| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| com.opengamma.strata.product.common |
Entity objects shared between other packages.
|
| com.opengamma.strata.product.payment |
Entity objects describing simple payment financial instruments.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
PayReceive |
ResolvedIborCapFloorLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
PayReceive |
IborCapFloorLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PayReceive> |
ResolvedIborCapFloorLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
org.joda.beans.MetaProperty<PayReceive> |
IborCapFloorLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborCapFloorLeg.Builder |
ResolvedIborCapFloorLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
IborCapFloorLeg.Builder |
IborCapFloorLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
| Modifier and Type | Method and Description |
|---|---|
PayReceive |
ResolvedCmsLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
PayReceive |
CmsLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PayReceive> |
ResolvedCmsLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
org.joda.beans.MetaProperty<PayReceive> |
CmsLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedCmsLeg.Builder |
ResolvedCmsLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
CmsLeg.Builder |
CmsLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
| Modifier and Type | Method and Description |
|---|---|
static PayReceive |
PayReceive.of(String name)
Obtains an instance from the specified name.
|
static PayReceive |
PayReceive.ofPay(boolean isPay)
Converts a boolean "is pay" flag to the enum value.
|
static PayReceive |
PayReceive.ofSignedAmount(double amount)
Converts a signed amount to the enum value.
|
PayReceive |
PayReceive.opposite()
Supplies the opposite of this value.
|
static PayReceive |
PayReceive.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static PayReceive[] |
PayReceive.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
static String |
SummarizerUtils.payReceive(PayReceive payReceive)
Converts pay/receive to a string.
|
| Modifier and Type | Method and Description |
|---|---|
PayReceive |
BulletPayment.getPayReceive()
Gets whether the payment is to be paid or received.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PayReceive> |
BulletPayment.Meta.payReceive()
The meta-property for the
payReceive property. |
| Modifier and Type | Method and Description |
|---|---|
BulletPayment.Builder |
BulletPayment.Builder.payReceive(PayReceive payReceive)
Sets whether the payment is to be paid or received.
|
| Modifier and Type | Method and Description |
|---|---|
PayReceive |
KnownAmountSwapLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
PayReceive |
SwapLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
PayReceive |
ResolvedSwapLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
PayReceive |
RatePeriodSwapLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
PayReceive |
RateCalculationSwapLeg.getPayReceive()
Gets whether the leg is pay or receive.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PayReceive> |
KnownAmountSwapLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
org.joda.beans.MetaProperty<PayReceive> |
ResolvedSwapLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
org.joda.beans.MetaProperty<PayReceive> |
RatePeriodSwapLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
org.joda.beans.MetaProperty<PayReceive> |
RateCalculationSwapLeg.Meta.payReceive()
The meta-property for the
payReceive property. |
| Modifier and Type | Method and Description |
|---|---|
Optional<SwapLeg> |
Swap.getLeg(PayReceive payReceive)
Gets the first pay or receive leg of the swap.
|
Optional<ResolvedSwapLeg> |
ResolvedSwap.getLeg(PayReceive payReceive)
Gets the first pay or receive leg of the swap.
|
KnownAmountSwapLeg.Builder |
KnownAmountSwapLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
ResolvedSwapLeg.Builder |
ResolvedSwapLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
RateCalculationSwapLeg.Builder |
RateCalculationSwapLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
| Modifier and Type | Method and Description |
|---|---|
RateCalculationSwapLeg |
OvernightRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
InflationRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
IborRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
OvernightRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional,
double spread)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
IborRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional,
double spread)
Creates a leg based on this convention.
|
RateCalculationSwapLeg |
FixedRateSwapLegConvention.toLeg(LocalDate startDate,
LocalDate endDate,
PayReceive payReceive,
double notional,
double fixedRate)
Creates a leg based on this convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.