Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
Class Summary Class Description CmsA constant maturity swap (CMS) or CMS cap/floor. Cms.MetaThe meta-bean for
CmsLegA CMS leg of a constant maturity swap (CMS) product. CmsLeg.BuilderThe bean-builder for
CmsLeg.MetaThe meta-bean for
CmsPeriodA period over which a CMS coupon or CMS caplet/floorlet payoff is paid. CmsPeriod.BuilderThe bean-builder for
CmsPeriod.MetaThe meta-bean for
CmsTradeA trade in a constant maturity swap (CMS). CmsTrade.BuilderThe bean-builder for
CmsTrade.MetaThe meta-bean for
ResolvedCmsA constant maturity swap (CMS) or CMS cap/floor, resolved for pricing. ResolvedCms.MetaThe meta-bean for
ResolvedCmsLegA CMS leg of a constant maturity swap (CMS) product, resolved for pricing. ResolvedCmsLeg.BuilderThe bean-builder for
ResolvedCmsLeg.MetaThe meta-bean for
ResolvedCmsTradeA trade in a constant maturity swap (CMS), resolved for pricing. ResolvedCmsTrade.BuilderThe bean-builder for
ResolvedCmsTrade.MetaThe meta-bean for
Enum Summary Enum Description CmsPeriodTypeA CMS payment period type.