| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.accrualFrequency(Frequency accrualFrequency)
Sets the periodic frequency of accrual.
|
static IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.builder()
Returns a builder used to create an instance of the bean.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Meta.builder() |
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.compoundingMethod(CompoundingMethod compoundingMethod)
Sets the compounding method to use when there is more than one accrual period
in each payment period, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.currency(Currency currency)
Sets the leg currency, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.dayCount(DayCount dayCount)
Sets the day count convention applicable, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from each adjusted reset date.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.fixingRelativeTo(FixingRelativeTo fixingRelativeTo)
Sets the base date that each fixing is made relative to, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.index(IborIndex index)
Sets the Ibor index.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.notionalExchange(boolean notionalExchange)
Sets the flag indicating whether to exchange the notional.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.rollConvention(RollConvention rollConvention)
Sets the convention defining how to roll dates, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.set(String propertyName,
Object newValue) |
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.Builder.stubConvention(StubConvention stubConvention)
Sets the convention defining how to handle stubs, optional with defaulting getter.
|
IborRateSwapLegConvention.Builder |
IborRateSwapLegConvention.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.