| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Class and Description |
|---|
| CashSwaptionSettlement
Defines the cash settlement type for the payoff of a swaption.
|
| CashSwaptionSettlement.Meta
The meta-bean for
CashSwaptionSettlement. |
| CashSwaptionSettlementMethod
Cash settlement method of cash settled swaptions.
|
| PhysicalSwaptionSettlement
Defines the physical settlement type for the payoff of a swaption.
|
| PhysicalSwaptionSettlement.Meta
The meta-bean for
PhysicalSwaptionSettlement. |
| ResolvedSwaption
A swaption, resolved for pricing.
|
| ResolvedSwaption.Builder
The bean-builder for
ResolvedSwaption. |
| ResolvedSwaption.Meta
The meta-bean for
ResolvedSwaption. |
| ResolvedSwaptionTrade
A trade in a swaption, resolved for pricing.
|
| ResolvedSwaptionTrade.Builder
The bean-builder for
ResolvedSwaptionTrade. |
| ResolvedSwaptionTrade.Meta
The meta-bean for
ResolvedSwaptionTrade. |
| Swaption
An option on an underlying swap.
|
| Swaption.Builder
The bean-builder for
Swaption. |
| Swaption.Meta
The meta-bean for
Swaption. |
| SwaptionExercise
Details as to when a swaption can be exercised.
|
| SwaptionExercise.Meta
The meta-bean for
SwaptionExercise. |
| SwaptionExerciseDate
One possible date for swaption exercise, resolved for pricing.
|
| SwaptionExerciseDate.Builder
The bean-builder for
SwaptionExerciseDate. |
| SwaptionExerciseDates
The dates when a swaption can be exercised, resolved for pricing.
|
| SwaptionExerciseDates.Builder
The bean-builder for
SwaptionExerciseDates. |
| SwaptionExerciseDates.Meta
The meta-bean for
SwaptionExerciseDates. |
| SwaptionSettlement
Defines how the payoff of a swaption will be settled.
|
| SwaptionTrade
A trade in an option on an underlying swap.
|
| SwaptionTrade.Builder
The bean-builder for
SwaptionTrade. |
| SwaptionTrade.Meta
The meta-bean for
SwaptionTrade. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.