| 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 |
InflationRateSwapLegConvention.Builder.build() |
InflationRateSwapLegConvention |
FixedInflationSwapConvention.getFloatingLeg()
Gets the market convention of the floating leg.
|
InflationRateSwapLegConvention |
ImmutableFixedInflationSwapConvention.getFloatingLeg()
Gets the market convention of the floating leg.
|
static InflationRateSwapLegConvention |
InflationRateSwapLegConvention.of(PriceIndex index,
Period lag,
PriceIndexCalculationMethod priceIndexCalculationMethod,
BusinessDayAdjustment businessDayAdjustment)
Obtains a convention based on the specified index.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends InflationRateSwapLegConvention> |
InflationRateSwapLegConvention.Meta.beanType() |
org.joda.beans.MetaProperty<InflationRateSwapLegConvention> |
ImmutableFixedInflationSwapConvention.Meta.floatingLeg()
The meta-property for the
floatingLeg property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableFixedInflationSwapConvention.Builder |
ImmutableFixedInflationSwapConvention.Builder.floatingLeg(InflationRateSwapLegConvention floatingLeg)
Sets the market convention of the floating leg.
|
static ImmutableFixedInflationSwapConvention |
ImmutableFixedInflationSwapConvention.of(String name,
FixedRateSwapLegConvention fixedLeg,
InflationRateSwapLegConvention floatingLeg,
DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.