| Package | Description |
|---|---|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| Modifier and Type | Method and Description |
|---|---|
static Fra.Builder |
Fra.builder()
Returns a builder used to create an instance of the bean.
|
Fra.Builder |
Fra.Meta.builder() |
Fra.Builder |
Fra.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional.
|
Fra.Builder |
Fra.Builder.buySell(BuySell buySell)
Sets whether the FRA is buy or sell.
|
Fra.Builder |
Fra.Builder.currency(Currency currency)
Sets the primary currency, defaulted to the currency of the index.
|
Fra.Builder |
Fra.Builder.dayCount(DayCount dayCount)
Sets the day count convention applicable, defaulted to the day count of the index.
|
Fra.Builder |
Fra.Builder.discounting(FraDiscountingMethod discounting)
Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
|
Fra.Builder |
Fra.Builder.endDate(LocalDate endDate)
Sets the end date, which is the termination date of the FRA.
|
Fra.Builder |
Fra.Builder.fixedRate(double fixedRate)
Sets the fixed rate of interest.
|
Fra.Builder |
Fra.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date.
|
Fra.Builder |
Fra.Builder.index(IborIndex index)
Sets the Ibor index.
|
Fra.Builder |
Fra.Builder.indexInterpolated(IborIndex indexInterpolated)
Sets the second Ibor index to be used for linear interpolation, optional.
|
Fra.Builder |
Fra.Builder.notional(double notional)
Sets the notional amount.
|
Fra.Builder |
Fra.Builder.paymentDate(AdjustableDate paymentDate)
Sets the payment date.
|
Fra.Builder |
Fra.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
Fra.Builder |
Fra.Builder.set(String propertyName,
Object newValue) |
Fra.Builder |
Fra.Builder.startDate(LocalDate startDate)
Sets the start date, which is the effective date of the FRA.
|
Fra.Builder |
Fra.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.