| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
IborCapletFloorletPeriod |
IborCapletFloorletPeriod.Builder.build() |
IborCapletFloorletPeriod |
ResolvedIborCapFloorLeg.getFinalPeriod()
Gets the final caplet/floorlet period.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborCapletFloorletPeriod> |
IborCapletFloorletPeriod.Meta.beanType() |
org.joda.beans.MetaProperty<ImmutableList<IborCapletFloorletPeriod>> |
ResolvedIborCapFloorLeg.Meta.capletFloorletPeriods()
The meta-property for the
capletFloorletPeriods property. |
ImmutableList<IborCapletFloorletPeriod> |
ResolvedIborCapFloorLeg.getCapletFloorletPeriods()
Gets the periodic payments based on the successive observed values of an Ibor index.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborCapFloorLeg.Builder |
ResolvedIborCapFloorLeg.Builder.capletFloorletPeriods(IborCapletFloorletPeriod... capletFloorletPeriods)
Sets the
capletFloorletPeriods property in the builder
from an array of objects. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborCapFloorLeg.Builder |
ResolvedIborCapFloorLeg.Builder.capletFloorletPeriods(List<IborCapletFloorletPeriod> capletFloorletPeriods)
Sets the periodic payments based on the successive observed values of an Ibor index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.