Uses of Package
com.opengamma.strata.product.cms
-
Packages that use com.opengamma.strata.product.cms Package Description com.opengamma.strata.measure.cms Calculation functions for constant maturity swap (CMS) products.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. -
Classes in com.opengamma.strata.product.cms used by com.opengamma.strata.measure.cms Class Description CmsTrade A trade in a constant maturity swap (CMS).ResolvedCmsTrade A trade in a constant maturity swap (CMS), resolved for pricing. -
Classes in com.opengamma.strata.product.cms used by com.opengamma.strata.pricer.cms Class Description CmsPeriod A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.ResolvedCms A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.ResolvedCmsLeg A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.ResolvedCmsTrade A trade in a constant maturity swap (CMS), resolved for pricing. -
Classes in com.opengamma.strata.product.cms used by com.opengamma.strata.pricer.impl.cms Class Description CmsPeriod A period over which a CMS coupon or CMS caplet/floorlet payoff is paid. -
Classes in com.opengamma.strata.product.cms used by com.opengamma.strata.product.cms Class Description Cms A constant maturity swap (CMS) or CMS cap/floor.Cms.Meta The meta-bean forCms
.CmsLeg A CMS leg of a constant maturity swap (CMS) product.CmsLeg.Builder The bean-builder forCmsLeg
.CmsLeg.Meta The meta-bean forCmsLeg
.CmsPeriod A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.CmsPeriod.Builder The bean-builder forCmsPeriod
.CmsPeriod.Meta The meta-bean forCmsPeriod
.CmsPeriodType A CMS payment period type.CmsTrade A trade in a constant maturity swap (CMS).CmsTrade.Builder The bean-builder forCmsTrade
.CmsTrade.Meta The meta-bean forCmsTrade
.ResolvedCms A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.ResolvedCms.Meta The meta-bean forResolvedCms
.ResolvedCmsLeg A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.ResolvedCmsLeg.Builder The bean-builder forResolvedCmsLeg
.ResolvedCmsLeg.Meta The meta-bean forResolvedCmsLeg
.ResolvedCmsTrade A trade in a constant maturity swap (CMS), resolved for pricing.ResolvedCmsTrade.Builder The bean-builder forResolvedCmsTrade
.ResolvedCmsTrade.Meta The meta-bean forResolvedCmsTrade
.