| Package | Description |
|---|---|
| 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 |
|---|---|
RateCalculationSwapLeg |
RateCalculationSwapLeg.Builder.build() |
RateCalculationSwapLeg |
RateCalculationSwapLeg.replaceStartDate(LocalDate adjustedStartDate)
Returns an instance based on this leg with the start date replaced.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends RateCalculationSwapLeg> |
RateCalculationSwapLeg.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
RateCalculationSwapLeg |
OvernightRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
InflationRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
IborRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
OvernightRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional,
double spread)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
IborRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional,
double spread)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
FixedRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional,
double fixedRate)
Creates a leg based on this convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.