| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Class and Description |
|---|---|
class |
CashSwaptionSettlement
Defines the cash settlement type for the payoff of a swaption.
|
class |
PhysicalSwaptionSettlement
Defines the physical settlement type for the payoff of a swaption.
|
| Modifier and Type | Method and Description |
|---|---|
SwaptionSettlement |
Swaption.getSwaptionSettlement()
Gets settlement method.
|
SwaptionSettlement |
ResolvedSwaption.getSwaptionSettlement()
Gets settlement method.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<SwaptionSettlement> |
Swaption.Meta.swaptionSettlement()
The meta-property for the
swaptionSettlement property. |
org.joda.beans.MetaProperty<SwaptionSettlement> |
ResolvedSwaption.Meta.swaptionSettlement()
The meta-property for the
swaptionSettlement property. |
| Modifier and Type | Method and Description |
|---|---|
Swaption.Builder |
Swaption.Builder.swaptionSettlement(SwaptionSettlement swaptionSettlement)
Sets settlement method.
|
ResolvedSwaption.Builder |
ResolvedSwaption.Builder.swaptionSettlement(SwaptionSettlement swaptionSettlement)
Sets settlement method.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.