Uses of Class
com.opengamma.strata.product.swap.Swap
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Packages that use Swap Package Description com.opengamma.strata.loader.csv Loader that reads market data from CSV files.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. -
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Uses of Swap in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv with parameters of type Swap Modifier and Type Method Description static void
CsvWriterUtils. writeSwap(CsvOutput.CsvRowOutputWithHeaders csv, Swap product)
Write a Swap to CSV -
Uses of Swap in com.opengamma.strata.product.dsf
Methods in com.opengamma.strata.product.dsf that return Swap Modifier and Type Method Description Swap
Dsf. getUnderlyingSwap()
Gets the underlying swap.Swap
DsfSecurity. getUnderlyingSwap()
Gets the underlying swap.Methods in com.opengamma.strata.product.dsf that return types with arguments of type Swap Modifier and Type Method Description org.joda.beans.MetaProperty<Swap>
Dsf.Meta. underlyingSwap()
The meta-property for theunderlyingSwap
property.org.joda.beans.MetaProperty<Swap>
DsfSecurity.Meta. underlyingSwap()
The meta-property for theunderlyingSwap
property.Methods in com.opengamma.strata.product.dsf with parameters of type Swap Modifier and Type Method Description Dsf.Builder
Dsf.Builder. underlyingSwap(Swap underlyingSwap)
Sets the underlying swap.DsfSecurity.Builder
DsfSecurity.Builder. underlyingSwap(Swap underlyingSwap)
Sets the underlying swap. -
Uses of Swap in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return Swap Modifier and Type Method Description Swap
Swap.Builder. build()
Swap
SwapTrade. getProduct()
Gets the swap product that was agreed when the trade occurred.static Swap
Swap. of(SwapLeg... legs)
Creates a swap from one or more swap legs.static Swap
Swap. of(List<? extends SwapLeg> legs)
Creates a swap from one or more swap legs.Swap
Swap. replaceStartDate(LocalDate adjustedStartDate)
Returns an instance based on this swap with the start date replaced.Methods in com.opengamma.strata.product.swap that return types with arguments of type Swap Modifier and Type Method Description Class<? extends Swap>
Swap.Meta. beanType()
org.joda.beans.MetaProperty<Swap>
SwapTrade.Meta. product()
The meta-property for theproduct
property.Methods in com.opengamma.strata.product.swap with parameters of type Swap Modifier and Type Method Description static SwapTrade
SwapTrade. of(TradeInfo info, Swap product)
Obtains an instance of a Swap trade.SwapTrade.Builder
SwapTrade.Builder. product(Swap product)
Sets the swap product that was agreed when the trade occurred. -
Uses of Swap in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return Swap Modifier and Type Method Description Swap
Swaption. exercise(LocalDate exerciseDate, ReferenceData refData)
Exercises the swaption into a swap at one of the optional exercise dates.Swap
Swaption. getUnderlying()
Gets the underlying swap.Methods in com.opengamma.strata.product.swaption that return types with arguments of type Swap Modifier and Type Method Description org.joda.beans.MetaProperty<Swap>
Swaption.Meta. underlying()
The meta-property for theunderlying
property.Methods in com.opengamma.strata.product.swaption with parameters of type Swap Modifier and Type Method Description Swaption.Builder
Swaption.Builder. underlying(Swap underlying)
Sets the underlying swap.
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