Uses of Class
com.opengamma.strata.basics.currency.Payment
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Packages that use Payment Package Description com.opengamma.strata.basics.currency Representations of currency and money.com.opengamma.strata.pricer Calculators for financial instruments.com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.impl.rate.swap 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.fx Entity objects describing financial instruments in the foreign exchange market.com.opengamma.strata.product.fxopt Entity objects describing options in the foreign exchange market.com.opengamma.strata.product.payment Entity objects describing simple payment financial instruments.com.opengamma.strata.product.swap Entity objects describing a swap.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
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Uses of Payment in com.opengamma.strata.basics.currency
Methods in com.opengamma.strata.basics.currency that return Payment Modifier and Type Method Description Payment
Payment. adjustDate(TemporalAdjuster adjuster)
Adjusts the payment date using the rules of the specified adjuster.Payment
Payment.Builder. build()
Payment
Payment. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this payment to an equivalent payment in the specified currency.Payment
Payment. negated()
Returns a copy of thisPayment
with the value negated.static Payment
Payment. of(CurrencyAmount value, LocalDate date)
Obtains an instance representing an amount.static Payment
Payment. of(Currency currency, double amount, LocalDate date)
Obtains an instance representing an amount.static Payment
Payment. ofPay(CurrencyAmount value, LocalDate date)
Obtains an instance representing an amount to be paid.static Payment
Payment. ofReceive(CurrencyAmount value, LocalDate date)
Obtains an instance representing an amount to be received.Payment
AdjustablePayment. resolve(ReferenceData refData)
Resolves the date on this payment, returning a payment with a fixed date.Methods in com.opengamma.strata.basics.currency that return types with arguments of type Payment Modifier and Type Method Description Class<? extends Payment>
Payment.Meta. beanType()
Methods in com.opengamma.strata.basics.currency with parameters of type Payment Modifier and Type Method Description static AdjustablePayment
AdjustablePayment. of(Payment payment)
Obtains an instance based on aPayment
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Uses of Payment in com.opengamma.strata.pricer
Methods in com.opengamma.strata.pricer with parameters of type Payment Modifier and Type Method Description CashFlows
DiscountingPaymentPricer. cashFlows(Payment payment, BaseProvider provider)
Calculates the future cash flow of the payment.MultiCurrencyAmount
DiscountingPaymentPricer. currencyExposure(Payment payment, BaseProvider provider)
Calculates the currency exposure.CurrencyAmount
DiscountingPaymentPricer. currentCash(Payment payment, BaseProvider provider)
Calculates the current cash.ExplainMap
DiscountingPaymentPricer. explainPresentValue(Payment payment, BaseProvider provider)
Explains the present value of the payment.CurrencyAmount
DiscountingPaymentPricer. forecastValue(Payment payment, BaseProvider provider)
Computes the forecast value of the payment.double
DiscountingPaymentPricer. forecastValueAmount(Payment payment, BaseProvider provider)
Computes the forecast value of the payment.CurrencyAmount
DiscountingPaymentPricer. presentValue(Payment payment, BaseProvider provider)
Computes the present value of the payment by discounting.CurrencyAmount
DiscountingPaymentPricer. presentValue(Payment payment, DiscountFactors discountFactors)
Computes the present value of the payment by discounting.double
DiscountingPaymentPricer. presentValueAmount(Payment payment, BaseProvider provider)
Computes the present value of the payment by discounting.PointSensitivityBuilder
DiscountingPaymentPricer. presentValueSensitivity(Payment payment, BaseProvider provider)
Compute the present value curve sensitivity of the payment.PointSensitivityBuilder
DiscountingPaymentPricer. presentValueSensitivity(Payment payment, DiscountFactors discountFactors)
Compute the present value curve sensitivity of the payment.PointSensitivityBuilder
DiscountingPaymentPricer. presentValueSensitivityWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Compute the present value curve sensitivity of the payment with z-spread.CurrencyAmount
DiscountingPaymentPricer. presentValueWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Computes the present value of the payment with z-spread by discounting. -
