| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
static Swaption.Builder |
Swaption.builder()
Returns a builder used to create an instance of the bean.
|
Swaption.Builder |
Swaption.Meta.builder() |
Swaption.Builder |
Swaption.Builder.exerciseInfo(SwaptionExercise exerciseInfo)
Sets the exercise information, optional.
|
Swaption.Builder |
Swaption.Builder.expiryDate(AdjustableDate expiryDate)
Sets the expiry date of the option.
|
Swaption.Builder |
Swaption.Builder.expiryTime(LocalTime expiryTime)
Sets the expiry time of the option.
|
Swaption.Builder |
Swaption.Builder.expiryZone(ZoneId expiryZone)
Sets the time-zone of the expiry time.
|
Swaption.Builder |
Swaption.Builder.longShort(LongShort longShort)
Sets whether the option is long or short.
|
Swaption.Builder |
Swaption.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
Swaption.Builder |
Swaption.Builder.set(String propertyName,
Object newValue) |
Swaption.Builder |
Swaption.Builder.swaptionSettlement(SwaptionSettlement swaptionSettlement)
Sets settlement method.
|
Swaption.Builder |
Swaption.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Swaption.Builder |
Swaption.Builder.underlying(Swap underlying)
Sets the underlying swap.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.