| Package | Description |
|---|---|
| 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 |
|---|---|
Swap |
DsfSecurity.getUnderlyingSwap()
Gets the underlying swap.
|
Swap |
Dsf.getUnderlyingSwap()
Gets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Swap> |
DsfSecurity.Meta.underlyingSwap()
The meta-property for the
underlyingSwap property. |
org.joda.beans.MetaProperty<Swap> |
Dsf.Meta.underlyingSwap()
The meta-property for the
underlyingSwap property. |
| Modifier and Type | Method and Description |
|---|---|
DsfSecurity.Builder |
DsfSecurity.Builder.underlyingSwap(Swap underlyingSwap)
Sets the underlying swap.
|
Dsf.Builder |
Dsf.Builder.underlyingSwap(Swap underlyingSwap)
Sets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
Swap |
Swap.Builder.build() |
Swap |
SwapTrade.getProduct()
Gets the swap product that was agreed when the trade occurred.
|
static Swap |
Swap.of(List<? extends SwapLeg> legs)
Creates a swap from one or more swap legs.
|
static Swap |
Swap.of(SwapLeg... legs)
Creates a swap from one or more swap legs.
|
Swap |
Swap.replaceStartDate(LocalDate adjustedStartDate)
Returns an instance based on this swap with the start date replaced.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends Swap> |
Swap.Meta.beanType() |
org.joda.beans.MetaProperty<Swap> |
SwapTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static SwapTrade |
SwapTrade.of(TradeInfo info,
Swap product)
Obtains an instance of a Swap trade.
|
SwapTrade.Builder |
SwapTrade.Builder.product(Swap product)
Sets the swap product that was agreed when the trade occurred.
|
| Modifier and Type | Method and Description |
|---|---|
Swap |
Swaption.exercise(LocalDate exerciseDate,
ReferenceData refData)
Exercises the swaption into a swap at one of the optional exercise dates.
|
Swap |
Swaption.getUnderlying()
Gets the underlying swap.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Swap> |
Swaption.Meta.underlying()
The meta-property for the
underlying property. |
| Modifier and Type | Method and Description |
|---|---|
Swaption.Builder |
Swaption.Builder.underlying(Swap 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.