| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
KnownAmountSwapLeg
A fixed swap leg defined in terms of known amounts.
|
class |
RateCalculationSwapLeg
A rate swap leg defined using a parameterized schedule and calculation.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.