| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
SwaptionExerciseDates |
SwaptionExerciseDates.Builder.build() |
SwaptionExerciseDates |
ResolvedSwaption.getExerciseInfo()
Gets the exercise information.
|
static SwaptionExerciseDates |
SwaptionExerciseDates.of(List<SwaptionExerciseDate> dates,
boolean allDates)
Obtains an instance.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SwaptionExerciseDates> |
SwaptionExerciseDates.Meta.beanType() |
org.joda.beans.MetaProperty<SwaptionExerciseDates> |
ResolvedSwaption.Meta.exerciseInfo()
The meta-property for the
exerciseInfo property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.exerciseInfo(SwaptionExerciseDates exerciseInfo)
Sets the exercise information.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.