| 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<SwapLeg> |
IborCapFloor.getPayLeg()
Gets the optional pay leg of the product.
|
org.joda.beans.MetaProperty<SwapLeg> |
IborCapFloor.Meta.payLeg()
The meta-property for the
payLeg property. |
| Modifier and Type | Method and Description |
|---|---|
static IborCapFloor |
IborCapFloor.of(IborCapFloorLeg capFloorLeg,
SwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<SwapLeg> |
Cms.getPayLeg()
Gets the optional pay leg of the product.
|
org.joda.beans.MetaProperty<SwapLeg> |
Cms.Meta.payLeg()
The meta-property for the
payLeg property. |
| Modifier and Type | Method and Description |
|---|---|
static Cms |
Cms.of(CmsLeg cmsLeg,
SwapLeg payLeg)
Obtains an instance from a CMS leg and a pay leg.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
ScheduledSwapLeg
A swap leg that defines dates using a schedule.
|
| Modifier and Type | Class and Description |
|---|---|
class |
KnownAmountSwapLeg
A fixed swap leg defined in terms of known amounts.
|
class |
RateCalculationSwapLeg
A rate swap leg defined using a parameterized schedule and calculation.
|
class |
RatePeriodSwapLeg
A rate swap leg defined using payment and accrual periods.
|
| Modifier and Type | Method and Description |
|---|---|
default SwapLeg |
SwapLeg.replaceStartDate(LocalDate adjustedStartDate)
Returns an instance based on this leg with the start date replaced.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<SwapLeg> |
Swap.getLeg(PayReceive payReceive)
Gets the first pay or receive leg of the swap.
|
ImmutableList<SwapLeg> |
Swap.getLegs()
Gets the legs of the swap.
|
ImmutableList<SwapLeg> |
Swap.getLegs(SwapLegType type)
Gets the legs of the swap with the specified type.
|
Optional<SwapLeg> |
Swap.getPayLeg()
Gets the first pay leg of the swap.
|
Optional<SwapLeg> |
Swap.getReceiveLeg()
Gets the first receive leg of the swap.
|
org.joda.beans.MetaProperty<ImmutableList<SwapLeg>> |
Swap.Meta.legs()
The meta-property for the
legs property. |
| Modifier and Type | Method and Description |
|---|---|
Swap.Builder |
Swap.Builder.legs(SwapLeg... legs)
Sets the
legs property in the builder
from an array of objects. |
static Swap |
Swap.of(SwapLeg... legs)
Creates a swap from one or more swap legs.
|
| Modifier and Type | Method and Description |
|---|---|
Swap.Builder |
Swap.Builder.legs(List<? extends SwapLeg> legs)
Sets the legs of the swap.
|
static Swap |
Swap.of(List<? extends SwapLeg> legs)
Creates a swap from one or more swap legs.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.