| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
Swaption |
Swaption.Builder.build() |
Swaption |
SwaptionTrade.getProduct()
Gets the swaption product that was agreed when the trade occurred.
|
Swaption |
Swaption.selectExerciseDate(LocalDate exerciseDate,
ReferenceData refData)
Selects one of the exercise dates.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends Swaption> |
Swaption.Meta.beanType() |
org.joda.beans.MetaProperty<Swaption> |
SwaptionTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static SwaptionTrade |
SwaptionTrade.of(TradeInfo info,
Swaption product,
AdjustablePayment premium)
Obtains an instance of a Swaption trade with an adjustable payment.
|
static SwaptionTrade |
SwaptionTrade.of(TradeInfo info,
Swaption product,
Payment premium)
Obtains an instance of a Swaption trade with a fixed payment.
|
SwaptionTrade.Builder |
SwaptionTrade.Builder.product(Swaption product)
Sets the swaption product that was agreed when the trade occurred.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.