| Package | Description |
|---|---|
| com.opengamma.strata.product.swaption |
Entity objects describing options on swaps, known as swaptions.
|
| Modifier and Type | Method and Description |
|---|---|
SwaptionTrade |
SwaptionTrade.Builder.build() |
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 |
SwaptionTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends SwaptionTrade> |
SwaptionTrade.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.