| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| 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 |
|---|---|
FixingRelativeTo |
CmsLeg.getFixingRelativeTo()
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FixingRelativeTo> |
CmsLeg.Meta.fixingRelativeTo()
The meta-property for the
fixingRelativeTo property. |
| Modifier and Type | Method and Description |
|---|---|
CmsLeg.Builder |
CmsLeg.Builder.fixingRelativeTo(FixingRelativeTo fixingRelativeTo)
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
|
| Modifier and Type | Method and Description |
|---|---|
FixingRelativeTo |
IborRateCalculation.getFixingRelativeTo()
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
|
static FixingRelativeTo |
FixingRelativeTo.of(String name)
Obtains an instance from the specified name.
|
static FixingRelativeTo |
FixingRelativeTo.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static FixingRelativeTo[] |
FixingRelativeTo.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<FixingRelativeTo> |
IborRateCalculation.Meta.fixingRelativeTo()
The meta-property for the
fixingRelativeTo property. |
| Modifier and Type | Method and Description |
|---|---|
IborRateCalculation.Builder |
IborRateCalculation.Builder.fixingRelativeTo(FixingRelativeTo fixingRelativeTo)
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
|
| Modifier and Type | Method and Description |
|---|---|
FixingRelativeTo |
IborRateSwapLegConvention.getFixingRelativeTo()
Gets the base date that each fixing is made relative to, optional with defaulting getter.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FixingRelativeTo> |
IborRateSwapLegConvention.Meta.fixingRelativeTo()
The meta-property for the
fixingRelativeTo property. |
| Modifier and Type | Method and Description |
|---|---|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.fixingRelativeTo(FixingRelativeTo fixingRelativeTo)
Sets the base date that each fixing is made relative to, 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.