| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
static SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.builder()
Returns a builder used to create an instance of the bean.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Meta.builder() |
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start date, end date and accrual schedule.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.dayCount(DayCount dayCount)
Sets the day count convention applicable.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.label(String label)
Sets the label to use for the node, defaulted.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.observableId(ObservableId observableId)
Sets the identifier of the market data value that provides the rate.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.set(String propertyName,
Object newValue) |
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the start date from the trade date.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.Builder.tenor(Tenor tenor)
Sets the tenor of the swap.
|
SwapIsdaCreditCurveNode.Builder |
SwapIsdaCreditCurveNode.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.