| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedCms |
ResolvedCmsTrade.getProduct()
Gets the resolved CMS product.
|
static ResolvedCms |
ResolvedCms.of(ResolvedCmsLeg cmsLeg)
Obtains an instance from a CMS leg with no pay leg.
|
static ResolvedCms |
ResolvedCms.of(ResolvedCmsLeg cmsLeg,
ResolvedSwapLeg payLeg)
Obtains an instance from a CMS leg and a pay leg.
|
ResolvedCms |
Cms.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedCms> |
ResolvedCms.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends ResolvedCms> |
ResolvedCms.Meta.builder() |
org.joda.beans.MetaProperty<ResolvedCms> |
ResolvedCmsTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCmsTrade.Builder |
ResolvedCmsTrade.Builder.product(ResolvedCms product)
Sets the resolved CMS product.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.