| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
static FxReset |
FxReset.of(FxIndexObservation observation,
Currency referenceCurrency)
Obtains an instance from the observation and reference currency.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxReset> |
FxReset.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxReset> |
FxReset.Meta.builder() |
org.joda.beans.MetaProperty<FxReset> |
RatePaymentPeriod.Meta.fxReset()
The meta-property for the
fxReset property. |
Optional<FxReset> |
RatePaymentPeriod.getFxReset()
Gets the FX reset definition, optional.
|
BiFunction<Integer,SchedulePeriod,Optional<FxReset>> |
FxResetCalculation.resolve(ReferenceData refData)
Resolves this adjustment using the specified reference data.
|
| Modifier and Type | Method and Description |
|---|---|
RatePaymentPeriod.Builder |
RatePaymentPeriod.Builder.fxReset(FxReset fxReset)
Sets the FX reset definition, optional.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.