| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
static ResolvedSwaption.Builder |
ResolvedSwaption.builder()
Returns a builder used to create an instance of the bean.
|
ResolvedSwaption.Builder |
ResolvedSwaption.Meta.builder() |
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.exerciseInfo(SwaptionExerciseDates exerciseInfo)
Sets the exercise information.
|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.expiry(ZonedDateTime expiry)
Sets the expiry date-time of the option.
|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.set(String propertyName,
Object newValue) |
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.swaptionSettlement(SwaptionSettlement swaptionSettlement)
Sets settlement method.
|
ResolvedSwaption.Builder |
ResolvedSwaption.toBuilder()
Returns a builder that allows this bean to be mutated.
|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.underlying(ResolvedSwap underlying)
Sets the underlying swap.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.