Uses of Class
com.opengamma.strata.basics.value.ValueSchedule
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Packages that use ValueSchedule Package Description com.opengamma.strata.basics.value Basic financial tools for working with values.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.swap Entity objects describing a swap. -
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Uses of ValueSchedule in com.opengamma.strata.basics.value
Fields in com.opengamma.strata.basics.value declared as ValueSchedule Modifier and Type Field Description static ValueSchedule
ValueSchedule. ALWAYS_0
A value schedule that always has the value zero.static ValueSchedule
ValueSchedule. ALWAYS_1
A value schedule that always has the value one.Methods in com.opengamma.strata.basics.value that return ValueSchedule Modifier and Type Method Description ValueSchedule
ValueSchedule.Builder. build()
static ValueSchedule
ValueSchedule. of(double value)
Obtains an instance from a single value that does not change over time.static ValueSchedule
ValueSchedule. of(double initialValue, ValueStep... steps)
Obtains an instance from an initial value and a list of changes.static ValueSchedule
ValueSchedule. of(double initialValue, ValueStepSequence stepSequence)
Obtains an instance from an initial value and a sequence of steps.static ValueSchedule
ValueSchedule. of(double initialValue, List<ValueStep> steps)
Obtains an instance from an initial value and a list of changes.Methods in com.opengamma.strata.basics.value that return types with arguments of type ValueSchedule Modifier and Type Method Description Class<? extends ValueSchedule>
ValueSchedule.Meta. beanType()
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Uses of ValueSchedule in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return ValueSchedule Modifier and Type Method Description ValueSchedule
IborCapFloorLeg. getNotional()
Gets the notional amount, must be non-negative.Methods in com.opengamma.strata.product.capfloor that return types with arguments of type ValueSchedule Modifier and Type Method Description org.joda.beans.MetaProperty<ValueSchedule>
IborCapFloorLeg.Meta. capSchedule()
The meta-property for thecapSchedule
property.org.joda.beans.MetaProperty<ValueSchedule>
IborCapFloorLeg.Meta. floorSchedule()
The meta-property for thefloorSchedule
property.Optional<ValueSchedule>
IborCapFloorLeg. getCapSchedule()
Gets the cap schedule, optional.Optional<ValueSchedule>
IborCapFloorLeg. getFloorSchedule()
Gets the floor schedule, optional.org.joda.beans.MetaProperty<ValueSchedule>
IborCapFloorLeg.Meta. notional()
The meta-property for thenotional
property.Methods in com.opengamma.strata.product.capfloor with parameters of type ValueSchedule Modifier and Type Method Description IborCapFloorLeg.Builder
IborCapFloorLeg.Builder. capSchedule(ValueSchedule capSchedule)
Sets the cap schedule, optional.IborCapFloorLeg.Builder
IborCapFloorLeg.Builder. floorSchedule(ValueSchedule floorSchedule)
Sets the floor schedule, optional.IborCapFloorLeg.Builder
IborCapFloorLeg.Builder. notional(ValueSchedule notional)
Sets the notional amount, must be non-negative. -
Uses of ValueSchedule in com.opengamma.strata.product.cms
Methods in com.opengamma.strata.product.cms that return ValueSchedule Modifier and Type Method Description ValueSchedule
CmsLeg. getNotional()
Gets the notional amount, must be non-negative.Methods in com.opengamma.strata.product.cms that return types with arguments of type ValueSchedule Modifier and Type Method Description org.joda.beans.MetaProperty<ValueSchedule>
CmsLeg.Meta. capSchedule()
The meta-property for thecapSchedule
property.org.joda.beans.MetaProperty<ValueSchedule>
CmsLeg.Meta. floorSchedule()
The meta-property for thefloorSchedule
property.Optional<ValueSchedule>
CmsLeg. getCapSchedule()
Gets the cap schedule, optional.Optional<ValueSchedule>
CmsLeg. getFloorSchedule()
