| 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 XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.builder()
Returns a builder used to create an instance of the bean.
|
XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.Meta.builder() |
XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.Builder.convention(XCcyOvernightOvernightSwapConvention convention)
Sets the market convention of the swap.
|
XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.Builder.periodToStart(Period periodToStart)
Sets the period between the spot value date and the start date.
|
XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.Builder.set(String propertyName,
Object newValue) |
XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.Builder.tenor(Tenor tenor)
Sets the tenor of the swap.
|
XCcyOvernightOvernightSwapTemplate.Builder |
XCcyOvernightOvernightSwapTemplate.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.