| Package | Description |
|---|---|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| Modifier and Type | Method and Description |
|---|---|
static ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.builder()
Deprecated.
Returns a builder used to create an instance of the bean.
|
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.Meta.builder() |
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the reference date.
|
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.Builder.dateSequence(DateSequence dateSequence)
Sets the sequence of dates that the future is based on.
|
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.Builder.index(IborIndex index)
Sets the Ibor index.
|
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.Builder.name(String name)
Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
|
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.Builder.set(String propertyName,
Object newValue) |
ImmutableIborFutureConvention.Builder |
ImmutableIborFutureConvention.toBuilder()
Deprecated.
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.