Uses of Class
com.opengamma.strata.product.cms.ResolvedCms

Packages that use ResolvedCms

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

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

Methods in com.opengamma.strata.pricer.cms with parameters of type ResolvedCms

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingCmsProductPricer.currencyExposure(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the currency exposure of the product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.currencyExposure(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the currency exposure of the product.
MultiCurrencyAmount	DiscountingCmsProductPricer.currentCash(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the current cash of the product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.currentCash(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the product.
ExplainMap	SabrExtrapolationReplicationCmsProductPricer.explainPresentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Explains the present value of the CMS product.
ExplainMap	SabrExtrapolationReplicationCmsTradePricer.explainPresentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Explains the present value of the CMS trade.
MultiCurrencyAmount	DiscountingCmsProductPricer.presentValue(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the present value of the CMS product by simple forward estimation.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.presentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS product.
PointSensitivityBuilder	DiscountingCmsProductPricer.presentValueSensitivity(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS product by simple forward estimation.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityModelParamsSabr(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityRates(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS product.
double	SabrExtrapolationReplicationCmsProductPricer.presentValueSensitivityStrike(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the strike value.

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

Methods in com.opengamma.strata.product.cms that return ResolvedCms

Modifier and Type	Method	Description
ResolvedCms	ResolvedCmsTrade.getProduct()	Gets the resolved CMS product.
static ResolvedCms	ResolvedCms.of(ResolvedCmsLeg cmsLeg)	Obtains an instance from a CMS leg with no pay leg.
static ResolvedCms	ResolvedCms.of(ResolvedCmsLeg cmsLeg, ResolvedSwapLeg payLeg)	Obtains an instance from a CMS leg and a pay leg.
ResolvedCms	Cms.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.cms that return types with arguments of type ResolvedCms

Modifier and Type	Method	Description
Class<? extends ResolvedCms>	ResolvedCms.Meta.beanType()
org.joda.beans.BeanBuilder<? extends ResolvedCms>	ResolvedCms.Meta.builder()
org.joda.beans.MetaProperty<ResolvedCms>	ResolvedCmsTrade.Meta.product()	The meta-property for the product property.

Methods in com.opengamma.strata.product.cms with parameters of type ResolvedCms

Modifier and Type	Method	Description
ResolvedCmsTrade.Builder	ResolvedCmsTrade.Builder.product(ResolvedCms product)	Sets the resolved CMS product.