| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<ResolvedSwapLeg> |
ResolvedIborCapFloor.getPayLeg()
Gets the optional pay leg of the product.
|
org.joda.beans.MetaProperty<ResolvedSwapLeg> |
ResolvedIborCapFloor.Meta.payLeg()
The meta-property for the
payLeg property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedIborCapFloor |
ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg,
ResolvedSwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<ResolvedSwapLeg> |
ResolvedCms.getPayLeg()
Gets the optional pay leg of the product.
|
org.joda.beans.MetaProperty<ResolvedSwapLeg> |
ResolvedCms.Meta.payLeg()
The meta-property for the
payLeg property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedCms |
ResolvedCms.of(ResolvedCmsLeg cmsLeg,
ResolvedSwapLeg payLeg)
Obtains an instance from a CMS leg and a pay leg.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwapLeg |
ResolvedSwapLeg.Builder.build() |
ResolvedSwapLeg |
KnownAmountSwapLeg.resolve(ReferenceData refData)
Converts this swap leg to the equivalent
ResolvedSwapLeg. |
ResolvedSwapLeg |
SwapLeg.resolve(ReferenceData refData)
Resolves this swap leg using the specified reference data.
|
ResolvedSwapLeg |
RatePeriodSwapLeg.resolve(ReferenceData refData)
Converts this swap leg to the equivalent
ResolvedSwapLeg. |
ResolvedSwapLeg |
RateCalculationSwapLeg.resolve(ReferenceData refData)
Converts this swap leg to the equivalent
ResolvedSwapLeg. |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedSwapLeg> |
ResolvedSwapLeg.Meta.beanType() |
Optional<ResolvedSwapLeg> |
ResolvedSwap.getLeg(PayReceive payReceive)
Gets the first pay or receive leg of the swap.
|
ImmutableList<ResolvedSwapLeg> |
ResolvedSwap.getLegs()
Gets the legs of the swap.
|
ImmutableList<ResolvedSwapLeg> |
ResolvedSwap.getLegs(SwapLegType type)
Gets the legs of the swap with the specified type.
|
Optional<ResolvedSwapLeg> |
ResolvedSwap.getPayLeg()
Gets the first pay leg of the swap.
|
Optional<ResolvedSwapLeg> |
ResolvedSwap.getReceiveLeg()
Gets the first receive leg of the swap.
|
org.joda.beans.MetaProperty<ImmutableList<ResolvedSwapLeg>> |
ResolvedSwap.Meta.legs()
The meta-property for the
legs property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwap.Builder |
ResolvedSwap.Builder.legs(ResolvedSwapLeg... legs)
Sets the
legs property in the builder
from an array of objects. |
static ResolvedSwap |
ResolvedSwap.of(ResolvedSwapLeg... legs)
Creates a swap from one or more swap legs.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwap.Builder |
ResolvedSwap.Builder.legs(List<ResolvedSwapLeg> legs)
Sets the legs of the swap.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.