| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
IborRateCalculation |
IborCapFloorLeg.getCalculation()
Gets the interest rate accrual calculation.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<IborRateCalculation> |
IborCapFloorLeg.Meta.calculation()
The meta-property for the
calculation property. |
| Modifier and Type | Method and Description |
|---|---|
IborCapFloorLeg.Builder |
IborCapFloorLeg.Builder.calculation(IborRateCalculation calculation)
Sets the interest rate accrual calculation.
|
| Modifier and Type | Method and Description |
|---|---|
IborRateCalculation |
IborRateCalculation.Builder.build() |
static IborRateCalculation |
IborRateCalculation.of(IborIndex index)
Obtains a rate calculation for the specified index.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborRateCalculation> |
IborRateCalculation.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.