Gets the floor schedule, optional.org.joda.beans.MetaProperty<ValueSchedule>
CmsLeg.Meta. notional()
The meta-property for thenotional
property.Methods in com.opengamma.strata.product.cms with parameters of type ValueSchedule Modifier and Type Method Description CmsLeg.Builder
CmsLeg.Builder. capSchedule(ValueSchedule capSchedule)
Sets the cap schedule, optional.CmsLeg.Builder
CmsLeg.Builder. floorSchedule(ValueSchedule floorSchedule)
Sets the floor schedule, optional.CmsLeg.Builder
CmsLeg.Builder. notional(ValueSchedule notional)
Sets the notional amount, must be non-negative. -
Uses of ValueSchedule in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return ValueSchedule Modifier and Type Method Description ValueSchedule
KnownAmountSwapLeg. getAmount()
Gets the known amount schedule.ValueSchedule
NotionalSchedule. getAmount()
Gets the notional amount.ValueSchedule
FixedRateCalculation. getRate()
Gets the interest rate to be paid.Methods in com.opengamma.strata.product.swap that return types with arguments of type ValueSchedule Modifier and Type Method Description org.joda.beans.MetaProperty<ValueSchedule>
KnownAmountSwapLeg.Meta. amount()
The meta-property for theamount
property.org.joda.beans.MetaProperty<ValueSchedule>
NotionalSchedule.Meta. amount()
The meta-property for theamount
property.org.joda.beans.MetaProperty<ValueSchedule>
IborRateCalculation.Meta. gearing()
The meta-property for thegearing
property.org.joda.beans.MetaProperty<ValueSchedule>
InflationRateCalculation.Meta. gearing()
The meta-property for thegearing
property.org.joda.beans.MetaProperty<ValueSchedule>
OvernightRateCalculation.Meta. gearing()
The meta-property for thegearing
property.Optional<ValueSchedule>
IborRateCalculation. getGearing()
Gets the gearing multiplier, optional.Optional<ValueSchedule>
InflationRateCalculation. getGearing()
Gets the gearing multiplier, optional.Optional<ValueSchedule>
OvernightRateCalculation. getGearing()
Gets the gearing multiplier, optional.Optional<ValueSchedule>
IborRateCalculation. getSpread()
Gets the spread rate, with a 5% rate expressed as 0.05, optional.Optional<ValueSchedule>
OvernightRateCalculation. getSpread()
Gets the spread rate, optional.org.joda.beans.MetaProperty<ValueSchedule>
FixedRateCalculation.Meta. rate()
The meta-property for therate
property.org.joda.beans.MetaProperty<ValueSchedule>
IborRateCalculation.Meta. spread()
The meta-property for thespread
property.org.joda.beans.MetaProperty<ValueSchedule>
OvernightRateCalculation.Meta. spread()
The meta-property for thespread
property.Methods in com.opengamma.strata.product.swap with parameters of type ValueSchedule Modifier and Type Method Description KnownAmountSwapLeg.Builder
KnownAmountSwapLeg.Builder. amount(ValueSchedule amount)
Sets the known amount schedule.NotionalSchedule.Builder
NotionalSchedule.Builder. amount(ValueSchedule amount)
Sets the notional amount.IborRateCalculation.Builder
IborRateCalculation.Builder. gearing(ValueSchedule gearing)
Sets the gearing multiplier, optional.InflationRateCalculation.Builder
InflationRateCalculation.Builder. gearing(ValueSchedule gearing)
Sets the gearing multiplier, optional.OvernightRateCalculation.Builder
OvernightRateCalculation.Builder. gearing(ValueSchedule gearing)
Sets the gearing multiplier, optional.static NotionalSchedule
NotionalSchedule. of(Currency currency, ValueSchedule amountSchedule)
Obtains an instance with a notional amount that can change over time.FixedRateCalculation.Builder
FixedRateCalculation.Builder. rate(ValueSchedule rate)
Sets the interest rate to be paid.IborRateCalculation.Builder
IborRateCalculation.Builder. spread(ValueSchedule spread)
Sets the spread rate, with a 5% rate expressed as 0.05, optional.OvernightRateCalculation.Builder
OvernightRateCalculation.Builder. spread(ValueSchedule spread)
Sets the spread rate, optional.
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