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

Packages that use ResolvedSwapTrade

Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Uses of ResolvedSwapTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return ResolvedSwapTrade

Modifier and Type	Method	Description
ResolvedSwapTrade	FixedIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedInflationSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedOvernightSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	IborIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	OvernightIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	ThreeLegBasisSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	XCcyIborIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	FixedInflationSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	FixedOvernightSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	IborIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	OvernightIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	ThreeLegBasisSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	XCcyIborIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)

Uses of ResolvedSwapTrade in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap with parameters of type ResolvedSwapTrade

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	SwapTradeCalculations.accruedInterest(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates accrued interest across one or more scenarios.
MultiCurrencyAmount	SwapTradeCalculations.accruedInterest(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates accrued interest for a single set of market data.
ScenarioArray<CashFlows>	SwapTradeCalculations.cashFlows(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
CashFlows	SwapTradeCalculations.cashFlows(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates cash flows for a single set of market data.
MultiCurrencyScenarioArray	SwapTradeCalculations.currencyExposure(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	SwapTradeCalculations.currencyExposure(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyScenarioArray	SwapTradeCalculations.currentCash(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
MultiCurrencyAmount	SwapTradeCalculations.currentCash(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
ScenarioArray<ExplainMap>	SwapTradeCalculations.explainPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Explains the present value calculation across one or more scenarios.
ExplainMap	SwapTradeCalculations.explainPresentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Explains the present value calculation for a single set of market data.
LegAmounts	SwapTradeCalculations.legInitialNotional(ResolvedSwapTrade trade)	Calculates the initial notional of each leg.
ScenarioArray<LegAmounts>	SwapTradeCalculations.legPresentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates the present value of each leg across one or more scenarios.
LegAmounts	SwapTradeCalculations.legPresentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates the present value of each leg for a single set of market data.
DoubleScenarioArray	SwapTradeCalculations.parRate(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
double	SwapTradeCalculations.parRate(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates par rate for a single set of market data.
DoubleScenarioArray	SwapTradeCalculations.parSpread(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
double	SwapTradeCalculations.parSpread(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
MultiCurrencyScenarioArray	SwapTradeCalculations.presentValue(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
MultiCurrencyAmount	SwapTradeCalculations.presentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	SwapTradeCalculations.pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	SwapTradeCalculations.pv01CalibratedBucketed(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	SwapTradeCalculations.pv01CalibratedSum(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	SwapTradeCalculations.pv01CalibratedSum(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	SwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	SwapTradeCalculations.pv01MarketQuoteBucketed(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	SwapTradeCalculations.pv01MarketQuoteSum(ResolvedSwapTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	SwapTradeCalculations.pv01MarketQuoteSum(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of ResolvedSwapTrade in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve with type parameters of type ResolvedSwapTrade

Modifier and Type	Field	Description
static MarketQuoteMeasure<ResolvedSwapTrade>	MarketQuoteMeasure.SWAP_MQ	The measure for ResolvedSwapTrade using par rate discounting.
static TradeCalibrationMeasure<ResolvedSwapTrade>	TradeCalibrationMeasure.SWAP_PAR_SPREAD	The calibrator for ResolvedSwapTrade using par spread discounting.
static PresentValueCalibrationMeasure<ResolvedSwapTrade>	PresentValueCalibrationMeasure.SWAP_PV	The calibrator for SwapTrade using present value discounting.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingSwapTradePricer.accruedInterest(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the accrued interest since the last payment.
CashFlows	DiscountingSwapTradePricer.cashFlows(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the future cash flows of the swap trade.
MultiCurrencyAmount	DiscountingSwapTradePricer.currencyExposure(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the currency exposure of the swap trade.
MultiCurrencyAmount	DiscountingSwapTradePricer.currentCash(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the current cash of the swap trade.
ExplainMap	DiscountingSwapTradePricer.explainPresentValue(ResolvedSwapTrade trade, RatesProvider provider)	Explains the present value of the swap trade.
MultiCurrencyAmount	DiscountingSwapTradePricer.forecastValue(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the forecast value of the swap trade.
PointSensitivities	DiscountingSwapTradePricer.forecastValueSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the forecast value sensitivity of the swap trade.
double	DiscountingSwapTradePricer.parRate(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par rate of the swap trade.
PointSensitivities	DiscountingSwapTradePricer.parRateSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity of the swap trade.
double	DiscountingSwapTradePricer.parSpread(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par spread of the swap trade.
PointSensitivities	DiscountingSwapTradePricer.parSpreadSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity of the swap trade.
CurrencyAmount	DiscountingSwapTradePricer.presentValue(ResolvedSwapTrade trade, Currency currency, RatesProvider provider)	Calculates the present value of the swap trade, converted to the specified currency.
MultiCurrencyAmount	DiscountingSwapTradePricer.presentValue(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the present value of the swap trade.
PointSensitivities	DiscountingSwapTradePricer.presentValueSensitivity(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the swap trade.

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

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

Modifier and Type	Method	Description
ResolvedSwapTrade	ResolvedSwapTrade.Builder.build()
static ResolvedSwapTrade	ResolvedSwapTrade.of(TradeInfo info, ResolvedSwap product)	Obtains an instance of a resolved Swap trade.
ResolvedSwapTrade	SwapTrade.resolve(ReferenceData refData)

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

Modifier and Type	Method	Description
Class<? extends ResolvedSwapTrade>	ResolvedSwapTrade.Meta.beanType()