| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.amount(double amount)
Sets the fixed amount when the option is in-the-money, positive if receiving (long), negative if paying (short).
|
static IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.builder()
Returns a builder used to create an instance of the bean.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Meta.builder() |
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.caplet(Double caplet)
Sets the optional caplet strike.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.currency(Currency currency)
Sets the primary currency of the payment period.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.endDate(LocalDate endDate)
Sets the end date of the payment period.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.floorlet(Double floorlet)
Sets the optional floorlet strike.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.iborRate(IborRateComputation iborRate)
Sets the rate to be observed.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.paymentDate(LocalDate paymentDate)
Sets the date that payment occurs.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.set(String propertyName,
Object newValue) |
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.startDate(LocalDate startDate)
Sets the start date of the payment period.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.toBuilder()
Returns a builder that allows this bean to be mutated.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.unadjustedEndDate(LocalDate unadjustedEndDate)
Sets the unadjusted end date.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.unadjustedStartDate(LocalDate unadjustedStartDate)
Sets the unadjusted start date.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.yearFraction(double yearFraction)
Sets the year fraction that the accrual period represents.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.