Uses of Class
com.opengamma.strata.basics.date.BusinessDayAdjustment
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Packages that use BusinessDayAdjustment Package Description com.opengamma.strata.basics.date Tools for working with dates.com.opengamma.strata.basics.schedule Basic financial tools for working with date-based schedules.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.loader.fpml Loader that can convert files to financial instruments.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.swaption Calculators for swaptions.com.opengamma.strata.product.credit.type Conventions and templates to aid the construction of credit instruments.com.opengamma.strata.product.deposit Entity objects describing financial instruments representing a simple deposit with interest.com.opengamma.strata.product.deposit.type Conventions and templates to aid the construction of deposits.com.opengamma.strata.product.fra Entity objects describing a forward rate agreement (FRA).com.opengamma.strata.product.fra.type Conventions and templates to aid the construction of FRAs.com.opengamma.strata.product.fx Entity objects describing financial instruments in the foreign exchange market.com.opengamma.strata.product.fx.type Conventions and templates to aid the construction of foreign exchange products.com.opengamma.strata.product.index.type Conventions and templates to aid the construction of rate index products.com.opengamma.strata.product.swap Entity objects describing a swap.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
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Uses of BusinessDayAdjustment in com.opengamma.strata.basics.date
Fields in com.opengamma.strata.basics.date declared as BusinessDayAdjustment Modifier and Type Field Description static BusinessDayAdjustment
BusinessDayAdjustment. NONE
An instance that performs no adjustment.Methods in com.opengamma.strata.basics.date that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
BusinessDayAdjustment.Builder. build()
BusinessDayAdjustment
AdjustableDate. getAdjustment()
Gets the business day adjustment that is to be applied to the unadjusted date.BusinessDayAdjustment
AdjustableDates. getAdjustment()
Gets the business day adjustment that is to be applied to the unadjusted dates.BusinessDayAdjustment
DaysAdjustment. getAdjustment()
Gets the business day adjustment that is performed to the result of the addition.BusinessDayAdjustment
PeriodAdjustment. getAdjustment()
Gets the business day adjustment that is performed to the result of the addition.BusinessDayAdjustment
TenorAdjustment. getAdjustment()
Gets the business day adjustment that is performed to the result of the addition.static BusinessDayAdjustment
BusinessDayAdjustment. of(BusinessDayConvention convention, HolidayCalendarId calendar)
Obtains an instance using the specified convention and calendar.Methods in com.opengamma.strata.basics.date that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
AdjustableDate.Meta. adjustment()
The meta-property for theadjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
AdjustableDates.Meta. adjustment()
The meta-property for theadjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
DaysAdjustment.Meta. adjustment()
The meta-property for theadjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
PeriodAdjustment.Meta. adjustment()
The meta-property for theadjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
TenorAdjustment.Meta. adjustment()
The meta-property for theadjustment
property.Class<? extends BusinessDayAdjustment>
BusinessDayAdjustment.Meta. beanType()
Methods in com.opengamma.strata.basics.date with parameters of type BusinessDayAdjustment Modifier and Type Method Description DaysAdjustment.Builder
DaysAdjustment.Builder. adjustment(BusinessDayAdjustment adjustment)
Sets the business day adjustment that is performed to the result of the addition.PeriodAdjustment.Builder
PeriodAdjustment.Builder. adjustment(BusinessDayAdjustment adjustment)
Sets the business day adjustment that is performed to the result of the addition.TenorAdjustment.Builder
TenorAdjustment.Builder. adjustment(BusinessDayAdjustment adjustment)
Sets the business day adjustment that is performed to the result of the addition.static AdjustableDate
AdjustableDate. of(LocalDate unadjusted, BusinessDayAdjustment adjustment)
Obtains an instance with a business day adjustment.static AdjustableDates
AdjustableDates. of(BusinessDayAdjustment adjustment, LocalDate firstDate, LocalDate... remainingDates)
Obtains an instance with a business day adjustment.static AdjustableDates
AdjustableDates. of(BusinessDayAdjustment adjustment, List<LocalDate> dates)
Obtains an instance with a business day adjustment.static PeriodAdjustment
PeriodAdjustment. of(Period period, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified period.static TenorAdjustment
TenorAdjustment. of(Tenor tenor, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor.static DaysAdjustment
DaysAdjustment. ofBusinessDays(int numberOfDays, HolidayCalendarId holidayCalendar, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of business days.static DaysAdjustment
DaysAdjustment. ofCalendarDays(int numberOfDays, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of calendar days.static PeriodAdjustment
PeriodAdjustment. ofLastBusinessDay(Period period, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified period using the last business day of month convention.static TenorAdjustment
TenorAdjustment. ofLastBusinessDay(Tenor tenor, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.static PeriodAdjustment
