Uses of Class
com.opengamma.strata.product.swap.NotionalExchange
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Packages that use NotionalExchange 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 NotionalExchange in com.opengamma.strata.pricer.impl.swap
Methods in com.opengamma.strata.pricer.impl.swap with parameters of type NotionalExchange Modifier and Type Method Description MultiCurrencyAmount
DiscountingNotionalExchangePricer. currencyExposure(NotionalExchange event, RatesProvider provider)
double
DiscountingNotionalExchangePricer. currentCash(NotionalExchange event, RatesProvider provider)
void
DiscountingNotionalExchangePricer. explainPresentValue(NotionalExchange event, RatesProvider provider, ExplainMapBuilder builder)
double
DiscountingNotionalExchangePricer. forecastValue(NotionalExchange event, RatesProvider provider)
PointSensitivityBuilder
DiscountingNotionalExchangePricer. forecastValueSensitivity(NotionalExchange event, RatesProvider provider)
double
DiscountingNotionalExchangePricer. presentValue(NotionalExchange event, RatesProvider provider)
PointSensitivityBuilder
DiscountingNotionalExchangePricer. presentValueSensitivity(NotionalExchange event, RatesProvider provider)
Constructor parameters in com.opengamma.strata.pricer.impl.swap with type arguments of type NotionalExchange Constructor Description DispatchingSwapPaymentEventPricer(SwapPaymentEventPricer<NotionalExchange> notionalExchangePricer, SwapPaymentEventPricer<FxResetNotionalExchange> fxResetNotionalExchangePricer)
Creates an instance. -
Uses of NotionalExchange in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return NotionalExchange Modifier and Type Method Description NotionalExchange
NotionalExchange. adjustPaymentDate(TemporalAdjuster adjuster)
static NotionalExchange
NotionalExchange. of(CurrencyAmount paymentAmount, LocalDate paymentDate)
Obtains an instance from the amount and date.static NotionalExchange
NotionalExchange. of(Payment payment)
Obtains an instance from the payment.Methods in com.opengamma.strata.product.swap that return types with arguments of type NotionalExchange Modifier and Type Method Description Class<? extends NotionalExchange>
NotionalExchange.Meta. beanType()
org.joda.beans.BeanBuilder<? extends NotionalExchange>
NotionalExchange.Meta. builder()
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