Uses of Class
com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
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Packages that use KnownAmountSwapPaymentPeriod Package Description com.opengamma.strata.pricer.impl.swap Internal implementations of rate swap calculations.com.opengamma.strata.product.swap Entity objects describing a swap. -
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Uses of KnownAmountSwapPaymentPeriod in com.opengamma.strata.pricer.impl.swap
Methods in com.opengamma.strata.pricer.impl.swap with parameters of type KnownAmountSwapPaymentPeriod Modifier and Type Method Description double
DiscountingKnownAmountPaymentPeriodPricer. accruedInterest(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
MultiCurrencyAmount
DiscountingKnownAmountPaymentPeriodPricer. currencyExposure(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double
DiscountingKnownAmountPaymentPeriodPricer. currentCash(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
void
DiscountingKnownAmountPaymentPeriodPricer. explainPresentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider, ExplainMapBuilder builder)
double
DiscountingKnownAmountPaymentPeriodPricer. forecastValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder
DiscountingKnownAmountPaymentPeriodPricer. forecastValueSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double
DiscountingKnownAmountPaymentPeriodPricer. presentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder
DiscountingKnownAmountPaymentPeriodPricer. presentValueSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
double
DiscountingKnownAmountPaymentPeriodPricer. pvbp(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder
DiscountingKnownAmountPaymentPeriodPricer. pvbpSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
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Uses of KnownAmountSwapPaymentPeriod in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return KnownAmountSwapPaymentPeriod Modifier and Type Method Description KnownAmountSwapPaymentPeriod
KnownAmountSwapPaymentPeriod. adjustPaymentDate(TemporalAdjuster adjuster)
KnownAmountSwapPaymentPeriod
KnownAmountSwapPaymentPeriod.Builder. build()
static KnownAmountSwapPaymentPeriod
KnownAmountSwapPaymentPeriod. of(Payment payment, SchedulePeriod period)
Obtains an instance based on a payment and schedule period.Methods in com.opengamma.strata.product.swap that return types with arguments of type KnownAmountSwapPaymentPeriod Modifier and Type Method Description Class<? extends KnownAmountSwapPaymentPeriod>
KnownAmountSwapPaymentPeriod.Meta. beanType()
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