PeriodAdjustment. ofLastDay(Period period, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified period using the last day of month convention.static TenorAdjustment
TenorAdjustment. ofLastDay(Tenor tenor, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor using the last day of month convention. -
Uses of BusinessDayAdjustment in com.opengamma.strata.basics.schedule
Methods in com.opengamma.strata.basics.schedule that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
PeriodicSchedule. getBusinessDayAdjustment()
Gets the business day adjustment to apply.Methods in com.opengamma.strata.basics.schedule that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
PeriodicSchedule.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
PeriodicSchedule.Meta. endDateBusinessDayAdjustment()
The meta-property for theendDateBusinessDayAdjustment
property.Optional<BusinessDayAdjustment>
PeriodicSchedule. getEndDateBusinessDayAdjustment()
Gets the optional business day adjustment to apply to the end date.Optional<BusinessDayAdjustment>
PeriodicSchedule. getStartDateBusinessDayAdjustment()
Gets the optional business day adjustment to apply to the start date.org.joda.beans.MetaProperty<BusinessDayAdjustment>
PeriodicSchedule.Meta. startDateBusinessDayAdjustment()
The meta-property for thestartDateBusinessDayAdjustment
property.Methods in com.opengamma.strata.basics.schedule with parameters of type BusinessDayAdjustment Modifier and Type Method Description PeriodicSchedule.Builder
PeriodicSchedule.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply.PeriodicSchedule.Builder
PeriodicSchedule.Builder. endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the optional business day adjustment to apply to the end date.static PeriodicSchedule
PeriodicSchedule. of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, boolean preferEndOfMonth)
Obtains an instance based on a stub convention and end-of-month flag.static PeriodicSchedule
PeriodicSchedule. of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, RollConvention rollConvention)
Obtains an instance based on roll and stub conventions.PeriodicSchedule.Builder
PeriodicSchedule.Builder. startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the optional business day adjustment to apply to the start date.PeriodicSchedule
SchedulePeriod. subSchedule(Frequency frequency, RollConvention rollConvention, StubConvention stubConvention, BusinessDayAdjustment adjustment)
Creates a sub-schedule within this period. -
Uses of BusinessDayAdjustment in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description static Optional<BusinessDayAdjustment>
CsvLoaderUtils. parseBusinessDayAdjustment(CsvRow row, String conventionField, String calendarField)
Parses a business day adjustment. -
Uses of BusinessDayAdjustment in com.opengamma.strata.loader.fpml
Methods in com.opengamma.strata.loader.fpml that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
FpmlDocument. parseBusinessDayAdjustments(XmlElement baseEl)
Converts an FpML 'BusinessDayAdjustments' to aBusinessDayAdjustment
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Uses of BusinessDayAdjustment in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
DepositIsdaCreditCurveNode. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date.BusinessDayAdjustment
SwapIsdaCreditCurveNode. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date, end date and accrual schedule.Methods in com.opengamma.strata.market.curve that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
DepositIsdaCreditCurveNode.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
SwapIsdaCreditCurveNode.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Methods in com.opengamma.strata.market.curve with parameters of type BusinessDayAdjustment Modifier and Type Method Description DepositIsdaCreditCurveNode.Builder
DepositIsdaCreditCurveNode.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date.SwapIsdaCreditCurveNode.Builder
SwapIsdaCreditCurveNode.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start date, end date and accrual schedule.static DepositIsdaCreditCurveNode
DepositIsdaCreditCurveNode. of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount)
Returns a curve node for a term deposit.static SwapIsdaCreditCurveNode
SwapIsdaCreditCurveNode. of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)
Returns a curve node for a standard fixed-Ibor swap. -
Uses of BusinessDayAdjustment in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
FxOptionVolatilitiesNode. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the delivery date.Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
FxOptionVolatilitiesNode.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Methods in com.opengamma.strata.measure.fxopt with parameters of type BusinessDayAdjustment Modifier and Type Method Description FxOptionVolatilitiesNode.Builder
FxOptionVolatilitiesNode.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the delivery date.static FxOptionVolatilitiesNode
FxOptionVolatilitiesNode. of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)
Creates an instance. -
Uses of BusinessDayAdjustment in com.opengamma.strata.pricer.swaption
Methods in com.opengamma.strata.pricer.swaption with parameters of type BusinessDayAdjustment Modifier and Type Method Description Pair<Double,Double>
SabrSwaptionCalibrator. calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double blackVolatility, double shiftInput, DoubleArray startParameters, double shiftOutput)
Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.Pair<Double,Double>
