| Package | Description |
|---|---|
| com.opengamma.strata.product.fra.type |
Conventions and templates to aid the construction of FRAs.
|
| Modifier and Type | Method and Description |
|---|---|
static ImmutableFraConvention.Builder |
ImmutableFraConvention.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Meta.builder() |
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.currency(Currency currency)
Sets the primary currency, optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.dayCount(DayCount dayCount)
Sets the day count convention applicable, optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.discounting(FraDiscountingMethod discounting)
Sets the method to use for discounting, optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date, optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.index(IborIndex index)
Sets the Ibor index.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.name(String name)
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of the payment date from the start date, optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.set(String propertyName,
Object newValue) |
ImmutableFraConvention.Builder |
ImmutableFraConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
|
ImmutableFraConvention.Builder |
ImmutableFraConvention.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.