| 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.
|
| Modifier and Type | Method and Description |
|---|---|
FixedFloatSwapTemplate |
ImmutableSwapIndex.getTemplate()
Gets the template for creating a Fixed-Ibor or Fixed-Overnight swap.
|
FixedFloatSwapTemplate |
SwapIndex.getTemplate()
Gets the template for creating Fixed-Float swap.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FixedFloatSwapTemplate> |
ImmutableSwapIndex.Meta.template()
The meta-property for the
template property. |
| Modifier and Type | Method and Description |
|---|---|
static ImmutableSwapIndex |
ImmutableSwapIndex.of(String name,
LocalTime fixingTime,
ZoneId fixingZone,
FixedFloatSwapTemplate template)
Obtains an instance from the specified name, time and template.
|
ImmutableSwapIndex.Builder |
ImmutableSwapIndex.Builder.template(FixedFloatSwapTemplate template)
Sets the template for creating a Fixed-Ibor or Fixed-Overnight swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FixedIborSwapTemplate
A template for creating Fixed-Ibor swap trades.
|
class |
FixedOvernightSwapTemplate
A template for creating Fixed-Overnight swap trades.
|
| Modifier and Type | Method and Description |
|---|---|
FixedFloatSwapTemplate |
FixedFloatSwapConvention.toTemplate(Tenor tenor)
Obtains a template based on the specified tenor.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.