Uses of Class
com.opengamma.strata.basics.currency.AdjustablePayment
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Packages that use AdjustablePayment Package Description com.opengamma.strata.basics.currency Representations of currency and money.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.product.bond Entity objects describing bonds.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor.com.opengamma.strata.product.cms Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.com.opengamma.strata.product.credit Entity objects describing Credit Default Swap (CDS) and CDS index.com.opengamma.strata.product.credit.type Conventions and templates to aid the construction of credit instruments.com.opengamma.strata.product.fxopt Entity objects describing options in the foreign exchange market.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
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Uses of AdjustablePayment in com.opengamma.strata.basics.currency
Methods in com.opengamma.strata.basics.currency that return AdjustablePayment Modifier and Type Method Description AdjustablePaymentAdjustablePayment. negated()Returns a copy of this payment with the value negated.static AdjustablePaymentAdjustablePayment. of(CurrencyAmount value, AdjustableDate date)Obtains an instance representing an amount where the date is adjustable.static AdjustablePaymentAdjustablePayment. of(CurrencyAmount value, LocalDate date)Obtains an instance representing an amount where the date is fixed.static AdjustablePaymentAdjustablePayment. of(Currency currency, double amount, AdjustableDate date)Obtains an instance representing an amount where the date is adjustable.static AdjustablePaymentAdjustablePayment. of(Currency currency, double amount, LocalDate date)Obtains an instance representing an amount where the date is fixed.static AdjustablePaymentAdjustablePayment. of(Payment payment)Obtains an instance based on aPayment.static AdjustablePaymentAdjustablePayment. ofPay(CurrencyAmount value, AdjustableDate date)Obtains an instance representing an amount to be paid where the date is adjustable.static AdjustablePaymentAdjustablePayment. ofPay(CurrencyAmount value, LocalDate date)Obtains an instance representing an amount to be paid where the date is fixed.static AdjustablePaymentAdjustablePayment. ofReceive(CurrencyAmount value, AdjustableDate date)Obtains an instance representing an amount to be received where the date is adjustable.static AdjustablePaymentAdjustablePayment. ofReceive(CurrencyAmount value, LocalDate date)Obtains an instance representing an amount to be received where the date is fixed.Methods in com.opengamma.strata.basics.currency that return types with arguments of type AdjustablePayment Modifier and Type Method Description Class<? extends AdjustablePayment>AdjustablePayment.Meta. beanType()org.joda.beans.BeanBuilder<? extends AdjustablePayment>AdjustablePayment.Meta. builder() -
Uses of AdjustablePayment in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return AdjustablePayment Modifier and Type Method Description static AdjustablePaymentCsvLoaderUtils. parseAdjustablePayment(CsvRow row, String currencyField, String amountField, String directionField, String dateField, String conventionField, String calendarField)Parses an adjustable payment.static AdjustablePaymentCsvLoaderUtils. parsePremiumFromDefaultFields(CsvRow row)Parses the premium using the default premium fields.Methods in com.opengamma.strata.loader.csv that return types with arguments of type AdjustablePayment Modifier and Type Method Description static Optional<AdjustablePayment>CsvLoaderUtils. tryParseAdjustablePayment(CsvRow row, String currencyField, String amountField, String directionField, String dateField)Tries parsing an adjustable payment, defaulting the AdjustableDate to no BusinessDayAdjustment.static Optional<AdjustablePayment>CsvLoaderUtils. tryParseAdjustablePayment(CsvRow row, String currencyField, String amountField, String directionField, String dateField, String conventionField, String calendarField)Tries parsing an adjustable payment using the mentioned fields.static Optional<AdjustablePayment>CsvLoaderUtils. tryParsePremiumFromDefaultFields(CsvRow row)Tries parsing the premium using the default premium fields.Methods in com.opengamma.strata.loader.csv with parameters of type AdjustablePayment Modifier and Type Method Description static voidCsvWriterUtils. writeAdjustablePayment(CsvOutput.CsvRowOutputWithHeaders csv, AdjustablePayment adjustablePayment, String amountField, String currencyField, String directionField, String dateField, String dateConventionField, String dateCalendarField)Writes an AdjustablePayment object to CSVstatic voidCsvWriterUtils. writePremiumFields(CsvOutput.CsvRowOutputWithHeaders csv, AdjustablePayment premium)Writes an AdjustablePayment object to CSV -
Uses of AdjustablePayment in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return AdjustablePayment Modifier and Type Method Description AdjustablePaymentBill. getNotional()Gets the adjustable notional payment of the bill notional, the amount must be positive.AdjustablePaymentBillSecurity. getNotional()Gets the adjustable notional payment of the bill notional, the amount must be positive.Methods in com.opengamma.strata.product.bond that return types with arguments of type AdjustablePayment Modifier and Type Method Description org.joda.beans.MetaProperty<AdjustablePayment>Bill.Meta. notional()The meta-property for thenotionalproperty.org.joda.beans.MetaProperty<AdjustablePayment>BillSecurity.Meta. notional()The meta-property for thenotionalproperty.Methods in com.opengamma.strata.product.bond with parameters of type AdjustablePayment Modifier and Type Method Description Bill.BuilderBill.Builder. notional(AdjustablePayment notional)Sets the adjustable notional payment of the bill notional, the amount must be positive.BillSecurity.BuilderBillSecurity.Builder. notional(AdjustablePayment notional)Sets the adjustable notional payment of the bill notional, the amount must be positive. -
