| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
static CmsPeriod.Builder |
CmsPeriod.builder()
Returns a builder used to create an instance of the bean.
|
CmsPeriod.Builder |
CmsPeriod.Meta.builder() |
CmsPeriod.Builder |
CmsPeriod.Builder.caplet(Double caplet)
Sets the optional caplet strike.
|
CmsPeriod.Builder |
CmsPeriod.Builder.currency(Currency currency)
Sets the primary currency of the payment period.
|
CmsPeriod.Builder |
CmsPeriod.Builder.dayCount(DayCount dayCount)
Sets the day count of the period.
|
CmsPeriod.Builder |
CmsPeriod.Builder.endDate(LocalDate endDate)
Sets the end date of the payment period.
|
CmsPeriod.Builder |
CmsPeriod.Builder.fixingDate(LocalDate fixingDate)
Sets the date of the index fixing.
|
CmsPeriod.Builder |
CmsPeriod.Builder.floorlet(Double floorlet)
Sets the optional floorlet strike.
|
CmsPeriod.Builder |
CmsPeriod.Builder.index(SwapIndex index)
Sets the swap index.
|
CmsPeriod.Builder |
CmsPeriod.Builder.notional(double notional)
Sets the notional amount, positive if receiving, negative if paying.
|
CmsPeriod.Builder |
CmsPeriod.Builder.paymentDate(LocalDate paymentDate)
Sets the date that payment occurs.
|
CmsPeriod.Builder |
CmsPeriod.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
CmsPeriod.Builder |
CmsPeriod.Builder.set(String propertyName,
Object newValue) |
CmsPeriod.Builder |
CmsPeriod.Builder.startDate(LocalDate startDate)
Sets the start date of the payment period.
|
CmsPeriod.Builder |
CmsPeriod.toBuilder()
Returns a builder that allows this bean to be mutated.
|
CmsPeriod.Builder |
CmsPeriod.Builder.unadjustedEndDate(LocalDate unadjustedEndDate)
Sets the unadjusted end date.
|
CmsPeriod.Builder |
CmsPeriod.Builder.unadjustedStartDate(LocalDate unadjustedStartDate)
Sets the unadjusted start date.
|
CmsPeriod.Builder |
CmsPeriod.Builder.underlyingSwap(ResolvedSwap underlyingSwap)
Sets the underlying swap.
|
CmsPeriod.Builder |
CmsPeriod.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.