Uses of Payment in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond that return Payment Modifier and Type Method Description Payment
DiscountingFixedCouponBondTradePricer. upfrontPayment(ResolvedFixedCouponBondTrade trade)
Calculates the payment that was made for the trade. -
Uses of Payment in com.opengamma.strata.pricer.impl.rate.swap
Methods in com.opengamma.strata.pricer.impl.rate.swap that return types with arguments of type Payment Modifier and Type Method Description static ImmutableMap<Payment,PointSensitivityBuilder>
CashFlowEquivalentCalculator. cashFlowEquivalentAndSensitivityFixedLeg(ResolvedSwapLeg fixedLeg, RatesProvider ratesProvider)
Computes cash flow equivalent and sensitivity of fixed leg.static ImmutableMap<Payment,PointSensitivityBuilder>
CashFlowEquivalentCalculator. cashFlowEquivalentAndSensitivityIborLeg(ResolvedSwapLeg iborLeg, RatesProvider ratesProvider)
Computes cash flow equivalent and sensitivity of Ibor leg.static ImmutableMap<Payment,PointSensitivityBuilder>
CashFlowEquivalentCalculator. cashFlowEquivalentAndSensitivityOnLeg(ResolvedSwapLeg onLeg, RatesProvider multicurve)
Computes cash flow equivalent of and sensitivity overnight leg.static ImmutableMap<Payment,PointSensitivityBuilder>
CashFlowEquivalentCalculator. cashFlowEquivalentAndSensitivitySwap(ResolvedSwap swap, RatesProvider ratesProvider)
Computes cash flow equivalent and sensitivity of swap.static List<Payment>
CashFlowEquivalentCalculator. normalize(ResolvedSwapLeg input)
Extract the payments from theNotionalExchange
in the SwapLeg.static List<Payment>
CashFlowEquivalentCalculator. normalize(List<Payment> input)
Generate a new payment list with the dates sorted and the amounts of elements with same payment date compressed.static Map<Payment,PointSensitivityBuilder>
CashFlowEquivalentCalculator. normalize(Map<Payment,PointSensitivityBuilder> input)
Generate a new map with each payment date unique and the amounts and sensitivities of elements with same payment date compressed.Method parameters in com.opengamma.strata.pricer.impl.rate.swap with type arguments of type Payment Modifier and Type Method Description static List<Payment>
CashFlowEquivalentCalculator. normalize(List<Payment> input)
Generate a new payment list with the dates sorted and the amounts of elements with same payment date compressed.static Map<Payment,PointSensitivityBuilder>
CashFlowEquivalentCalculator. normalize(Map<Payment,PointSensitivityBuilder> input)
Generate a new map with each payment date unique and the amounts and sensitivities of elements with same payment date compressed. -
Uses of Payment in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return Payment Modifier and Type Method Description Payment
ResolvedFixedCouponBond. getNominalPayment()
Gets the nominal payment of the product.Payment
ResolvedBill. getNotional()
Gets the notional payment of the bill notional, the amount must be positive.Payment
KnownAmountBondPaymentPeriod. getPayment()
Gets the payment.Methods in com.opengamma.strata.product.bond that return types with arguments of type Payment Modifier and Type Method Description Optional<Payment>
ResolvedBillTrade. getSettlement()
Gets the settlement details of the bill trade.org.joda.beans.MetaProperty<Payment>
ResolvedFixedCouponBond.Meta. nominalPayment()
The meta-property for thenominalPayment
property.org.joda.beans.MetaProperty<Payment>
ResolvedBill.Meta. notional()
The meta-property for thenotional
property.org.joda.beans.MetaProperty<Payment>
KnownAmountBondPaymentPeriod.Meta. payment()
The meta-property for thepayment
property.org.joda.beans.MetaProperty<Payment>
ResolvedBillTrade.Meta. settlement()
The meta-property for thesettlement
property.Methods in com.opengamma.strata.product.bond with parameters of type Payment Modifier and Type Method Description ResolvedFixedCouponBond.Builder
ResolvedFixedCouponBond.Builder. nominalPayment(Payment nominalPayment)
Sets the nominal payment of the product.ResolvedBill.Builder
ResolvedBill.Builder. notional(Payment notional)
Sets the notional payment of the bill notional, the amount must be positive.static KnownAmountBondPaymentPeriod
KnownAmountBondPaymentPeriod. of(Payment payment, SchedulePeriod period)
Obtains an instance based on a payment and schedule period.KnownAmountBondPaymentPeriod.Builder
KnownAmountBondPaymentPeriod.Builder. payment(Payment payment)
Sets the payment.ResolvedBillTrade.Builder
ResolvedBillTrade.Builder. settlement(Payment settlement)
