| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
static SwaptionExercise |
SwaptionExercise.ofAmerican(LocalDate earliestExerciseDate,
LocalDate latestExerciseDate,
BusinessDayAdjustment dateAdjustment,
DaysAdjustment swapStartDateOffset)
Obtains an instance for an American swaption.
|
static SwaptionExercise |
SwaptionExercise.ofBermudan(AdjustableDates exerciseDates,
DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption.
|
static SwaptionExercise |
SwaptionExercise.ofBermudan(LocalDate earliestExerciseDate,
LocalDate latestExerciseDate,
BusinessDayAdjustment dateAdjustment,
Frequency frequency,
DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption where the dates are calculated.
|
static SwaptionExercise |
SwaptionExercise.ofEuropean(AdjustableDate exerciseDate,
DaysAdjustment swapStartDateOffset)
Obtains an instance for a European swaption.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SwaptionExercise> |
SwaptionExercise.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends SwaptionExercise> |
SwaptionExercise.Meta.builder() |
org.joda.beans.MetaProperty<SwaptionExercise> |
Swaption.Meta.exerciseInfo()
The meta-property for the
exerciseInfo property. |
Optional<SwaptionExercise> |
Swaption.getExerciseInfo()
Gets the exercise information, optional.
|
| Modifier and Type | Method and Description |
|---|---|
Swaption.Builder |
Swaption.Builder.exerciseInfo(SwaptionExercise exerciseInfo)
Sets the exercise information, optional.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.