| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwaption |
ResolvedSwaption.Builder.build() |
ResolvedSwaption |
ResolvedSwaptionTrade.getProduct()
Gets the resolved Swaption product.
|
ResolvedSwaption |
Swaption.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedSwaption> |
ResolvedSwaption.Meta.beanType() |
org.joda.beans.MetaProperty<ResolvedSwaption> |
ResolvedSwaptionTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedSwaptionTrade |
ResolvedSwaptionTrade.of(TradeInfo info,
ResolvedSwaption product,
Payment premium)
Obtains an instance of a resolved Swaption trade.
|
ResolvedSwaptionTrade.Builder |
ResolvedSwaptionTrade.Builder.product(ResolvedSwaption product)
Sets the resolved Swaption product.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.