Sets the settlement details of the bill trade. -
Uses of Payment in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return types with arguments of type Payment Modifier and Type Method Description Optional<Payment>
ResolvedIborCapFloorTrade. getPremium()
Gets the optional premium of the product.org.joda.beans.MetaProperty<Payment>
ResolvedIborCapFloorTrade.Meta. premium()
The meta-property for thepremium
property.Methods in com.opengamma.strata.product.capfloor with parameters of type Payment Modifier and Type Method Description ResolvedIborCapFloorTrade.Builder
ResolvedIborCapFloorTrade.Builder. premium(Payment premium)
Sets the optional premium of the product. -
Uses of Payment in com.opengamma.strata.product.cms
Methods in com.opengamma.strata.product.cms that return types with arguments of type Payment Modifier and Type Method Description Optional<Payment>
ResolvedCmsTrade. getPremium()
Gets the optional premium of the product.org.joda.beans.MetaProperty<Payment>
ResolvedCmsTrade.Meta. premium()
The meta-property for thepremium
property.Methods in com.opengamma.strata.product.cms with parameters of type Payment Modifier and Type Method Description ResolvedCmsTrade.Builder
ResolvedCmsTrade.Builder. premium(Payment premium)
Sets the optional premium of the product. -
Uses of Payment in com.opengamma.strata.product.credit
Methods in com.opengamma.strata.product.credit that return types with arguments of type Payment Modifier and Type Method Description Optional<Payment>
ResolvedCdsIndexTrade. getUpfrontFee()
Gets the upfront fee of the product.Optional<Payment>
ResolvedCdsTrade. getUpfrontFee()
Gets the upfront fee of the product.org.joda.beans.MetaProperty<Payment>
ResolvedCdsIndexTrade.Meta. upfrontFee()
The meta-property for theupfrontFee
property.org.joda.beans.MetaProperty<Payment>
ResolvedCdsTrade.Meta. upfrontFee()
The meta-property for theupfrontFee
property.Methods in com.opengamma.strata.product.credit with parameters of type Payment Modifier and Type Method Description ResolvedCdsIndexTrade.Builder
ResolvedCdsIndexTrade.Builder. upfrontFee(Payment upfrontFee)
Sets the upfront fee of the product.ResolvedCdsTrade.Builder
ResolvedCdsTrade.Builder. upfrontFee(Payment upfrontFee)
Sets the upfront fee of the product. -
Uses of Payment in com.opengamma.strata.product.fx
Methods in com.opengamma.strata.product.fx that return Payment Modifier and Type Method Description Payment
FxSingle. getBaseCurrencyPayment()
Gets the payment in the base currency, positive if receiving, negative if paying.Payment
ResolvedFxSingle. getBaseCurrencyPayment()
Gets the payment in the base currency, positive if receiving, negative if paying.Payment
FxSingle. getCounterCurrencyPayment()
Gets the payment in the counter currency, positive if receiving, negative if paying.Payment
ResolvedFxSingle. getCounterCurrencyPayment()
Gets the payment in the counter currency, positive if receiving, negative if paying.Methods in com.opengamma.strata.product.fx that return types with arguments of type Payment Modifier and Type Method Description org.joda.beans.MetaProperty<Payment>
FxSingle.Meta. baseCurrencyPayment()
The meta-property for thebaseCurrencyPayment
property.org.joda.beans.MetaProperty<Payment>
ResolvedFxSingle.Meta. baseCurrencyPayment()
The meta-property for thebaseCurrencyPayment
property.org.joda.beans.MetaProperty<Payment>
FxSingle.Meta. counterCurrencyPayment()
The meta-property for thecounterCurrencyPayment
property.org.joda.beans.MetaProperty<Payment>
ResolvedFxSingle.Meta. counterCurrencyPayment()
The meta-property for thecounterCurrencyPayment
property.Methods in com.opengamma.strata.product.fx with parameters of type Payment Modifier and Type Method Description static FxSingle
FxSingle. of(Payment payment1, Payment payment2)
Creates anFxSingle
from two payments.static FxSingle
FxSingle. of(Payment payment1, Payment payment2, BusinessDayAdjustment paymentDateAdjustment)
Creates anFxSingle
from two payments, specifying a date adjustment.static ResolvedFxSingle
ResolvedFxSingle. of(Payment payment1, Payment payment2)
Creates anResolvedFxSingle
from two equivalent payments in different currencies. -
Uses of Payment in com.opengamma.strata.product.fxopt
Methods in com.opengamma.strata.product.fxopt that return Payment Modifier and Type Method Description Payment
ResolvedFxSingleBarrierOptionTrade. getPremium()
Gets the premium of the FX option.Payment
ResolvedFxVanillaOptionTrade. getPremium()
Gets the premium of the FX option.Methods in com.opengamma.strata.product.fxopt that return types with arguments of type Payment Modifier and Type Method Description org.joda.beans.MetaProperty<Payment>
