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

Packages that use ResolvedCmsLeg

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 ResolvedCmsLeg in com.opengamma.strata.pricer.cms

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

Modifier and Type	Method	Description
CurrencyAmount	DiscountingCmsLegPricer.currentCash(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Calculates the current cash of the leg.
CurrencyAmount	SabrExtrapolationReplicationCmsLegPricer.currentCash(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the leg.
ExplainMap	SabrExtrapolationReplicationCmsLegPricer.explainPresentValue(ResolvedCmsLeg cmsLeg, RatesProvider provider, SabrSwaptionVolatilities volatilities)	Explains the present value of a CMS leg.
CurrencyAmount	DiscountingCmsLegPricer.presentValue(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Computes the present value of CMS leg by simple forward rate estimation.
CurrencyAmount	SabrExtrapolationReplicationCmsLegPricer.presentValue(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS leg.
PointSensitivityBuilder	DiscountingCmsLegPricer.presentValueSensitivity(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Calculates the present value curve sensitivity of the CMS leg by simple forward rate estimation.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityModelParamsSabr(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the SABR model parameters.
PointSensitivityBuilder	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityRates(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value curve sensitivity of the CMS leg.
double	SabrExtrapolationReplicationCmsLegPricer.presentValueSensitivityStrike(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value sensitivity to the strike value.

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

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

Modifier and Type	Method	Description
ResolvedCmsLeg	ResolvedCmsLeg.Builder.build()
ResolvedCmsLeg	ResolvedCms.getCmsLeg()	Gets the CMS leg of the product.
ResolvedCmsLeg	CmsLeg.resolve(ReferenceData refData)

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

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

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

Modifier and Type	Method	Description
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.