Uses of Class
com.opengamma.strata.product.swap.ResolvedSwap

Packages that use ResolvedSwap

Package	Description
com.opengamma.strata.pricer.impl.rate.swap
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

Uses of ResolvedSwap in com.opengamma.strata.pricer.impl.rate.swap

Methods in com.opengamma.strata.pricer.impl.rate.swap with parameters of type ResolvedSwap

Modifier and Type	Method	Description
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivitySwap(ResolvedSwap swap, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of swap.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentSwap(ResolvedSwap swap, RatesProvider ratesProvider)	Computes cash flow equivalent of swap.

Uses of ResolvedSwap in com.opengamma.strata.pricer.swap

Methods in com.opengamma.strata.pricer.swap with parameters of type ResolvedSwap

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingSwapProductPricer.accruedInterest(ResolvedSwap swap, RatesProvider provider)	Calculates the accrued interest since the last payment.
CashFlows	DiscountingSwapProductPricer.cashFlows(ResolvedSwap swap, RatesProvider provider)	Calculates the future cash flows of the swap product.
MultiCurrencyAmount	DiscountingSwapProductPricer.currencyExposure(ResolvedSwap swap, RatesProvider provider)	Calculates the currency exposure of the swap product.
MultiCurrencyAmount	DiscountingSwapProductPricer.currentCash(ResolvedSwap swap, RatesProvider provider)	Calculates the current cash of the swap product.
ExplainMap	DiscountingSwapProductPricer.explainPresentValue(ResolvedSwap swap, RatesProvider provider)	Explains the present value of the swap product.
MultiCurrencyAmount	DiscountingSwapProductPricer.forecastValue(ResolvedSwap swap, RatesProvider provider)	Calculates the forecast value of the swap product.
PointSensitivityBuilder	DiscountingSwapProductPricer.forecastValueSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the forecast value sensitivity of the swap product.
double	DiscountingSwapProductPricer.marketQuote(ResolvedSwap swap, RatesProvider provider)	Computes the market quote of swaps.
PointSensitivityBuilder	DiscountingSwapProductPricer.marketQuoteSensitivity(ResolvedSwap swap, RatesProvider provider)	Computes the market quote curve sensitivity for swaps.
double	DiscountingSwapProductPricer.parRate(ResolvedSwap swap, RatesProvider provider)	Computes the par rate for swaps with a fixed leg.
PointSensitivityBuilder	DiscountingSwapProductPricer.parRateSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the par rate curve sensitivity for a swap with a fixed leg.
double	DiscountingSwapProductPricer.parSpread(ResolvedSwap swap, RatesProvider provider)	Computes the par spread for swaps.
PointSensitivityBuilder	DiscountingSwapProductPricer.parSpreadSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the par spread curve sensitivity for a swap.
CurrencyAmount	DiscountingSwapProductPricer.presentValue(ResolvedSwap swap, Currency currency, RatesProvider provider)	Calculates the present value of the swap product, converted to the specified currency.
MultiCurrencyAmount	DiscountingSwapProductPricer.presentValue(ResolvedSwap swap, RatesProvider provider)	Calculates the present value of the swap product.
PointSensitivityBuilder	DiscountingSwapProductPricer.presentValueSensitivity(ResolvedSwap swap, Currency currency, RatesProvider provider)	Calculates the present value sensitivity of the swap product converted in a given currency.
PointSensitivityBuilder	DiscountingSwapProductPricer.presentValueSensitivity(ResolvedSwap swap, RatesProvider provider)	Calculates the present value sensitivity of the swap product.

Uses of ResolvedSwap in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption with parameters of type ResolvedSwap

Modifier and Type	Method	Description
protected ResolvedSwapLeg	VolatilitySwaptionCashParYieldProductPricer.fixedLeg(ResolvedSwap swap)	Checks that there is exactly one fixed leg and returns it.
protected ResolvedSwapLeg	VolatilitySwaptionPhysicalProductPricer.fixedLeg(ResolvedSwap swap)	Checks that there is exactly one fixed leg and returns it.

Uses of ResolvedSwap in com.opengamma.strata.product.cms

Methods in com.opengamma.strata.product.cms that return ResolvedSwap

Modifier and Type	Method	Description
ResolvedSwap	CmsPeriod.getUnderlyingSwap()	Gets the underlying swap.

Methods in com.opengamma.strata.product.cms that return types with arguments of type ResolvedSwap

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ResolvedSwap>	CmsPeriod.Meta.underlyingSwap()	The meta-property for the underlyingSwap property.

Methods in com.opengamma.strata.product.cms with parameters of type ResolvedSwap

Modifier and Type	Method	Description
CmsPeriod.Builder	CmsPeriod.Builder.underlyingSwap(ResolvedSwap underlyingSwap)	Sets the underlying swap.

Uses of ResolvedSwap in com.opengamma.strata.product.dsf

Methods in com.opengamma.strata.product.dsf that return ResolvedSwap

Modifier and Type	Method	Description
ResolvedSwap	ResolvedDsf.getUnderlyingSwap()	Gets the underlying swap.

Methods in com.opengamma.strata.product.dsf that return types with arguments of type ResolvedSwap

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ResolvedSwap>	ResolvedDsf.Meta.underlyingSwap()	The meta-property for the underlyingSwap property.

Methods in com.opengamma.strata.product.dsf with parameters of type ResolvedSwap

Modifier and Type	Method	Description
ResolvedDsf.Builder	ResolvedDsf.Builder.underlyingSwap(ResolvedSwap underlyingSwap)	Sets the underlying swap.

Uses of ResolvedSwap in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return ResolvedSwap

Modifier and Type	Method	Description
ResolvedSwap	ResolvedSwap.Builder.build()
ResolvedSwap	ResolvedSwapTrade.getProduct()	Gets the resolved Swap product.
static ResolvedSwap	ResolvedSwap.of(ResolvedSwapLeg... legs)	Creates a swap from one or more swap legs.
ResolvedSwap	Swap.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.swap that return types with arguments of type ResolvedSwap

Modifier and Type	Method	Description
Class<? extends ResolvedSwap>	ResolvedSwap.Meta.beanType()
org.joda.beans.MetaProperty<ResolvedSwap>	ResolvedSwapTrade.Meta.product()	The meta-property for the product property.

Methods in com.opengamma.strata.product.swap with parameters of type ResolvedSwap

Modifier and Type	Method	Description
static ResolvedSwapTrade	ResolvedSwapTrade.of(TradeInfo info, ResolvedSwap product)	Obtains an instance of a resolved Swap trade.
ResolvedSwapTrade.Builder	ResolvedSwapTrade.Builder.product(ResolvedSwap product)	Sets the resolved Swap product.

Uses of ResolvedSwap in com.opengamma.strata.product.swaption

Methods in com.opengamma.strata.product.swaption that return ResolvedSwap

Modifier and Type	Method	Description
ResolvedSwap	ResolvedSwaption.getUnderlying()	Gets the underlying swap.

Methods in com.opengamma.strata.product.swaption that return types with arguments of type ResolvedSwap

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ResolvedSwap>	ResolvedSwaption.Meta.underlying()	The meta-property for the underlying property.

Methods in com.opengamma.strata.product.swaption with parameters of type ResolvedSwap

Modifier and Type	Method	Description
ResolvedSwaption.Builder	ResolvedSwaption.Builder.underlying(ResolvedSwap underlying)	Sets the underlying swap.