| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
static IborRateCalculation.Builder |
IborRateCalculation.builder()
Returns a builder used to create an instance of the bean.
|
IborRateCalculation.Builder |
IborRateCalculation.Meta.builder() |
IborRateCalculation.Builder |
IborRateCalculation.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.finalStub(IborRateStubCalculation finalStub)
Sets the rate to be used in final stub, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.firstFixingDateOffset(DaysAdjustment firstFixingDateOffset)
Sets the offset of the first fixing date from the first adjusted reset date, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.firstRate(Double firstRate)
Sets the rate of the first reset period, which may be a stub, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.firstRegularRate(Double firstRegularRate)
Sets the rate of the first regular reset period, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from each adjusted reset date.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.fixingRelativeTo(FixingRelativeTo fixingRelativeTo)
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.gearing(ValueSchedule gearing)
Sets the gearing multiplier, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.index(IborIndex index)
Sets the Ibor index.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.initialStub(IborRateStubCalculation initialStub)
Sets the rate to be used in initial stub, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.negativeRateMethod(NegativeRateMethod negativeRateMethod)
Sets the negative rate method, defaulted to 'AllowNegative'.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.resetPeriods(ResetSchedule resetPeriods)
Sets the reset schedule, used when averaging rates, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
IborRateCalculation.Builder |
IborRateCalculation.Builder.set(String propertyName,
Object newValue) |
IborRateCalculation.Builder |
IborRateCalculation.Builder.spread(ValueSchedule spread)
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
|
IborRateCalculation.Builder |
IborRateCalculation.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.