Uses of AdjustablePayment in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return types with arguments of type AdjustablePayment Modifier and Type Method Description Optional<AdjustablePayment>IborCapFloorTrade. getPremium()Gets the optional premium of the product.org.joda.beans.MetaProperty<AdjustablePayment>IborCapFloorTrade.Meta. premium()The meta-property for thepremiumproperty.Methods in com.opengamma.strata.product.capfloor with parameters of type AdjustablePayment Modifier and Type Method Description IborCapFloorTrade.BuilderIborCapFloorTrade.Builder. premium(AdjustablePayment premium)Sets the optional premium of the product. -
Uses of AdjustablePayment in com.opengamma.strata.product.cms
Methods in com.opengamma.strata.product.cms that return types with arguments of type AdjustablePayment Modifier and Type Method Description Optional<AdjustablePayment>CmsTrade. getPremium()Gets the optional premium of the product.org.joda.beans.MetaProperty<AdjustablePayment>CmsTrade.Meta. premium()The meta-property for thepremiumproperty.Methods in com.opengamma.strata.product.cms with parameters of type AdjustablePayment Modifier and Type Method Description CmsTrade.BuilderCmsTrade.Builder. premium(AdjustablePayment premium)Sets the optional premium of the product. -
Uses of AdjustablePayment in com.opengamma.strata.product.credit
Methods in com.opengamma.strata.product.credit that return types with arguments of type AdjustablePayment Modifier and Type Method Description Optional<AdjustablePayment>CdsIndexTrade. getUpfrontFee()Gets the upfront fee of the product.Optional<AdjustablePayment>CdsTrade. getUpfrontFee()Gets the upfront fee of the product.org.joda.beans.MetaProperty<AdjustablePayment>CdsIndexTrade.Meta. upfrontFee()The meta-property for theupfrontFeeproperty.org.joda.beans.MetaProperty<AdjustablePayment>CdsTrade.Meta. upfrontFee()The meta-property for theupfrontFeeproperty.Methods in com.opengamma.strata.product.credit with parameters of type AdjustablePayment Modifier and Type Method Description CdsIndexTrade.BuilderCdsIndexTrade.Builder. upfrontFee(AdjustablePayment upfrontFee)Sets the upfront fee of the product.CdsTrade.BuilderCdsTrade.Builder. upfrontFee(AdjustablePayment upfrontFee)Sets the upfront fee of the product. -
Uses of AdjustablePayment in com.opengamma.strata.product.credit.type
Methods in com.opengamma.strata.product.credit.type with parameters of type AdjustablePayment Modifier and Type Method Description default CdsTradeCdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.default CdsTradeCdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.default CdsTradeCdsConvention. createTrade(StandardId legalEntityId, LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)Creates a CDS trade with upfront fee from trade date, start date and end date.CdsTradeCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)Creates a trade based on this template.CdsTradeDatesCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)CdsTradeTenorCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)CdsTradeCdsConvention. toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee)Creates a CDS trade with upfront fee andTradeInfo.CdsTradeImmutableCdsConvention. toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upfrontFee) -
Uses of AdjustablePayment in com.opengamma.strata.product.fxopt
Methods in com.opengamma.strata.product.fxopt that return AdjustablePayment Modifier and Type Method Description AdjustablePaymentFxSingleBarrierOptionTrade. getPremium()Gets the premium of the FX option.AdjustablePaymentFxVanillaOptionTrade. getPremium()Gets the premium of the FX option.Methods in com.opengamma.strata.product.fxopt that return types with arguments of type AdjustablePayment Modifier and Type Method Description org.joda.beans.MetaProperty<AdjustablePayment>FxSingleBarrierOptionTrade.Meta. premium()The meta-property for thepremiumproperty.org.joda.beans.MetaProperty<AdjustablePayment>FxVanillaOptionTrade.Meta. premium()The meta-property for thepremiumproperty.Methods in com.opengamma.strata.product.fxopt with parameters of type AdjustablePayment Modifier and Type Method Description FxSingleBarrierOptionTrade.BuilderFxSingleBarrierOptionTrade.Builder. premium(AdjustablePayment premium)Sets the premium of the FX option.FxVanillaOptionTrade.BuilderFxVanillaOptionTrade.Builder. premium(AdjustablePayment premium)Sets the premium of the FX option. -
Uses of AdjustablePayment in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return AdjustablePayment Modifier and Type Method Description AdjustablePaymentSwaptionTrade. getPremium()Gets the premium of the swaption.Methods in com.opengamma.strata.product.swaption that return types with arguments of type AdjustablePayment Modifier and Type Method Description org.joda.beans.MetaProperty<AdjustablePayment>SwaptionTrade.Meta. premium()The meta-property for thepremiumproperty.Methods in com.opengamma.strata.product.swaption with parameters of type AdjustablePayment Modifier and Type Method Description static SwaptionTradeSwaptionTrade. of(TradeInfo info, Swaption product, AdjustablePayment premium)Obtains an instance of a Swaption trade with an adjustable payment.SwaptionTrade.BuilderSwaptionTrade.Builder. premium(AdjustablePayment premium)Sets the premium of the swaption.
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