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

Packages that use ResolvedSwapLeg

Package	Description
com.opengamma.strata.market.amount	Defines representations of amounts typically used as result types.
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.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Uses of ResolvedSwapLeg in com.opengamma.strata.market.amount

Methods in com.opengamma.strata.market.amount with parameters of type ResolvedSwapLeg

Modifier and Type	Method	Description
static SwapLegAmount	SwapLegAmount.of(ResolvedSwapLeg leg, CurrencyAmount amount)	Obtains an instance from a swap leg and amount.

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

Methods in com.opengamma.strata.pricer.impl.rate.swap that return ResolvedSwapLeg

Modifier and Type	Method	Description
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentFixedLeg(ResolvedSwapLeg fixedLeg, RatesProvider ratesProvider)	Computes cash flow equivalent of fixed leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentIborLeg(ResolvedSwapLeg iborLeg, RatesProvider ratesProvider)	Computes cash flow equivalent of Ibor leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentOnLeg(ResolvedSwapLeg onLeg, RatesProvider multicurve)	Computes cash flow equivalent of overnight leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentSwap(ResolvedSwap swap, RatesProvider ratesProvider)	Computes cash flow equivalent of swap.

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

Modifier and Type	Method	Description
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityFixedLeg(ResolvedSwapLeg fixedLeg, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of fixed leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityIborLeg(ResolvedSwapLeg iborLeg, RatesProvider ratesProvider)	Computes cash flow equivalent and sensitivity of Ibor leg.
static ImmutableMap<Payment,PointSensitivityBuilder>	CashFlowEquivalentCalculator.cashFlowEquivalentAndSensitivityOnLeg(ResolvedSwapLeg onLeg, RatesProvider multicurve)	Computes cash flow equivalent of and sensitivity overnight leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentFixedLeg(ResolvedSwapLeg fixedLeg, RatesProvider ratesProvider)	Computes cash flow equivalent of fixed leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentIborLeg(ResolvedSwapLeg iborLeg, RatesProvider ratesProvider)	Computes cash flow equivalent of Ibor leg.
static ResolvedSwapLeg	CashFlowEquivalentCalculator.cashFlowEquivalentOnLeg(ResolvedSwapLeg onLeg, RatesProvider multicurve)	Computes cash flow equivalent of overnight leg.
static List<Payment>	CashFlowEquivalentCalculator.normalize(ResolvedSwapLeg input)	Extract the payments from the NotionalExchange in the SwapLeg.

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

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

Modifier and Type	Method	Description
CurrencyAmount	DiscountingSwapLegPricer.accruedInterest(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the accrued interest since the last payment.
double	DiscountingSwapLegPricer.annuityCash(ResolvedSwapLeg fixedLeg, double yield)	Computes the conventional cash annuity from a swap leg.
ValueDerivatives	DiscountingSwapLegPricer.annuityCashDerivative(ResolvedSwapLeg fixedLeg, double yield)	Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.
CashFlows	DiscountingSwapLegPricer.cashFlows(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the future cash flows of the swap leg.
double	DiscountingSwapLegPricer.couponEquivalent(ResolvedSwapLeg leg, RatesProvider provider, double pvbp)	Calculates the coupon equivalent of a swap leg.
MultiCurrencyAmount	DiscountingSwapLegPricer.currencyExposure(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the currency exposure of the swap leg.
CurrencyAmount	DiscountingSwapLegPricer.currentCash(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the current cash of the swap leg.
ExplainMap	DiscountingSwapLegPricer.explainPresentValue(ResolvedSwapLeg leg, RatesProvider provider)	Explain present value for a swap leg.
CurrencyAmount	DiscountingSwapLegPricer.forecastValue(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the forecast value of the swap leg.
PointSensitivityBuilder	DiscountingSwapLegPricer.forecastValueSensitivity(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the forecast value sensitivity of the swap leg.
CurrencyAmount	DiscountingSwapLegPricer.presentValue(ResolvedSwapLeg leg, Currency currency, RatesProvider provider)	Calculates the present value of the swap leg, converted to the specified currency.
CurrencyAmount	DiscountingSwapLegPricer.presentValue(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the present value of the swap leg.
PointSensitivityBuilder	DiscountingSwapLegPricer.presentValueSensitivity(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the present value sensitivity of the swap leg.
double	DiscountingSwapLegPricer.pvbp(ResolvedSwapLeg leg, RatesProvider provider)	Computes the Present Value of a Basis Point for a swap leg.
PointSensitivityBuilder	DiscountingSwapLegPricer.pvbpSensitivity(ResolvedSwapLeg fixedLeg, RatesProvider provider)	Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.

