| 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 ResolvedCmsLeg.Builder |
ResolvedCmsLeg.builder()
Returns a builder used to create an instance of the bean.
|
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Meta.builder() |
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.cmsPeriods(CmsPeriod... cmsPeriods)
Sets the
cmsPeriods property in the builder
from an array of objects. |
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.cmsPeriods(List<CmsPeriod> cmsPeriods)
Sets the periodic payments based on the successive observed values of a swap index.
|
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.set(String propertyName,
Object newValue) |
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.