ResolvedFxSingleBarrierOptionTrade.Meta. premium()
The meta-property for thepremium
property.org.joda.beans.MetaProperty<Payment>
ResolvedFxVanillaOptionTrade.Meta. premium()
The meta-property for thepremium
property.Methods in com.opengamma.strata.product.fxopt with parameters of type Payment Modifier and Type Method Description ResolvedFxSingleBarrierOptionTrade.Builder
ResolvedFxSingleBarrierOptionTrade.Builder. premium(Payment premium)
Sets the premium of the FX option.ResolvedFxVanillaOptionTrade.Builder
ResolvedFxVanillaOptionTrade.Builder. premium(Payment premium)
Sets the premium of the FX option. -
Uses of Payment in com.opengamma.strata.product.payment
Methods in com.opengamma.strata.product.payment that return Payment Modifier and Type Method Description Payment
ResolvedBulletPayment. getPayment()
Gets the payment to be made.Methods in com.opengamma.strata.product.payment that return types with arguments of type Payment Modifier and Type Method Description org.joda.beans.MetaProperty<Payment>
ResolvedBulletPayment.Meta. payment()
The meta-property for thepayment
property.Methods in com.opengamma.strata.product.payment with parameters of type Payment Modifier and Type Method Description static ResolvedBulletPayment
ResolvedBulletPayment. of(Payment payment)
Obtains an instance of a resolved bullet payment.ResolvedBulletPayment.Builder
ResolvedBulletPayment.Builder. payment(Payment payment)
Sets the payment to be made. -
Uses of Payment in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return Payment Modifier and Type Method Description Payment
KnownAmountNotionalSwapPaymentPeriod. getPayment()
Gets the payment.Payment
KnownAmountSwapPaymentPeriod. getPayment()
Gets the payment.Payment
NotionalExchange. getPayment()
Gets the notional exchange payment.Methods in com.opengamma.strata.product.swap that return types with arguments of type Payment Modifier and Type Method Description org.joda.beans.MetaProperty<Payment>
KnownAmountNotionalSwapPaymentPeriod.Meta. payment()
The meta-property for thepayment
property.org.joda.beans.MetaProperty<Payment>
KnownAmountSwapPaymentPeriod.Meta. payment()
The meta-property for thepayment
property.org.joda.beans.MetaProperty<Payment>
NotionalExchange.Meta. payment()
The meta-property for thepayment
property.Methods in com.opengamma.strata.product.swap with parameters of type Payment Modifier and Type Method Description static KnownAmountNotionalSwapPaymentPeriod
KnownAmountNotionalSwapPaymentPeriod. of(Payment payment, SchedulePeriod period, CurrencyAmount notional)
Obtains an instance based on a payment, schedule period and notional.static KnownAmountNotionalSwapPaymentPeriod
KnownAmountNotionalSwapPaymentPeriod. of(Payment payment, SchedulePeriod period, CurrencyAmount notional, FxIndexObservation fxResetObservation)
Obtains an instance based on a payment, schedule period, notional and FX reset.static KnownAmountSwapPaymentPeriod
KnownAmountSwapPaymentPeriod. of(Payment payment, SchedulePeriod period)
Obtains an instance based on a payment and schedule period.static NotionalExchange
NotionalExchange. of(Payment payment)
Obtains an instance from the payment.KnownAmountNotionalSwapPaymentPeriod.Builder
KnownAmountNotionalSwapPaymentPeriod.Builder. payment(Payment payment)
Sets the payment.KnownAmountSwapPaymentPeriod.Builder
KnownAmountSwapPaymentPeriod.Builder. payment(Payment payment)
Sets the payment. -
Uses of Payment in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return Payment Modifier and Type Method Description Payment
ResolvedSwaptionTrade. getPremium()
Gets the premium of the swaption.Methods in com.opengamma.strata.product.swaption that return types with arguments of type Payment Modifier and Type Method Description org.joda.beans.MetaProperty<Payment>
ResolvedSwaptionTrade.Meta. premium()
The meta-property for thepremium
property.Methods in com.opengamma.strata.product.swaption with parameters of type Payment Modifier and Type Method Description static ResolvedSwaptionTrade
ResolvedSwaptionTrade. of(TradeInfo info, ResolvedSwaption product, Payment premium)
Obtains an instance of a resolved Swaption trade.static SwaptionTrade
SwaptionTrade. of(TradeInfo info, Swaption product, Payment premium)
Obtains an instance of a Swaption trade with a fixed payment.ResolvedSwaptionTrade.Builder
ResolvedSwaptionTrade.Builder. premium(Payment premium)
Sets the premium of the swaption.
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