| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
static ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.Meta.builder() |
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.Builder.fixedLeg(FixedRateSwapLegConvention fixedLeg)
Sets the market convention of the fixed leg.
|
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.Builder.floatingLeg(IborRateSwapLegConvention floatingLeg)
Sets the market convention of the floating leg.
|
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.Builder.name(String name)
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
|
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.Builder.set(String propertyName,
Object newValue) |
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.
|
ImmutableFixedIborSwapConvention.Builder |
ImmutableFixedIborSwapConvention.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.