| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
NotionalPaymentPeriod
A period over which interest is accrued with a single payment calculated using a notional.
|
| Modifier and Type | Class and Description |
|---|---|
class |
KnownAmountNotionalSwapPaymentPeriod
A period within a swap that results in a known amount.
|
class |
KnownAmountSwapPaymentPeriod
A period within a swap that results in a known amount.
|
class |
RatePaymentPeriod
A period over which a rate of interest is paid.
|
| Modifier and Type | Method and Description |
|---|---|
SwapPaymentPeriod |
SwapPaymentPeriod.adjustPaymentDate(TemporalAdjuster adjuster)
Adjusts the payment date using the rules of the specified adjuster.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<SwapPaymentPeriod> |
ResolvedSwapLeg.findPaymentPeriod(LocalDate date)
Finds the payment period applicable for the specified accrual date.
|
ImmutableList<SwapPaymentPeriod> |
ResolvedSwapLeg.getPaymentPeriods()
Gets the payment periods that combine to form the swap leg.
|
org.joda.beans.MetaProperty<ImmutableList<SwapPaymentPeriod>> |
ResolvedSwapLeg.Meta.paymentPeriods()
The meta-property for the
paymentPeriods property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwapLeg.Builder |
ResolvedSwapLeg.Builder.paymentPeriods(SwapPaymentPeriod... paymentPeriods)
Sets the
paymentPeriods property in the builder
from an array of objects. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwapLeg.Builder |
ResolvedSwapLeg.Builder.paymentPeriods(List<? extends SwapPaymentPeriod> paymentPeriods)
Sets the payment periods that combine to form the swap leg.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.