| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
|
static OvernightRateCalculation.Builder |
OvernightRateCalculation.builder()
Returns a builder used to create an instance of the bean.
|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Meta.builder() |
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.gearing(ValueSchedule gearing)
Sets the gearing multiplier, optional.
|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.index(OvernightIndex index)
Sets the Overnight index.
|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.negativeRateMethod(NegativeRateMethod negativeRateMethod)
Sets the negative rate method, defaulted to 'AllowNegative'.
|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.rateCutOffDays(int rateCutOffDays)
Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.set(String propertyName,
Object newValue) |
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.spread(ValueSchedule spread)
Sets the spread rate, optional.
|
OvernightRateCalculation.Builder |
OvernightRateCalculation.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.