| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FixedRateCalculation
Defines the calculation of a fixed rate swap leg.
|
class |
IborRateCalculation
Defines the calculation of a floating rate swap leg based on an Ibor index.
|
class |
InflationRateCalculation
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
|
class |
OvernightRateCalculation
Defines the calculation of a floating rate swap leg based on an Overnight index.
|
| Modifier and Type | Method and Description |
|---|---|
RateCalculation |
RateCalculationSwapLeg.getCalculation()
Gets the interest rate accrual calculation.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<RateCalculation> |
RateCalculationSwapLeg.Meta.calculation()
The meta-property for the
calculation property. |
| Modifier and Type | Method and Description |
|---|---|
RateCalculationSwapLeg.Builder |
RateCalculationSwapLeg.Builder.calculation(RateCalculation calculation)
Sets the interest rate accrual calculation.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.