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 AdjustablePayment
AdjustablePayment. negated()
Returns a copy of this payment with the value negated.static AdjustablePayment
AdjustablePayment. of(CurrencyAmount value, AdjustableDate date)
Obtains an instance representing an amount where the date is adjustable.static AdjustablePayment
AdjustablePayment. of(CurrencyAmount value, LocalDate date)
Obtains an instance representing an amount where the date is fixed.static AdjustablePayment
AdjustablePayment. of(Currency currency, double amount, AdjustableDate date)
Obtains an instance representing an amount where the date is adjustable.static AdjustablePayment
AdjustablePayment. of(Currency currency, double amount, LocalDate date)
Obtains an instance representing an amount where the date is fixed.static AdjustablePayment
AdjustablePayment. of(Payment payment)
Obtains an instance based on aPayment
.static AdjustablePayment
AdjustablePayment. ofPay(CurrencyAmount value, AdjustableDate date)
Obtains an instance representing an amount to be paid where the date is adjustable.static AdjustablePayment
AdjustablePayment. ofPay(CurrencyAmount value, LocalDate date)
Obtains an instance representing an amount to be paid where the date is fixed.static AdjustablePayment
AdjustablePayment. ofReceive(CurrencyAmount value, AdjustableDate date)
Obtains an instance representing an amount to be received where the date is adjustable.static AdjustablePayment
AdjustablePayment. 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()
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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 AdjustablePayment
CsvLoaderUtils. parseAdjustablePayment(CsvRow row, String currencyField, String amountField, String directionField, String dateField, String conventionField, String calendarField)
Parses an adjustable payment.static AdjustablePayment
CsvLoaderUtils. 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 void
CsvWriterUtils. writeAdjustablePayment(CsvOutput.CsvRowOutputWithHeaders csv, AdjustablePayment adjustablePayment, String amountField, String currencyField, String directionField, String dateField, String dateConventionField, String dateCalendarField)
Writes an AdjustablePayment object to CSVstatic void
CsvWriterUtils. 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 AdjustablePayment
Bill. getNotional()
Gets the adjustable notional payment of the bill notional, the amount must be positive.AdjustablePayment
BillSecurity. 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 thenotional
property.org.joda.beans.MetaProperty<AdjustablePayment>
BillSecurity.Meta. notional()
The meta-property for thenotional
property.Methods in com.opengamma.strata.product.bond with parameters of type AdjustablePayment Modifier and Type Method Description Bill.Builder
Bill.Builder. notional(AdjustablePayment notional)
Sets the adjustable notional payment of the bill notional, the amount must be positive.BillSecurity.Builder
BillSecurity.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 thepremium
property.Methods in com.opengamma.strata.product.capfloor with parameters of type AdjustablePayment Modifier and Type Method Description IborCapFloorTrade.Builder
IborCapFloorTrade.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 thepremium
property.Methods in com.opengamma.strata.product.cms with parameters of type AdjustablePayment Modifier and Type Method Description CmsTrade.Builder
CmsTrade.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 theupfrontFee
property.org.joda.beans.MetaProperty<AdjustablePayment>
CdsTrade.Meta. upfrontFee()
The meta-property for theupfrontFee
property.Methods in com.opengamma.strata.product.credit with parameters of type AdjustablePayment Modifier and Type Method Description CdsIndexTrade.Builder
CdsIndexTrade.Builder. upfrontFee(AdjustablePayment upfrontFee)
Sets the upfront fee of the product.CdsTrade.Builder
CdsTrade.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 CdsTrade
CdsConvention. 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 CdsTrade
CdsConvention. 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 CdsTrade
CdsConvention. 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.CdsTrade
CdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
Creates a trade based on this template.CdsTrade
DatesCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade
TenorCdsTemplate. createTrade(StandardId legalEntityId, LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upFrontFee, ReferenceData refData)
CdsTrade
CdsConvention. 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
.CdsTrade
ImmutableCdsConvention. toTrade(StandardId legalEntityId, TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate, AdjustablePayment upfrontFee)
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Uses of AdjustablePayment in com.opengamma.strata.product.fxopt
Methods in com.opengamma.strata.product.fxopt that return AdjustablePayment Modifier and Type Method Description AdjustablePayment
FxSingleBarrierOptionTrade. getPremium()
Gets the premium of the FX option.AdjustablePayment
FxVanillaOptionTrade. 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 thepremium
property.org.joda.beans.MetaProperty<AdjustablePayment>
FxVanillaOptionTrade.Meta. premium()
The meta-property for thepremium
property.Methods in com.opengamma.strata.product.fxopt with parameters of type AdjustablePayment Modifier and Type Method Description FxSingleBarrierOptionTrade.Builder
FxSingleBarrierOptionTrade.Builder. premium(AdjustablePayment premium)
Sets the premium of the FX option.FxVanillaOptionTrade.Builder
FxVanillaOptionTrade.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 AdjustablePayment
SwaptionTrade. 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 thepremium
property.Methods in com.opengamma.strata.product.swaption with parameters of type AdjustablePayment Modifier and Type Method Description static SwaptionTrade
SwaptionTrade. of(TradeInfo info, Swaption product, AdjustablePayment premium)
Obtains an instance of a Swaption trade with an adjustable payment.SwaptionTrade.Builder
SwaptionTrade.Builder. premium(AdjustablePayment premium)
Sets the premium of the swaption.
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