| Package | Description |
|---|---|
| com.opengamma.strata.product.credit |
Entity objects describing Credit Default Swap (CDS) and CDS index.
|
| Modifier and Type | Method and Description |
|---|---|
static CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.builder()
Returns a builder used to create an instance of the bean.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Meta.builder() |
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.currency(Currency currency)
Sets the primary currency of the payment period.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.effectiveEndDate(LocalDate effectiveEndDate)
Sets the effective protection end date of the period.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.effectiveStartDate(LocalDate effectiveStartDate)
Sets the effective protection start date of the period.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.endDate(LocalDate endDate)
Sets the end date of the accrual period.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.fixedRate(double fixedRate)
Sets the fixed coupon rate.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.notional(double notional)
Sets the notional amount, must be positive.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.paymentDate(LocalDate paymentDate)
Sets the payment date.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.set(String propertyName,
Object newValue) |
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.startDate(LocalDate startDate)
Sets the start date of the accrual period.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.toBuilder()
Returns a builder that allows this bean to be mutated.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.unadjustedEndDate(LocalDate unadjustedEndDate)
Sets the unadjusted end date.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.Builder.unadjustedStartDate(LocalDate unadjustedStartDate)
Sets the unadjusted start date.
|
CreditCouponPaymentPeriod.Builder |
CreditCouponPaymentPeriod.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.