| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Field and Description |
|---|---|
static IborRateStubCalculation |
IborRateStubCalculation.NONE
An instance that has no special rate handling.
|
| Modifier and Type | Method and Description |
|---|---|
IborRateStubCalculation |
IborRateStubCalculation.Builder.build() |
static IborRateStubCalculation |
IborRateStubCalculation.ofFixedRate(double fixedRate)
Obtains an instance with a single fixed rate.
|
static IborRateStubCalculation |
IborRateStubCalculation.ofIborInterpolatedRate(IborIndex index1,
IborIndex index2)
Obtains an instance with linear interpolation of two floating rates.
|
static IborRateStubCalculation |
IborRateStubCalculation.ofIborRate(IborIndex index)
Obtains an instance with a single floating rate.
|
static IborRateStubCalculation |
IborRateStubCalculation.ofKnownAmount(CurrencyAmount knownAmount)
Obtains an instance with a known amount of interest.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborRateStubCalculation> |
IborRateStubCalculation.Meta.beanType() |
org.joda.beans.MetaProperty<IborRateStubCalculation> |
IborRateCalculation.Meta.finalStub()
The meta-property for the
finalStub property. |
Optional<IborRateStubCalculation> |
IborRateCalculation.getFinalStub()
Gets the rate to be used in final stub, optional.
|
Optional<IborRateStubCalculation> |
IborRateCalculation.getInitialStub()
Gets the rate to be used in initial stub, optional.
|
org.joda.beans.MetaProperty<IborRateStubCalculation> |
IborRateCalculation.Meta.initialStub()
The meta-property for the
initialStub property. |
| Modifier and Type | Method and Description |
|---|---|
IborRateCalculation.Builder |
IborRateCalculation.Builder.finalStub(IborRateStubCalculation finalStub)
Sets the rate to be used in final stub, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.initialStub(IborRateStubCalculation initialStub)
Sets the rate to be used in initial stub, optional.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.