| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
IborCapFloor |
IborCapFloorTrade.getProduct()
Gets the cap/floor product that was agreed when the trade occurred.
|
static IborCapFloor |
IborCapFloor.of(IborCapFloorLeg capFloorLeg)
Obtains an instance from a cap/floor leg with no pay leg.
|
static IborCapFloor |
IborCapFloor.of(IborCapFloorLeg capFloorLeg,
SwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborCapFloor> |
IborCapFloor.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IborCapFloor> |
IborCapFloor.Meta.builder() |
org.joda.beans.MetaProperty<IborCapFloor> |
IborCapFloorTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
IborCapFloorTrade.Builder |
IborCapFloorTrade.Builder.product(IborCapFloor product)
Sets the cap/floor product that was agreed when the trade occurred.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.