and Description |
|---|---|
FraDiscountingMethod |
ResolvedFra.getDiscounting()
Gets the method to use for discounting.
|
FraDiscountingMethod |
Fra.getDiscounting()
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
|
static FraDiscountingMethod |
FraDiscountingMethod.of(String name)
Obtains an instance from the specified name.
|
static FraDiscountingMethod |
FraDiscountingMethod.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static FraDiscountingMethod[] |
FraDiscountingMethod.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FraDiscountingMethod> |
ResolvedFra.Meta.discounting()
The meta-property for the
discounting property. |
org.joda.beans.MetaProperty<FraDiscountingMethod> |
Fra.Meta.discounting()
The meta-property for the
discounting property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFra.Builder |
ResolvedFra.Builder.discounting(FraDiscountingMethod discounting)
Sets the method to use for discounting.
|
Fra.Builder |
Fra.Builder.discounting(FraDiscountingMethod discounting)
Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
|
| Modifier and Type | Method and Description |
|---|---|
FraDiscountingMethod |
ImmutableFraConvention.getDiscounting()
Gets the method to use for discounting,
providing a default result if no override specified.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FraDiscountingMethod> |
ImmutableFraConvention.Meta.discounting()
The meta-property for the
discounting property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.discounting(FraDiscountingMethod discounting)
Sets the method to use for discounting, optional with defaulting getter.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.