| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborCapFloorLeg |
ResolvedIborCapFloorLeg.Builder.build() |
ResolvedIborCapFloorLeg |
ResolvedIborCapFloor.getCapFloorLeg()
Gets the Ibor cap/floor leg of the product.
|
ResolvedIborCapFloorLeg |
IborCapFloorLeg.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedIborCapFloorLeg> |
ResolvedIborCapFloorLeg.Meta.beanType() |
org.joda.beans.MetaProperty<ResolvedIborCapFloorLeg> |
ResolvedIborCapFloor.Meta.capFloorLeg()
The meta-property for the
capFloorLeg property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedIborCapFloor |
ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg)
Obtains an instance from a cap/floor leg with no pay leg.
|
static ResolvedIborCapFloor |
ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg,
ResolvedSwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.