| Package | Description |
|---|---|
| com.opengamma.strata.product.cms |
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
SwapIndex |
ResolvedCmsLeg.getIndex()
Gets the swap index of the leg.
|
SwapIndex |
CmsPeriod.getIndex()
Gets the swap index.
|
SwapIndex |
CmsLeg.getIndex()
Gets the swap index.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<SwapIndex> |
CmsPeriod.Meta.index()
The meta-property for the
index property. |
org.joda.beans.MetaProperty<SwapIndex> |
CmsLeg.Meta.index()
The meta-property for the
index property. |
| Modifier and Type | Method and Description |
|---|---|
CmsPeriod.Builder |
CmsPeriod.Builder.index(SwapIndex index)
Sets the swap index.
|
CmsLeg.Builder |
CmsLeg.Builder.index(SwapIndex index)
Sets the swap index.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableSwapIndex
A swap index implementation based on an immutable set of rules.
|
| Modifier and Type | Field and Description |
|---|---|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_10Y
EUR Rates 1100 for tenor of 10 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_12Y
EUR Rates 1100 for tenor of 12 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_15Y
EUR Rates 1100 for tenor of 15 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_1Y
EUR Rates 1100 for tenor of 1 year.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_20Y
EUR Rates 1100 for tenor of 20 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_25Y
EUR Rates 1100 for tenor of 25 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_2Y
EUR Rates 1100 for tenor of 2 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_30Y
EUR Rates 1100 for tenor of 30 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_3Y
EUR Rates 1100 for tenor of 3 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_4Y
EUR Rates 1100 for tenor of 4 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_5Y
EUR Rates 1100 for tenor of 5 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_6Y
EUR Rates 1100 for tenor of 6 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_7Y
EUR Rates 1100 for tenor of 7 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_8Y
EUR Rates 1100 for tenor of 8 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1100_9Y
EUR Rates 1100 for tenor of 9 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_10Y
EUR Rates 1200 for tenor of 10 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_12Y
EUR Rates 1200 for tenor of 12 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_15Y
EUR Rates 1200 for tenor of 15 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_1Y
EUR Rates 1200 for tenor of 1 year.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_20Y
EUR Rates 1200 for tenor of 20 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_25Y
EUR Rates 1200 for tenor of 25 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_2Y
EUR Rates 1200 for tenor of 2 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_30Y
EUR Rates 1200 for tenor of 30 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_3Y
EUR Rates 1200 for tenor of 3 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_4Y
EUR Rates 1200 for tenor of 4 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_5Y
EUR Rates 1200 for tenor of 5 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_6Y
EUR Rates 1200 for tenor of 6 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_7Y
EUR Rates 1200 for tenor of 7 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_8Y
EUR Rates 1200 for tenor of 8 years.
|
static SwapIndex |
SwapIndices.EUR_EURIBOR_1200_9Y
EUR Rates 1200 for tenor of 9 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_10Y
GBP Rates 1100 for tenor of 10 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_12Y
GBP Rates 1100 for tenor of 12 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_15Y
GBP Rates 1100 for tenor of 15 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_1Y
GBP Rates 1100 for tenor of 1 year.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_20Y
GBP Rates 1100 for tenor of 20 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_25Y
GBP Rates 1100 for tenor of 25 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_2Y
GBP Rates 1100 for tenor of 2 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_30Y
GBP Rates 1100 for tenor of 30 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_3Y
GBP Rates 1100 for tenor of 3 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_4Y
GBP Rates 1100 for tenor of 4 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_5Y
GBP Rates 1100 for tenor of 5 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_6Y
GBP Rates 1100 for tenor of 6 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_7Y
GBP Rates 1100 for tenor of 7 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_8Y
GBP Rates 1100 for tenor of 8 years.
|
static SwapIndex |
SwapIndices.GBP_LIBOR_1100_9Y
GBP Rates 1100 for tenor of 9 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_10Y
GBP SONIA Swap Rates 1100 for tenor of 10 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_12Y
GBP SONIA Swap Rates 1100 for tenor of 12 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_15Y
GBP SONIA Swap Rates 1100 for tenor of 15 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_1Y
GBP SONIA Swap Rates 1100 for tenor of 1 year.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_20Y
GBP SONIA Swap Rates 1100 for tenor of 20 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_25Y
GBP SONIA Swap Rates 1100 for tenor of 25 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_2Y
GBP SONIA Swap Rates 1100 for tenor of 2 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_30Y
GBP SONIA Swap Rates 1100 for tenor of 30 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_3Y
GBP SONIA Swap Rates 1100 for tenor of 3 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_4Y
GBP SONIA Swap Rates 1100 for tenor of 4 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_5Y
GBP SONIA Swap Rates 1100 for tenor of 5 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_6Y
GBP SONIA Swap Rates 1100 for tenor of 6 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_7Y
GBP SONIA Swap Rates 1100 for tenor of 7 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_8Y
GBP SONIA Swap Rates 1100 for tenor of 8 years.
|
static SwapIndex |
SwapIndices.GBP_SONIA_1100_9Y
GBP SONIA Swap Rates 1100 for tenor of 9 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_10Y
USD Rates 1100 for tenor of 10 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_15Y
USD Rates 1100 for tenor of 15 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_1Y
USD Rates 1100 for tenor of 1 year.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_20Y
USD Rates 1100 for tenor of 20 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_2Y
USD Rates 1100 for tenor of 2 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_30Y
USD Rates 1100 for tenor of 30 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_3Y
USD Rates 1100 for tenor of 3 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_4Y
USD Rates 1100 for tenor of 4 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_5Y
USD Rates 1100 for tenor of 5 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_6Y
USD Rates 1100 for tenor of 6 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_7Y
USD Rates 1100 for tenor of 7 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_8Y
USD Rates 1100 for tenor of 8 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1100_9Y
USD Rates 1100 for tenor of 9 years.
|
static SwapIndex |
SwapIndices.USD_LIBOR_1500_1Y
USD Rates 1500 for tenor of 1 year.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_10Y
USD SOFR Swap Rates 1100 for tenor of 10 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_15Y
USD SOFR Swap Rates 1100 for tenor of 15 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_1Y
USD SOFR Swap Rates 1100 for tenor of 1 year.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_20Y
USD SOFR Swap Rates 1100 for tenor of 20 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_2Y
USD SOFR Swap Rates 1100 for tenor of 2 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_30Y
USD SOFR Swap Rates 1100 for tenor of 30 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_3Y
USD SOFR Swap Rates 1100 for tenor of 3 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_4Y
USD SOFR Swap Rates 1100 for tenor of 4 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_5Y
USD SOFR Swap Rates 1100 for tenor of 5 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_6Y
USD SOFR Swap Rates 1100 for tenor of 6 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_7Y
USD SOFR Swap Rates 1100 for tenor of 7 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_8Y
USD SOFR Swap Rates 1100 for tenor of 8 years.
|
static SwapIndex |
SwapIndices.USD_SOFR_1100_9Y
USD SOFR Swap Rates 1100 for tenor of 9 years.
|
| Modifier and Type | Method and Description |
|---|---|
static SwapIndex |
SwapIndex.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<SwapIndex> |
SwapIndex.extendedEnum()
Gets the extended enum helper.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.