| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
CmsPeriod |
CmsPeriod.Builder.build() |
CmsPeriod |
CmsPeriod.toCouponEquivalent()
Return the CMS coupon equivalent to the period.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CmsPeriod> |
CmsPeriod.Meta.beanType() |
org.joda.beans.MetaProperty<ImmutableList<CmsPeriod>> |
ResolvedCmsLeg.Meta.cmsPeriods()
The meta-property for the
cmsPeriods property. |
ImmutableList<CmsPeriod> |
ResolvedCmsLeg.getCmsPeriods()
Gets the periodic payments based on the successive observed values of a swap index.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.cmsPeriods(CmsPeriod... cmsPeriods)
Sets the
cmsPeriods property in the builder
from an array of objects. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.cmsPeriods(List<CmsPeriod> cmsPeriods)
Sets the periodic payments based on the successive observed values of a swap index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.