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 ValueScheduleValueSchedule. ALWAYS_0A value schedule that always has the value zero.static ValueScheduleValueSchedule. ALWAYS_1A value schedule that always has the value one.Methods in com.opengamma.strata.basics.value that return ValueSchedule Modifier and Type Method Description ValueScheduleValueSchedule.Builder. build()static ValueScheduleValueSchedule. of(double value)Obtains an instance from a single value that does not change over time.static ValueScheduleValueSchedule. of(double initialValue, ValueStep... steps)Obtains an instance from an initial value and a list of changes.static ValueScheduleValueSchedule. of(double initialValue, ValueStepSequence stepSequence)Obtains an instance from an initial value and a sequence of steps.static ValueScheduleValueSchedule. 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() -
Uses of ValueSchedule in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return ValueSchedule Modifier and Type Method Description ValueScheduleIborCapFloorLeg. 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 thecapScheduleproperty.org.joda.beans.MetaProperty<ValueSchedule>IborCapFloorLeg.Meta. floorSchedule()The meta-property for thefloorScheduleproperty.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 thenotionalproperty.Methods in com.opengamma.strata.product.capfloor with parameters of type ValueSchedule Modifier and Type Method Description IborCapFloorLeg.BuilderIborCapFloorLeg.Builder. capSchedule(ValueSchedule capSchedule)Sets the cap schedule, optional.IborCapFloorLeg.BuilderIborCapFloorLeg.Builder. floorSchedule(ValueSchedule floorSchedule)Sets the floor schedule, optional.IborCapFloorLeg.BuilderIborCapFloorLeg.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 ValueScheduleCmsLeg. 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 thecapScheduleproperty.org.joda.beans.MetaProperty<ValueSchedule>CmsLeg.Meta. floorSchedule()The meta-property for thefloorScheduleproperty.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 thenotionalproperty.Methods in com.opengamma.strata.product.cms with parameters of type ValueSchedule Modifier and Type Method Description CmsLeg.BuilderCmsLeg.Builder. capSchedule(ValueSchedule capSchedule)Sets the cap schedule, optional.CmsLeg.BuilderCmsLeg.Builder. floorSchedule(ValueSchedule floorSchedule)Sets the floor schedule, optional.CmsLeg.BuilderCmsLeg.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 ValueScheduleKnownAmountSwapLeg. getAmount()Gets the known amount schedule.ValueScheduleNotionalSchedule. getAmount()Gets the notional amount.ValueScheduleFixedRateCalculation. 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 theamountproperty.org.joda.beans.MetaProperty<ValueSchedule>NotionalSchedule.Meta. amount()The meta-property for theamountproperty.org.joda.beans.MetaProperty<ValueSchedule>IborRateCalculation.Meta. gearing()The meta-property for thegearingproperty.org.joda.beans.MetaProperty<ValueSchedule>InflationRateCalculation.Meta. gearing()The meta-property for thegearingproperty.org.joda.beans.MetaProperty<ValueSchedule>OvernightRateCalculation.Meta. gearing()The meta-property for thegearingproperty.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 therateproperty.org.joda.beans.MetaProperty<ValueSchedule>IborRateCalculation.Meta. spread()The meta-property for thespreadproperty.org.joda.beans.MetaProperty<ValueSchedule>OvernightRateCalculation.Meta. spread()The meta-property for thespreadproperty.Methods in com.opengamma.strata.product.swap with parameters of type ValueSchedule Modifier and Type Method Description KnownAmountSwapLeg.BuilderKnownAmountSwapLeg.Builder. amount(ValueSchedule amount)Sets the known amount schedule.NotionalSchedule.BuilderNotionalSchedule.Builder. amount(ValueSchedule amount)Sets the notional amount.IborRateCalculation.BuilderIborRateCalculation.Builder. gearing(ValueSchedule gearing)Sets the gearing multiplier, optional.InflationRateCalculation.BuilderInflationRateCalculation.Builder. gearing(ValueSchedule gearing)Sets the gearing multiplier, optional.OvernightRateCalculation.BuilderOvernightRateCalculation.Builder. gearing(ValueSchedule gearing)Sets the gearing multiplier, optional.static NotionalScheduleNotionalSchedule. of(Currency currency, ValueSchedule amountSchedule)Obtains an instance with a notional amount that can change over time.FixedRateCalculation.BuilderFixedRateCalculation.Builder. rate(ValueSchedule rate)Sets the interest rate to be paid.IborRateCalculation.BuilderIborRateCalculation.Builder. spread(ValueSchedule spread)Sets the spread rate, with a 5% rate expressed as 0.05, optional.OvernightRateCalculation.BuilderOvernightRateCalculation.Builder. spread(ValueSchedule spread)Sets the spread rate, optional.
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