| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
static RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.builder()
Returns a builder used to create an instance of the bean.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Meta.builder() |
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.finalExchange(boolean finalExchange)
Sets the flag indicating whether to exchange the final notional.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.initialExchange(boolean initialExchange)
Sets the flag indicating whether to exchange the initial notional.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.intermediateExchange(boolean intermediateExchange)
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.paymentBusinessDayAdjustment(BusinessDayAdjustment paymentBusinessDayAdjustment)
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.paymentEvents(List<SwapPaymentEvent> paymentEvents)
Sets the additional payment events that are associated with the swap leg.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.paymentEvents(SwapPaymentEvent... paymentEvents)
Sets the
paymentEvents property in the builder
from an array of objects. |
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.paymentPeriods(List<RatePaymentPeriod> paymentPeriods)
Sets the payment periods that combine to form the swap leg.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.paymentPeriods(RatePaymentPeriod... paymentPeriods)
Sets the
paymentPeriods property in the builder
from an array of objects. |
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.payReceive(PayReceive payReceive)
Sets whether the leg is pay or receive.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.set(String propertyName,
Object newValue) |
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.toBuilder()
Returns a builder that allows this bean to be mutated.
|
RatePeriodSwapLeg.Builder |
RatePeriodSwapLeg.Builder.type(SwapLegType type)
Sets the type of the leg, such as Fixed or Ibor.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.