SabrSwaptionCalibrator. calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, double normalVolatility, DoubleArray startParameters, double shiftOutput)
Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.Pair<LeastSquareResultsWithTransform,DoubleArray>
SabrSwaptionCalibrator. calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray blackVolatilitiesInput, double shiftInput, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)
Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.Pair<LeastSquareResultsWithTransform,DoubleArray>
SabrSwaptionCalibrator. calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray normalVolatilities, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)
Calibrate the SABR parameters to a set of normal volatilities at given moneyness.Pair<LeastSquareResultsWithTransform,DoubleArray>
SabrSwaptionCalibrator. calibrateLsShiftedFromPrices(BusinessDayAdjustment bda, ZonedDateTime calibrationDateTime, DayCount dayCount, Period periodToExpiry, double forward, DoubleArray strikesLike, ValueType strikeType, DoubleArray prices, DoubleArray startParameters, BitSet fixedParameters, double shiftOutput)
Calibrate the SABR parameters to a set of option prices at given moneyness. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.credit.type
Methods in com.opengamma.strata.product.credit.type that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
ImmutableCdsConvention. getBusinessDayAdjustment()
Gets the business day adjustment to apply to payment schedule dates.BusinessDayAdjustment
ImmutableCdsConvention. getEndDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.BusinessDayAdjustment
ImmutableCdsConvention. getStartDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.Methods in com.opengamma.strata.product.credit.type that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableCdsConvention.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableCdsConvention.Meta. endDateBusinessDayAdjustment()
The meta-property for theendDateBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableCdsConvention.Meta. startDateBusinessDayAdjustment()
The meta-property for thestartDateBusinessDayAdjustment
property.Methods in com.opengamma.strata.product.credit.type with parameters of type BusinessDayAdjustment Modifier and Type Method Description ImmutableCdsConvention.Builder
ImmutableCdsConvention.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to payment schedule dates.ImmutableCdsConvention.Builder
ImmutableCdsConvention.Builder. endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the end date, optional with defaulting getter.static ImmutableCdsConvention
ImmutableCdsConvention. of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)
Obtains a convention based on the specified parameters.ImmutableCdsConvention.Builder
ImmutableCdsConvention.Builder. startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the start date, optional with defaulting getter. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.deposit
Methods in com.opengamma.strata.product.deposit that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
IborFixingDeposit.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
TermDeposit.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Optional<BusinessDayAdjustment>
IborFixingDeposit. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date, optional.Optional<BusinessDayAdjustment>
TermDeposit. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date, optional.Methods in com.opengamma.strata.product.deposit with parameters of type BusinessDayAdjustment Modifier and Type Method Description IborFixingDeposit.Builder
IborFixingDeposit.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional.TermDeposit.Builder
TermDeposit.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.deposit.type
Methods in com.opengamma.strata.product.deposit.type that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
ImmutableIborFixingDepositConvention. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.BusinessDayAdjustment
ImmutableTermDepositConvention. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date.Methods in com.opengamma.strata.product.deposit.type that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableIborFixingDepositConvention.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableTermDepositConvention.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Methods in com.opengamma.strata.product.deposit.type with parameters of type BusinessDayAdjustment Modifier and Type Method Description ImmutableIborFixingDepositConvention.Builder
ImmutableIborFixingDepositConvention.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.ImmutableTermDepositConvention.Builder
ImmutableTermDepositConvention.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date.static ImmutableTermDepositConvention
ImmutableTermDepositConvention. of(String name, Currency currency, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.fra
Methods in com.opengamma.strata.product.fra that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
Fra.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Optional<BusinessDayAdjustment>
Fra. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date, optional.Methods in com.opengamma.strata.product.fra with parameters of type BusinessDayAdjustment Modifier and Type Method Description Fra.Builder
Fra.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.fra.type
Methods in com.opengamma.strata.product.fra.type that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
