Uses of Class
com.opengamma.strata.product.capfloor.IborCapFloorLeg
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Packages that use IborCapFloorLeg Package Description com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor. -
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Uses of IborCapFloorLeg in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return IborCapFloorLeg Modifier and Type Method Description default IborCapFloorLeg
IborCapletFloorletVolatilityDefinition. createCap(LocalDate startDate, LocalDate endDate, double strike)
Creates a standard cap from start date, end date and strike. -
Uses of IborCapFloorLeg in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return IborCapFloorLeg Modifier and Type Method Description IborCapFloorLeg
IborCapFloorLeg.Builder. build()
IborCapFloorLeg
IborCapFloor. getCapFloorLeg()
Gets the Ibor cap/floor leg of the product.Methods in com.opengamma.strata.product.capfloor that return types with arguments of type IborCapFloorLeg Modifier and Type Method Description Class<? extends IborCapFloorLeg>
IborCapFloorLeg.Meta. beanType()
org.joda.beans.MetaProperty<IborCapFloorLeg>
IborCapFloor.Meta. capFloorLeg()
The meta-property for thecapFloorLeg
property.Methods in com.opengamma.strata.product.capfloor with parameters of type IborCapFloorLeg Modifier and Type Method Description static IborCapFloor
IborCapFloor. of(IborCapFloorLeg capFloorLeg)
Obtains an instance from a cap/floor leg with no pay leg.static IborCapFloor
IborCapFloor. of(IborCapFloorLeg capFloorLeg, SwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg.
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