Uses of Class
com.opengamma.strata.product.swap.SwapTrade

Packages that use SwapTrade

Package	Description
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of SwapTrade in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return SwapTrade

Modifier and Type	Method and Description
SwapTrade	SwapTrade.Builder.build()
static SwapTrade	SwapTrade.of(TradeInfo info, Swap product) Obtains an instance of a Swap trade.
SwapTrade	SwapTrade.withInfo(PortfolioItemInfo info)

Methods in com.opengamma.strata.product.swap that return types with arguments of type SwapTrade

Modifier and Type	Method and Description
Class<? extends SwapTrade>	SwapTrade.Meta.beanType()

Uses of SwapTrade in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return SwapTrade

Modifier and Type	Method and Description
SwapTrade	XCcyOvernightOvernightSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	XCcyIborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedInflationSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedFloatSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
SwapTrade	ThreeLegBasisSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	OvernightIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	IborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a trade based on this template.
SwapTrade	FixedOvernightSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a trade based on this template.
default SwapTrade	XCcyOvernightOvernightSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	XCcyOvernightOvernightSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a forward-starting trade based on this convention.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData) Creates a spot-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
default SwapTrade	FixedIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRateOrSpread) Creates a trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
default SwapTrade	IborIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
default SwapTrade	XCcyOvernightOvernightSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
SwapTrade	FixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
SwapTrade	FixedInflationSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
SwapTrade	FixedIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate) Creates a trade based on this convention.
SwapTrade	ThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
SwapTrade	SingleCurrencySwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRateOrSpread) Creates a trade based on this convention.
SwapTrade	OvernightIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
SwapTrade	ImmutableThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableOvernightIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableFixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	ImmutableFixedInflationSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	ImmutableFixedIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	IborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread) Creates a trade based on this convention.
SwapTrade	XCcyOvernightOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
SwapTrade	XCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread) Creates a trade based on this convention.
SwapTrade	ImmutableXCcyOvernightOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread)
SwapTrade	ImmutableXCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread)