| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
Cms |
CmsTrade.getProduct()
Gets the CMS product that was agreed when the trade occurred.
|
static Cms |
Cms.of(CmsLeg cmsLeg)
Obtains an instance from a CMS leg with no pay leg.
|
static Cms |
Cms.of(CmsLeg cmsLeg,
SwapLeg payLeg)
Obtains an instance from a CMS leg and a pay leg.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends Cms> |
Cms.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends Cms> |
Cms.Meta.builder() |
org.joda.beans.MetaProperty<Cms> |
CmsTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
CmsTrade.Builder |
CmsTrade.Builder.product(Cms product)
Sets the CMS 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.