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