ImmutableFraConvention. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.Methods in com.opengamma.strata.product.fra.type that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableFraConvention.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Methods in com.opengamma.strata.product.fra.type with parameters of type BusinessDayAdjustment Modifier and Type Method Description ImmutableFraConvention.Builder
ImmutableFraConvention.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.fx
Methods in com.opengamma.strata.product.fx that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description Optional<BusinessDayAdjustment>
FxSingle. getPaymentDateAdjustment()
Gets the payment date adjustment, optional.org.joda.beans.MetaProperty<BusinessDayAdjustment>
FxSingle.Meta. paymentDateAdjustment()
The meta-property for thepaymentDateAdjustment
property.Methods in com.opengamma.strata.product.fx with parameters of type BusinessDayAdjustment Modifier and Type Method Description static FxSingle
FxSingle. of(CurrencyAmount amount1, CurrencyAmount amount2, LocalDate paymentDate, BusinessDayAdjustment paymentDateAdjustment)
Creates anFxSingle
from two amounts and the value date, specifying a date adjustment.static FxSingle
FxSingle. of(CurrencyAmount amount, FxRate fxRate, LocalDate paymentDate, BusinessDayAdjustment paymentDateAdjustment)
Creates anFxSingle
using a rate, specifying a date adjustment.static FxSingle
FxSingle. of(Payment payment1, Payment payment2, BusinessDayAdjustment paymentDateAdjustment)
Creates anFxSingle
from two payments, specifying a date adjustment.static FxSwap
FxSwap. of(CurrencyAmount amount, FxRate nearRate, LocalDate nearDate, FxRate farRate, LocalDate farDate, BusinessDayAdjustment paymentDateAdjustment)
Creates anFxSwap
using two FX rates, near and far, specifying a date adjustment.static FxSwap
FxSwap. ofForwardPoints(CurrencyAmount amount, FxRate nearRate, double decimalForwardPoints, LocalDate nearDate, LocalDate farDate, BusinessDayAdjustment paymentDateAdjustment)
Creates anFxSwap
using decimal forward points, specifying a date adjustment. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.fx.type
Methods in com.opengamma.strata.product.fx.type that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
ImmutableFxSwapConvention. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.Methods in com.opengamma.strata.product.fx.type that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableFxSwapConvention.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Methods in com.opengamma.strata.product.fx.type with parameters of type BusinessDayAdjustment Modifier and Type Method Description ImmutableFxSwapConvention.Builder
ImmutableFxSwapConvention.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.static ImmutableFxSwapConvention
ImmutableFxSwapConvention. of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment)
Obtains a convention based on the specified currency pair, spot date offset and adjustment. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.index.type
Methods in com.opengamma.strata.product.index.type that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
ImmutableIborFutureContractSpec. getBusinessDayAdjustment()
Gets the business day adjustment to apply to the reference date.BusinessDayAdjustment
ImmutableIborFutureConvention. getBusinessDayAdjustment()
Deprecated.Gets the business day adjustment to apply to the reference date.BusinessDayAdjustment
ImmutableOvernightFutureContractSpec. getStartDateAdjustment()
Gets the business day adjustment to apply to get the start date.Methods in com.opengamma.strata.product.index.type that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
ImmutableIborFutureConvention.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Methods in com.opengamma.strata.product.index.type with parameters of type BusinessDayAdjustment Modifier and Type Method Description ImmutableIborFutureContractSpec.Builder
ImmutableIborFutureContractSpec.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the reference date.ImmutableIborFutureConvention.Builder
ImmutableIborFutureConvention.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to the reference date.ImmutableOvernightFutureContractSpec.Builder
ImmutableOvernightFutureContractSpec.Builder. startDateAdjustment(BusinessDayAdjustment startDateAdjustment)
Sets the business day adjustment to apply to get the start date. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
ResetSchedule. getBusinessDayAdjustment()
Gets the business day adjustment to apply to each reset date.BusinessDayAdjustment
RatePeriodSwapLeg. getPaymentBusinessDayAdjustment()
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.Methods in com.opengamma.strata.product.swap that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
PaymentSchedule.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
ResetSchedule.Meta. businessDayAdjustment()
The meta-property for thebusinessDayAdjustment
property.Optional<BusinessDayAdjustment>
PaymentSchedule. getBusinessDayAdjustment()
Gets the business day adjustment to apply, optional.org.joda.beans.MetaProperty<BusinessDayAdjustment>
RatePeriodSwapLeg.Meta. paymentBusinessDayAdjustment()
The meta-property for thepaymentBusinessDayAdjustment
property.Methods in com.opengamma.strata.product.swap with parameters of type BusinessDayAdjustment Modifier and Type Method Description PaymentSchedule.Builder
PaymentSchedule.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply, optional.ResetSchedule.Builder
ResetSchedule.Builder. businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply to each reset date.RatePeriodSwapLeg.Builder
RatePeriodSwapLeg.Builder. paymentBusinessDayAdjustment(BusinessDayAdjustment paymentBusinessDayAdjustment)
