Uses of Class
com.opengamma.strata.product.swap.RatePaymentPeriod
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Packages that use RatePaymentPeriod 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 RatePaymentPeriod in com.opengamma.strata.pricer.impl.swap
Methods in com.opengamma.strata.pricer.impl.swap with parameters of type RatePaymentPeriod Modifier and Type Method Description doubleDiscountingRatePaymentPeriodPricer. accruedInterest(RatePaymentPeriod period, RatesProvider provider)MultiCurrencyAmountDiscountingRatePaymentPeriodPricer. currencyExposure(RatePaymentPeriod period, RatesProvider provider)doubleDiscountingRatePaymentPeriodPricer. currentCash(RatePaymentPeriod period, RatesProvider provider)voidDiscountingRatePaymentPeriodPricer. explainPresentValue(RatePaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)doubleDiscountingRatePaymentPeriodPricer. forecastValue(RatePaymentPeriod period, RatesProvider provider)PointSensitivityBuilderDiscountingRatePaymentPeriodPricer. forecastValueSensitivity(RatePaymentPeriod period, RatesProvider provider)doubleDiscountingRatePaymentPeriodPricer. presentValue(RatePaymentPeriod period, RatesProvider provider)PointSensitivityBuilderDiscountingRatePaymentPeriodPricer. presentValueSensitivity(RatePaymentPeriod period, RatesProvider provider)doubleDiscountingRatePaymentPeriodPricer. pvbp(RatePaymentPeriod paymentPeriod, RatesProvider provider)PointSensitivityBuilderDiscountingRatePaymentPeriodPricer. pvbpSensitivity(RatePaymentPeriod paymentPeriod, RatesProvider provider)Constructor parameters in com.opengamma.strata.pricer.impl.swap with type arguments of type RatePaymentPeriod Constructor Description DispatchingSwapPaymentPeriodPricer(SwapPaymentPeriodPricer<RatePaymentPeriod> ratePaymentPeriodPricer, SwapPaymentPeriodPricer<KnownAmountSwapPaymentPeriod> knownAmountPaymentPeriodPricer)Creates an instance. -
Uses of RatePaymentPeriod in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return RatePaymentPeriod Modifier and Type Method Description RatePaymentPeriodRatePaymentPeriod. adjustPaymentDate(TemporalAdjuster adjuster)RatePaymentPeriodRatePaymentPeriod.Builder. build()Methods in com.opengamma.strata.product.swap that return types with arguments of type RatePaymentPeriod Modifier and Type Method Description Class<? extends RatePaymentPeriod>RatePaymentPeriod.Meta. beanType()ImmutableList<RatePaymentPeriod>RatePeriodSwapLeg. getPaymentPeriods()Gets the payment periods that combine to form the swap leg.org.joda.beans.MetaProperty<ImmutableList<RatePaymentPeriod>>RatePeriodSwapLeg.Meta. paymentPeriods()The meta-property for thepaymentPeriodsproperty.Methods in com.opengamma.strata.product.swap with parameters of type RatePaymentPeriod Modifier and Type Method Description RatePeriodSwapLeg.BuilderRatePeriodSwapLeg.Builder. paymentPeriods(RatePaymentPeriod... paymentPeriods)Sets thepaymentPeriodsproperty in the builder from an array of objects.Method parameters in com.opengamma.strata.product.swap with type arguments of type RatePaymentPeriod Modifier and Type Method Description RatePeriodSwapLeg.BuilderRatePeriodSwapLeg.Builder. paymentPeriods(List<RatePaymentPeriod> paymentPeriods)Sets the payment periods that combine to form the swap leg.
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