| Package | Description |
|---|---|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| Modifier and Type | Method and Description |
|---|---|
static ResolvedFra.Builder |
ResolvedFra.builder()
Returns a builder used to create an instance of the bean.
|
ResolvedFra.Builder |
ResolvedFra.Meta.builder() |
ResolvedFra.Builder |
ResolvedFra.Builder.currency(Currency currency)
Sets the primary currency.
|
ResolvedFra.Builder |
ResolvedFra.Builder.discounting(FraDiscountingMethod discounting)
Sets the method to use for discounting.
|
ResolvedFra.Builder |
ResolvedFra.Builder.endDate(LocalDate endDate)
Sets the end date, which is the termination date of the FRA.
|
ResolvedFra.Builder |
ResolvedFra.Builder.fixedRate(double fixedRate)
Sets the fixed rate of interest.
|
ResolvedFra.Builder |
ResolvedFra.Builder.floatingRate(RateComputation floatingRate)
Sets the floating rate of interest.
|
ResolvedFra.Builder |
ResolvedFra.Builder.notional(double notional)
Sets the notional amount.
|
ResolvedFra.Builder |
ResolvedFra.Builder.paymentDate(LocalDate paymentDate)
Sets the date that payment occurs.
|
ResolvedFra.Builder |
ResolvedFra.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ResolvedFra.Builder |
ResolvedFra.Builder.set(String propertyName,
Object newValue) |
ResolvedFra.Builder |
ResolvedFra.Builder.startDate(LocalDate startDate)
Sets the start date, which is the effective date of the FRA.
|
ResolvedFra.Builder |
ResolvedFra.toBuilder()
Returns a builder that allows this bean to be mutated.
|
ResolvedFra.Builder |
ResolvedFra.Builder.yearFraction(double yearFraction)
Sets the year fraction between the start and end date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.