| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
PriceIndexCalculationMethod |
InflationRateCalculation.getIndexCalculationMethod()
Gets reference price index calculation method.
|
static PriceIndexCalculationMethod |
PriceIndexCalculationMethod.of(String name)
Obtains an instance from the specified name.
|
static PriceIndexCalculationMethod |
PriceIndexCalculationMethod.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static PriceIndexCalculationMethod[] |
PriceIndexCalculationMethod.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PriceIndexCalculationMethod> |
InflationRateCalculation.Meta.indexCalculationMethod()
The meta-property for the
indexCalculationMethod property. |
| Modifier and Type | Method and Description |
|---|---|
InflationRateCalculation.Builder |
InflationRateCalculation.Builder.indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)
Sets reference price index calculation method.
|
static InflationRateCalculation |
InflationRateCalculation.of(PriceIndex index,
int monthLag,
PriceIndexCalculationMethod indexCalculationMethod)
Obtains a rate calculation for the specified price index.
|
static InflationRateCalculation |
InflationRateCalculation.of(PriceIndex index,
int monthLag,
PriceIndexCalculationMethod indexCalculationMethod,
double firstIndexValue)
Obtains a rate calculation for the specified price index with known start index value.
|
| Modifier and Type | Method and Description |
|---|---|
PriceIndexCalculationMethod |
InflationRateSwapLegConvention.getIndexCalculationMethod()
Gets reference price index calculation method.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<PriceIndexCalculationMethod> |
InflationRateSwapLegConvention.Meta.indexCalculationMethod()
The meta-property for the
indexCalculationMethod property. |
| Modifier and Type | Method and Description |
|---|---|
InflationRateSwapLegConvention.Builder |
InflationRateSwapLegConvention.Builder.indexCalculationMethod(PriceIndexCalculationMethod indexCalculationMethod)
Sets reference price index calculation method.
|
static InflationRateSwapLegConvention |
InflationRateSwapLegConvention.of(PriceIndex index,
Period lag,
PriceIndexCalculationMethod priceIndexCalculationMethod,
BusinessDayAdjustment businessDayAdjustment)
Obtains a convention based on the specified index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.