Uses of Class
com.opengamma.strata.market.amount.LegAmounts
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Packages that use LegAmounts Package Description com.opengamma.strata.market.amount Defines representations of amounts typically used as result types.com.opengamma.strata.measure.swap Calculation functions for swap products. -
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Uses of LegAmounts in com.opengamma.strata.market.amount
Methods in com.opengamma.strata.market.amount that return LegAmounts Modifier and Type Method Description LegAmounts
LegAmounts. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static LegAmounts
LegAmounts. of(LegAmount... amounts)
Returns an instance containing the specified leg amounts.static LegAmounts
LegAmounts. of(List<LegAmount> amounts)
Returns an instance containing the specified leg amounts.Methods in com.opengamma.strata.market.amount that return types with arguments of type LegAmounts Modifier and Type Method Description Class<? extends LegAmounts>
LegAmounts.Meta. beanType()
org.joda.beans.BeanBuilder<? extends LegAmounts>
LegAmounts.Meta. builder()
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Uses of LegAmounts in com.opengamma.strata.measure.swap
Methods in com.opengamma.strata.measure.swap that return LegAmounts Modifier and Type Method Description LegAmounts
SwapTradeCalculations. legInitialNotional(ResolvedSwapTrade trade)
Calculates the initial notional of each leg.LegAmounts
SwapTradeCalculations. legPresentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)
Calculates the present value of each leg for a single set of market data.Methods in com.opengamma.strata.measure.swap that return types with arguments of type LegAmounts Modifier and Type Method Description ScenarioArray<LegAmounts>
SwapTradeCalculations. legPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)
Calculates the present value of each leg across one or more scenarios.
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