Uses of Class com.opengamma.strata.product.cms.CmsPeriod (OpenGamma Strata)

Packages that use CmsPeriod
Package	Description
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.impl.cms
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.

Uses of CmsPeriod in com.opengamma.strata.pricer.cms

Methods in com.opengamma.strata.pricer.cms with parameters of type CmsPeriod
Modifier and Type	Method	Description
`double`	SabrExtrapolationReplicationCmsPeriodPricer.`adjustedForwardRate(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)`	Computes the adjusted forward rate for a CMS coupon.
`double`	SabrExtrapolationReplicationCmsPeriodPricer.`adjustmentToForwardRate(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)`	Computes the adjustment to the forward rate for a CMS coupon.
`void`	SabrExtrapolationReplicationCmsPeriodPricer.`explainPresentValue(CmsPeriod period, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities, ExplainMapBuilder builder)`	Explains the present value of the CMS period.
`CurrencyAmount`	SabrExtrapolationReplicationCmsPeriodPricer.`presentValue(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)`	Computes the present value by replication in SABR framework with extrapolation on the right.
`PointSensitivityBuilder`	SabrExtrapolationReplicationCmsPeriodPricer.`presentValueSensitivityModelParamsSabr(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)`	Computes the present value sensitivity to SABR parameters by replication in SABR framework with extrapolation on the right.
`PointSensitivityBuilder`	SabrExtrapolationReplicationCmsPeriodPricer.`presentValueSensitivityRates(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)`	Computes the present value curve sensitivity by replication in SABR framework with extrapolation on the right.
`double`	SabrExtrapolationReplicationCmsPeriodPricer.`presentValueSensitivityStrike(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)`	Computes the present value sensitivity to strike by replication in SABR framework with extrapolation on the right.

Uses of CmsPeriod in com.opengamma.strata.pricer.impl.cms

Methods in com.opengamma.strata.pricer.impl.cms with parameters of type CmsPeriod
Modifier and Type	Method	Description
`double`	DiscountingCmsPeriodPricer.`forwardRate(CmsPeriod cmsPeriod, RatesProvider provider)`	Computes the forward rate associated to the swap underlying the CMS period.
`CurrencyAmount`	BlackFlatCmsPeriodPricer.`presentValue(CmsPeriod cmsPeriod, RatesProvider provider, SwaptionVolatilities swaptionVolatilities)`	Computes the present value by replication in SABR framework with extrapolation on the right.
`CurrencyAmount`	DiscountingCmsPeriodPricer.`presentValue(CmsPeriod cmsPeriod, RatesProvider provider)`	Computes the present value of CMS coupon by simple forward rate estimation.
`PointSensitivityBuilder`	DiscountingCmsPeriodPricer.`presentValueSensitivity(CmsPeriod cmsPeriod, RatesProvider provider)`	Computes the present value curve sensitivity by simple forward rate estimation.

Uses of CmsPeriod in com.opengamma.strata.product.cms

Methods in com.opengamma.strata.product.cms that return CmsPeriod
Modifier and Type	Method	Description
`CmsPeriod`	CmsPeriod.Builder.`build()`
`CmsPeriod`	CmsPeriod.`toCouponEquivalent()`	Return the CMS coupon equivalent to the period.

Methods in com.opengamma.strata.product.cms that return types with arguments of type CmsPeriod
Modifier and Type	Method	Description
`Class<? extends CmsPeriod>`	CmsPeriod.Meta.`beanType()`
`org.joda.beans.MetaProperty<ImmutableList<CmsPeriod>>`	ResolvedCmsLeg.Meta.`cmsPeriods()`	The meta-property for the `cmsPeriods` property.
`ImmutableList<CmsPeriod>`	ResolvedCmsLeg.`getCmsPeriods()`	Gets the periodic payments based on the successive observed values of a swap index.

Methods in com.opengamma.strata.product.cms with parameters of type CmsPeriod
Modifier and Type	Method	Description
`ResolvedCmsLeg.Builder`	ResolvedCmsLeg.Builder.`cmsPeriods(CmsPeriod... cmsPeriods)`	Sets the `cmsPeriods` property in the builder from an array of objects.

Method parameters in com.opengamma.strata.product.cms with type arguments of type CmsPeriod
Modifier and Type	Method	Description
`ResolvedCmsLeg.Builder`	ResolvedCmsLeg.Builder.`cmsPeriods(List<CmsPeriod> cmsPeriods)`	Sets the periodic payments based on the successive observed values of a swap index.