Package | Description |
---|---|
com.opengamma.strata.basics.schedule |
Basic financial tools for working with date-based schedules.
|
com.opengamma.strata.basics.value |
Basic financial tools for working with values.
|
com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
Modifier and Type | Method and Description |
---|---|
Schedule |
Schedule.Builder.build() |
Schedule |
PeriodicSchedule.createSchedule(ReferenceData refData)
Creates the schedule from the definition.
|
Schedule |
Schedule.merge(int groupSize,
LocalDate firstRegularStartDate,
LocalDate lastRegularEndDate)
Merges this schedule to form a new schedule by combining the schedule periods.
|
Schedule |
Schedule.mergeRegular(int groupSize,
boolean rollForwards)
Merges this schedule to form a new schedule by combining the regular schedule periods.
|
Schedule |
Schedule.mergeToTerm()
Merges this schedule to form a new schedule with a single 'Term' period.
|
static Schedule |
Schedule.ofTerm(SchedulePeriod period)
Obtains a 'Term' instance based on a single period.
|
Schedule |
Schedule.toAdjusted(DateAdjuster adjuster)
Converts this schedule to a schedule where all the start and end dates are
adjusted using the specified adjuster.
|
Schedule |
Schedule.toUnadjusted()
Converts this schedule to a schedule where every adjusted date is reset
to the unadjusted equivalent.
|
Modifier and Type | Method and Description |
---|---|
Class<? extends Schedule> |
Schedule.Meta.beanType() |
Modifier and Type | Method and Description |
---|---|
double |
SchedulePeriod.yearFraction(DayCount dayCount,
Schedule schedule)
Calculates the year fraction using the specified day count.
|
Modifier and Type | Method and Description |
---|---|
DoubleArray |
ValueSchedule.resolveValues(Schedule schedule)
Resolves the value and adjustments against a specific schedule.
|
Modifier and Type | Method and Description |
---|---|
Schedule |
PaymentSchedule.createSchedule(Schedule accrualSchedule,
ReferenceData refData)
Creates the payment schedule based on the accrual schedule.
|
Modifier and Type | Method and Description |
---|---|
ImmutableList<RateAccrualPeriod> |
IborRateCalculation.createAccrualPeriods(Schedule accrualSchedule,
Schedule paymentSchedule,
ReferenceData refData) |
ImmutableList<RateAccrualPeriod> |
InflationRateCalculation.createAccrualPeriods(Schedule accrualSchedule,
Schedule paymentSchedule,
ReferenceData refData) |
ImmutableList<RateAccrualPeriod> |
FixedRateCalculation.createAccrualPeriods(Schedule accrualSchedule,
Schedule paymentSchedule,
ReferenceData refData) |
ImmutableList<RateAccrualPeriod> |
RateCalculation.createAccrualPeriods(Schedule accrualSchedule,
Schedule paymentSchedule,
ReferenceData refData)
Creates accrual periods based on the specified schedule.
|
ImmutableList<RateAccrualPeriod> |
OvernightRateCalculation.createAccrualPeriods(Schedule accrualSchedule,
Schedule paymentSchedule,
ReferenceData refData) |
Schedule |
PaymentSchedule.createSchedule(Schedule accrualSchedule,
ReferenceData refData)
Creates the payment schedule based on the accrual schedule.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.