| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
static CashSwaptionSettlement |
CashSwaptionSettlement.of(LocalDate settlementDate,
CashSwaptionSettlementMethod method)
Obtains an instance from the settlement date and method.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CashSwaptionSettlement> |
CashSwaptionSettlement.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CashSwaptionSettlement> |
CashSwaptionSettlement.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.