| Package | Description |
|---|---|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Method and Description |
|---|---|
XCcyIborIborSwapCurveNode |
XCcyIborIborSwapCurveNode.Builder.build() |
static XCcyIborIborSwapCurveNode |
XCcyIborIborSwapCurveNode.of(XCcyIborIborSwapTemplate template,
ObservableId spreadId)
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template and rate.
|
static XCcyIborIborSwapCurveNode |
XCcyIborIborSwapCurveNode.of(XCcyIborIborSwapTemplate template,
ObservableId spreadId,
double additionalSpread)
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template, rate key and spread.
|
static XCcyIborIborSwapCurveNode |
XCcyIborIborSwapCurveNode.of(XCcyIborIborSwapTemplate template,
ObservableId spreadId,
double additionalSpread,
String label)
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
|
XCcyIborIborSwapCurveNode |
XCcyIborIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends XCcyIborIborSwapCurveNode> |
XCcyIborIborSwapCurveNode.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.