Uses of Class
com.opengamma.strata.product.swap.RatePaymentPeriod
-
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. -
-
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 double
DiscountingRatePaymentPeriodPricer. accruedInterest(RatePaymentPeriod period, RatesProvider provider)
MultiCurrencyAmount
DiscountingRatePaymentPeriodPricer. currencyExposure(RatePaymentPeriod period, RatesProvider provider)
double
DiscountingRatePaymentPeriodPricer. currentCash(RatePaymentPeriod period, RatesProvider provider)
void
DiscountingRatePaymentPeriodPricer. explainPresentValue(RatePaymentPeriod paymentPeriod, RatesProvider provider, ExplainMapBuilder builder)
double
DiscountingRatePaymentPeriodPricer. forecastValue(RatePaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder
DiscountingRatePaymentPeriodPricer. forecastValueSensitivity(RatePaymentPeriod period, RatesProvider provider)
double
DiscountingRatePaymentPeriodPricer. presentValue(RatePaymentPeriod period, RatesProvider provider)
PointSensitivityBuilder
DiscountingRatePaymentPeriodPricer. presentValueSensitivity(RatePaymentPeriod period, RatesProvider provider)
double
DiscountingRatePaymentPeriodPricer. pvbp(RatePaymentPeriod paymentPeriod, RatesProvider provider)
PointSensitivityBuilder
DiscountingRatePaymentPeriodPricer. 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 RatePaymentPeriod
RatePaymentPeriod. adjustPaymentDate(TemporalAdjuster adjuster)
RatePaymentPeriod
RatePaymentPeriod.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 thepaymentPeriods
property.Methods in com.opengamma.strata.product.swap with parameters of type RatePaymentPeriod Modifier and Type Method Description RatePeriodSwapLeg.Builder
RatePeriodSwapLeg.Builder. paymentPeriods(RatePaymentPeriod... paymentPeriods)
Sets thepaymentPeriods
property 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.Builder
RatePeriodSwapLeg.Builder. paymentPeriods(List<RatePaymentPeriod> paymentPeriods)
Sets the payment periods that combine to form the swap leg.
-