| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
CompoundingMethod |
RatePaymentPeriod.getCompoundingMethod()
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
|
CompoundingMethod |
PaymentSchedule.getCompoundingMethod()
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
|
static CompoundingMethod |
CompoundingMethod.of(String name)
Obtains an instance from the specified name.
|
static CompoundingMethod |
CompoundingMethod.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static CompoundingMethod[] |
CompoundingMethod.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<CompoundingMethod> |
RatePaymentPeriod.Meta.compoundingMethod()
The meta-property for the
compoundingMethod property. |
org.joda.beans.MetaProperty<CompoundingMethod> |
PaymentSchedule.Meta.compoundingMethod()
The meta-property for the
compoundingMethod property. |
| Modifier and Type | Method and Description |
|---|---|
RatePaymentPeriod.Builder |
RatePaymentPeriod.Builder.compoundingMethod(CompoundingMethod compoundingMethod)
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
|
PaymentSchedule.Builder |
PaymentSchedule.Builder.compoundingMethod(CompoundingMethod compoundingMethod)
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
|
| Modifier and Type | Method and Description |
|---|---|
CompoundingMethod |
OvernightRateSwapLegConvention.getCompoundingMethod()
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
|
CompoundingMethod |
IborRateSwapLegConvention.getCompoundingMethod()
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
|
CompoundingMethod |
FixedRateSwapLegConvention.getCompoundingMethod()
Gets the compounding method to use when there is more than one accrual period
in each payment period, providing a default result if no override specified.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CompoundingMethod> |
OvernightRateSwapLegConvention.Meta.compoundingMethod()
The meta-property for the
compoundingMethod property. |
org.joda.beans.MetaProperty<CompoundingMethod> |
IborRateSwapLegConvention.Meta.compoundingMethod()
The meta-property for the
compoundingMethod property. |
org.joda.beans.MetaProperty<CompoundingMethod> |
FixedRateSwapLegConvention.Meta.compoundingMethod()
The meta-property for the
compoundingMethod property. |
| Modifier and Type | Method and Description |
|---|---|
OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.compoundingMethod(CompoundingMethod compoundingMethod)
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.compoundingMethod(CompoundingMethod compoundingMethod)
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
|
FixedRateSwapLegConvention.Builder |
FixedRateSwapLegConvention.Builder.compoundingMethod(CompoundingMethod compoundingMethod)
Sets the compounding method to use when there is more than one accrual period
in each payment period, 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.