| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.
|
static InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.builder()
Returns a builder used to create an instance of the bean.
|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Meta.builder() |
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.index(PriceIndex index)
Sets the Price index.
|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)
Sets reference price index calculation method.
|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.lag(Period lag)
Sets the positive period between the price index and the accrual date,
typically a number of months.
|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.notionalExchange(boolean notionalExchange)
Sets the flag indicating whether to exchange the notional.
|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.
|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.set(String propertyName,
Object newValue) |
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.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.