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return BusinessDayAdjustment Modifier and Type Method Description BusinessDayAdjustment
FixedRateSwapLegConvention. getAccrualBusinessDayAdjustment()
Gets the business day adjustment to apply to accrual schedule dates.BusinessDayAdjustment
FloatRateSwapLegConvention. getAccrualBusinessDayAdjustment()
Gets the business day adjustment to apply to accrual schedule dates.BusinessDayAdjustment
IborRateSwapLegConvention. getAccrualBusinessDayAdjustment()
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.BusinessDayAdjustment
OvernightRateSwapLegConvention. getAccrualBusinessDayAdjustment()
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.BusinessDayAdjustment
FixedRateSwapLegConvention. getEndDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.BusinessDayAdjustment
FloatRateSwapLegConvention. getEndDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the end date.BusinessDayAdjustment
IborRateSwapLegConvention. getEndDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.BusinessDayAdjustment
OvernightRateSwapLegConvention. getEndDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.BusinessDayAdjustment
FixedRateSwapLegConvention. getStartDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.BusinessDayAdjustment
FloatRateSwapLegConvention. getStartDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date.BusinessDayAdjustment
IborRateSwapLegConvention. getStartDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.BusinessDayAdjustment
OvernightRateSwapLegConvention. getStartDateBusinessDayAdjustment()
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type BusinessDayAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<BusinessDayAdjustment>
FixedRateSwapLegConvention.Meta. accrualBusinessDayAdjustment()
The meta-property for theaccrualBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
IborRateSwapLegConvention.Meta. accrualBusinessDayAdjustment()
The meta-property for theaccrualBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
InflationRateSwapLegConvention.Meta. accrualBusinessDayAdjustment()
The meta-property for theaccrualBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
OvernightRateSwapLegConvention.Meta. accrualBusinessDayAdjustment()
The meta-property for theaccrualBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
FixedRateSwapLegConvention.Meta. endDateBusinessDayAdjustment()
The meta-property for theendDateBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
IborRateSwapLegConvention.Meta. endDateBusinessDayAdjustment()
The meta-property for theendDateBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
OvernightRateSwapLegConvention.Meta. endDateBusinessDayAdjustment()
The meta-property for theendDateBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
FixedRateSwapLegConvention.Meta. startDateBusinessDayAdjustment()
The meta-property for thestartDateBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
IborRateSwapLegConvention.Meta. startDateBusinessDayAdjustment()
The meta-property for thestartDateBusinessDayAdjustment
property.org.joda.beans.MetaProperty<BusinessDayAdjustment>
OvernightRateSwapLegConvention.Meta. startDateBusinessDayAdjustment()
The meta-property for thestartDateBusinessDayAdjustment
property.Methods in com.opengamma.strata.product.swap.type with parameters of type BusinessDayAdjustment Modifier and Type Method Description FixedRateSwapLegConvention.Builder
FixedRateSwapLegConvention.Builder. accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.InflationRateSwapLegConvention.Builder
InflationRateSwapLegConvention.Builder. accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. accrualBusinessDayAdjustment(BusinessDayAdjustment accrualBusinessDayAdjustment)
Sets the business day adjustment to apply to accrual schedule dates.FixedRateSwapLegConvention.Builder
FixedRateSwapLegConvention.Builder. endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the end date, optional with defaulting getter.IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the end date, optional with defaulting getter.OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the end date, optional with defaulting getter.static FixedRateSwapLegConvention
FixedRateSwapLegConvention. of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)
Obtains a convention based on the specified parameters.static InflationRateSwapLegConvention
InflationRateSwapLegConvention. of(PriceIndex index, Period lag, PriceIndexCalculationMethod priceIndexCalculationMethod, BusinessDayAdjustment businessDayAdjustment)
Obtains a convention based on the specified index.FixedRateSwapLegConvention.Builder
FixedRateSwapLegConvention.Builder. startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the start date, optional with defaulting getter.IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the start date, optional with defaulting getter.OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the business day adjustment to apply to the start date, optional with defaulting getter. -
Uses of BusinessDayAdjustment in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption with parameters of type BusinessDayAdjustment Modifier and Type Method Description static SwaptionExercise
SwaptionExercise. ofAmerican(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, DaysAdjustment swapStartDateOffset)
Obtains an instance for an American swaption.static SwaptionExercise
SwaptionExercise. ofBermudan(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, Frequency frequency, DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption where the dates are calculated.
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