| Package | Description |
|---|---|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
static ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Meta.builder() |
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.flatFloatingLeg(IborRateSwapLegConvention flatFloatingLeg)
Sets the market convention of the floating leg that does not have the spread applied.
|
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.name(String name)
Sets the convention name.
|
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.set(String propertyName,
Object newValue) |
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.
|
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.spreadFloatingLeg(IborRateSwapLegConvention spreadFloatingLeg)
Sets the market convention of the floating leg to which the spread leg is added.
|
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.Builder.spreadLeg(FixedRateSwapLegConvention spreadLeg)
Sets the market convention of the fixed leg for the spread.
|
ImmutableThreeLegBasisSwapConvention.Builder |
ImmutableThreeLegBasisSwapConvention.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.