| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| com.opengamma.strata.product.dsf |
Entity objects describing Deliverable Swap Futures (DSFs).
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwap |
CmsPeriod.getUnderlyingSwap()
Gets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ResolvedSwap> |
CmsPeriod.Meta.underlyingSwap()
The meta-property for the
underlyingSwap property. |
| Modifier and Type | Method and Description |
|---|---|
CmsPeriod.Builder |
CmsPeriod.Builder.underlyingSwap(ResolvedSwap underlyingSwap)
Sets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwap |
ResolvedDsf.getUnderlyingSwap()
Gets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ResolvedSwap> |
ResolvedDsf.Meta.underlyingSwap()
The meta-property for the
underlyingSwap property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedDsf.Builder |
ResolvedDsf.Builder.underlyingSwap(ResolvedSwap underlyingSwap)
Sets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwap |
ResolvedSwap.Builder.build() |
ResolvedSwap |
ResolvedSwapTrade.getProduct()
Gets the resolved Swap product.
|
static ResolvedSwap |
ResolvedSwap.of(ResolvedSwapLeg... legs)
Creates a swap from one or more swap legs.
|
ResolvedSwap |
Swap.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedSwap> |
ResolvedSwap.Meta.beanType() |
org.joda.beans.MetaProperty<ResolvedSwap> |
ResolvedSwapTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedSwapTrade |
ResolvedSwapTrade.of(TradeInfo info,
ResolvedSwap product)
Obtains an instance of a resolved Swap trade.
|
ResolvedSwapTrade.Builder |
ResolvedSwapTrade.Builder.product(ResolvedSwap product)
Sets the resolved Swap product.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwap |
ResolvedSwaption.getUnderlying()
Gets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ResolvedSwap> |
ResolvedSwaption.Meta.underlying()
The meta-property for the
underlying property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.underlying(ResolvedSwap underlying)
Sets the underlying swap.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.