Uses of Package
com.opengamma.strata.product.swap

Packages that use com.opengamma.strata.product.swap

Package	Description
com.opengamma.strata.product.bond	Entity objects describing bonds.
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.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
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.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.bond

Class and Description
InflationRateCalculation Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.capfloor

Class and Description
IborRateCalculation Defines the calculation of a floating rate swap leg based on an Ibor index.
ResolvedSwapLeg A resolved swap leg, with dates calculated ready for pricing.
SwapLeg A single leg of a swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.cms

Class and Description
FixingRelativeTo The base date that each rate fixing is made relative to.
ResolvedSwap A rate swap, resolved for pricing.
ResolvedSwapLeg A resolved swap leg, with dates calculated ready for pricing.
SwapIndex A swap index.
SwapLeg A single leg of a swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.dsf

Class and Description
ResolvedSwap A rate swap, resolved for pricing.
Swap A rate swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.index

Class and Description
OvernightAccrualMethod The method of accruing interest based on an Overnight index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.index.type

Class and Description
OvernightAccrualMethod The method of accruing interest based on an Overnight index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.rate

Class and Description
OvernightAccrualMethod The method of accruing interest based on an Overnight index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.swap

Class and Description
CompoundingMethod A convention defining how to compound interest.
FixedAccrualMethod The method of accruing interest on a notional amount using a fixed rate.
FixedRateCalculation Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta The meta-bean for FixedRateCalculation.
FixedRateStubCalculation Defines the rate applicable in the initial or final stub of a fixed swap leg.
FixedRateStubCalculation.Meta The meta-bean for FixedRateStubCalculation.
FixingRelativeTo The base date that each rate fixing is made relative to.
FutureValueNotional A future value notional amount for a fixed swap leg.
FutureValueNotional.Builder The bean-builder for FutureValueNotional.
FutureValueNotional.Meta The meta-bean for FutureValueNotional.
FxReset An FX rate conversion for the notional amount of a swap leg.
FxReset.Meta The meta-bean for FxReset.
FxResetCalculation Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder The bean-builder for FxResetCalculation.
FxResetCalculation.Meta The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Meta The meta-bean for FxResetNotionalExchange.
IborRateCalculation Defines the calculation of a floating rate swap leg based on an Ibor index.
IborRateCalculation.Builder The bean-builder for IborRateCalculation.
IborRateCalculation.Meta The meta-bean for IborRateCalculation.
IborRateResetMethod A convention defining how to process a floating rate reset schedule.
IborRateStubCalculation Defines the rates applicable in the initial or final stub of an Ibor swap leg.
IborRateStubCalculation.Builder The bean-builder for IborRateStubCalculation.
IborRateStubCalculation.Meta The meta-bean for IborRateStubCalculation.
ImmutableSwapIndex A swap index implementation based on an immutable set of rules.
ImmutableSwapIndex.Builder The bean-builder for ImmutableSwapIndex.
ImmutableSwapIndex.Meta The meta-bean for ImmutableSwapIndex.
InflationRateCalculation Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta The meta-bean for InflationRateCalculation.
KnownAmountNotionalSwapPaymentPeriod A period within a swap that results in a known amount.
KnownAmountNotionalSwapPaymentPeriod.Builder The bean-builder for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod.Meta The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountSwapLeg A fixed swap leg defined in terms of known amounts.
KnownAmountSwapLeg.Builder The bean-builder for KnownAmountSwapLeg.
KnownAmountSwapLeg.Meta The meta-bean for KnownAmountSwapLeg.
KnownAmountSwapPaymentPeriod A period within a swap that results in a known amount.
KnownAmountSwapPaymentPeriod.Builder The bean-builder for KnownAmountSwapPaymentPeriod.
KnownAmountSwapPaymentPeriod.Meta The meta-bean for KnownAmountSwapPaymentPeriod.
NegativeRateMethod A convention defining how to handle a negative interest rate.
NotionalExchange An exchange of notionals between two counterparties.
NotionalExchange.Meta The meta-bean for NotionalExchange.
NotionalPaymentPeriod A period over which interest is accrued with a single payment calculated using a notional.
NotionalSchedule Defines the schedule of notional amounts.
NotionalSchedule.Builder The bean-builder for NotionalSchedule.
NotionalSchedule.Meta The meta-bean for NotionalSchedule.
OvernightAccrualMethod The method of accruing interest based on an Overnight index.
OvernightRateCalculation Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta The meta-bean for OvernightRateCalculation.
PaymentRelativeTo The base date that each payment is made relative to.
PaymentSchedule Defines the schedule of payment dates relative to the accrual periods.
PaymentSchedule.Builder The bean-builder for PaymentSchedule.
PaymentSchedule.Meta The meta-bean for PaymentSchedule.
PriceIndexCalculationMethod Reference price index calculation method.
RateAccrualPeriod A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta The meta-bean for RateAccrualPeriod.
RateCalculation The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta The meta-bean for RateCalculationSwapLeg.
RatePaymentPeriod A period over which a rate of interest is paid.
RatePaymentPeriod.Builder The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta The meta-bean for RatePeriodSwapLeg.
ResetSchedule Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder The bean-builder for ResetSchedule.
ResetSchedule.Meta The meta-bean for ResetSchedule.
ResolvedSwap A rate swap, resolved for pricing.
ResolvedSwap.Builder The bean-builder for ResolvedSwap.
ResolvedSwap.Meta The meta-bean for ResolvedSwap.
ResolvedSwapLeg A resolved swap leg, with dates calculated ready for pricing.
ResolvedSwapLeg.Builder The bean-builder for ResolvedSwapLeg.
ResolvedSwapLeg.Meta The meta-bean for ResolvedSwapLeg.
ResolvedSwapTrade A trade in a rate swap, resolved for pricing.
ResolvedSwapTrade.Builder The bean-builder for ResolvedSwapTrade.
ResolvedSwapTrade.Meta The meta-bean for ResolvedSwapTrade.
ScheduledSwapLeg A swap leg that defines dates using a schedule.
Swap A rate swap.
Swap.Builder The bean-builder for Swap.
Swap.Meta The meta-bean for Swap.
SwapIndex A swap index.
SwapLeg A single leg of a swap.
SwapLegType The type of a swap leg.
SwapPaymentEvent A payment event, where a single payment is made between two counterparties.
SwapPaymentPeriod A period over which interest is accrued with a single payment.
SwapTrade A trade in a rate swap.
SwapTrade.Builder The bean-builder for SwapTrade.
SwapTrade.Meta The meta-bean for SwapTrade.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.swap.type

Class and Description
CompoundingMethod A convention defining how to compound interest.
FixedAccrualMethod The method of accruing interest on a notional amount using a fixed rate.
FixingRelativeTo The base date that each rate fixing is made relative to.
OvernightAccrualMethod The method of accruing interest based on an Overnight index.
PriceIndexCalculationMethod Reference price index calculation method.
RateCalculationSwapLeg A rate swap leg defined using a parameterized schedule and calculation.
SwapTrade A trade in a rate swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.swaption

Class and Description
ResolvedSwap A rate swap, resolved for pricing.
Swap A rate swap.