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

Methods in com.opengamma.strata.pricer.swaption that return ResolvedSwapLeg

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.

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

Modifier and Type	Method	Description
protected double	VolatilitySwaptionCashParYieldProductPricer.calculateNumeraire(ResolvedSwaption swaption, ResolvedSwapLeg fixedLeg, double forward, RatesProvider ratesProvider)	Calculates the numeraire, used to multiply the results.
protected double	VolatilitySwaptionCashParYieldProductPricer.calculateStrike(ResolvedSwapLeg fixedLeg)	Calculates the strike.

Uses of ResolvedSwapLeg in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return types with arguments of type ResolvedSwapLeg

Modifier and Type	Method	Description
Optional<ResolvedSwapLeg>	ResolvedIborCapFloor.getPayLeg()	Gets the optional pay leg of the product.
org.joda.beans.MetaProperty<ResolvedSwapLeg>	ResolvedIborCapFloor.Meta.payLeg()	The meta-property for the payLeg property.

Methods in com.opengamma.strata.product.capfloor with parameters of type ResolvedSwapLeg

Modifier and Type	Method	Description
static ResolvedIborCapFloor	ResolvedIborCapFloor.of(ResolvedIborCapFloorLeg capFloorLeg, ResolvedSwapLeg payLeg)	Obtains an instance from a cap/floor leg and a pay leg.

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

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

Modifier and Type	Method	Description
Optional<ResolvedSwapLeg>	ResolvedCms.getPayLeg()	Gets the optional pay leg of the product.
org.joda.beans.MetaProperty<ResolvedSwapLeg>	ResolvedCms.Meta.payLeg()	The meta-property for the payLeg property.

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

Modifier and Type	Method	Description
static ResolvedCms	ResolvedCms.of(ResolvedCmsLeg cmsLeg, ResolvedSwapLeg payLeg)	Obtains an instance from a CMS leg and a pay leg.

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

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

Modifier and Type	Method	Description
ResolvedSwapLeg	ResolvedSwapLeg.Builder.build()
ResolvedSwapLeg	KnownAmountSwapLeg.resolve(ReferenceData refData)	Converts this swap leg to the equivalent ResolvedSwapLeg.
ResolvedSwapLeg	RateCalculationSwapLeg.resolve(ReferenceData refData)	Converts this swap leg to the equivalent ResolvedSwapLeg.
ResolvedSwapLeg	RatePeriodSwapLeg.resolve(ReferenceData refData)	Converts this swap leg to the equivalent ResolvedSwapLeg.
ResolvedSwapLeg	SwapLeg.resolve(ReferenceData refData)	Resolves this swap leg using the specified reference data.

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

Modifier and Type	Method	Description
Class<? extends ResolvedSwapLeg>	ResolvedSwapLeg.Meta.beanType()
Optional<ResolvedSwapLeg>	ResolvedSwap.getLeg(PayReceive payReceive)	Gets the first pay or receive leg of the swap.
ImmutableList<ResolvedSwapLeg>	ResolvedSwap.getLegs()	Gets the legs of the swap.
ImmutableList<ResolvedSwapLeg>	ResolvedSwap.getLegs(SwapLegType type)	Gets the legs of the swap with the specified type.
Optional<ResolvedSwapLeg>	ResolvedSwap.getPayLeg()	Gets the first pay leg of the swap.
Optional<ResolvedSwapLeg>	ResolvedSwap.getReceiveLeg()	Gets the first receive leg of the swap.
org.joda.beans.MetaProperty<ImmutableList<ResolvedSwapLeg>>	ResolvedSwap.Meta.legs()	The meta-property for the legs property.

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

Modifier and Type	Method	Description
ResolvedSwap.Builder	ResolvedSwap.Builder.legs(ResolvedSwapLeg... legs)	Sets the legs property in the builder from an array of objects.
static ResolvedSwap	ResolvedSwap.of(ResolvedSwapLeg... legs)	Creates a swap from one or more swap legs.

Method parameters in com.opengamma.strata.product.swap with type arguments of type ResolvedSwapLeg

Modifier and Type	Method	Description
ResolvedSwap.Builder	ResolvedSwap.Builder.legs(List<ResolvedSwapLeg> legs)	Sets the legs of the swap.