Uses of Interface
com.opengamma.strata.product.swap.SwapLeg
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Packages that use SwapLeg Package Description 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. -
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Uses of SwapLeg in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return types with arguments of type SwapLeg Modifier and Type Method Description Optional<SwapLeg>
IborCapFloor. getPayLeg()
Gets the optional pay leg of the product.org.joda.beans.MetaProperty<SwapLeg>
IborCapFloor.Meta. payLeg()
The meta-property for thepayLeg
property.Methods in com.opengamma.strata.product.capfloor with parameters of type SwapLeg Modifier and Type Method Description static IborCapFloor
IborCapFloor. of(IborCapFloorLeg capFloorLeg, SwapLeg payLeg)
Obtains an instance from a cap/floor leg and a pay leg. -
Uses of SwapLeg in com.opengamma.strata.product.cms
Methods in com.opengamma.strata.product.cms that return types with arguments of type SwapLeg Modifier and Type Method Description Optional<SwapLeg>
Cms. getPayLeg()
Gets the optional pay leg of the product.org.joda.beans.MetaProperty<SwapLeg>
Cms.Meta. payLeg()
The meta-property for thepayLeg
property.Methods in com.opengamma.strata.product.cms with parameters of type SwapLeg Modifier and Type Method Description static Cms
Cms. of(CmsLeg cmsLeg, SwapLeg payLeg)
Obtains an instance from a CMS leg and a pay leg. -
Uses of SwapLeg in com.opengamma.strata.product.swap
Subinterfaces of SwapLeg in com.opengamma.strata.product.swap Modifier and Type Interface Description interface
ScheduledSwapLeg
A swap leg that defines dates using a schedule.Classes in com.opengamma.strata.product.swap that implement SwapLeg Modifier and Type Class Description class
KnownAmountSwapLeg
A fixed swap leg defined in terms of known amounts.class
RateCalculationSwapLeg
A rate swap leg defined using a parameterized schedule and calculation.class
RatePeriodSwapLeg
A rate swap leg defined using payment and accrual periods.Methods in com.opengamma.strata.product.swap that return SwapLeg Modifier and Type Method Description default SwapLeg
SwapLeg. replaceStartDate(LocalDate adjustedStartDate)
Returns an instance based on this leg with the start date replaced.Methods in com.opengamma.strata.product.swap that return types with arguments of type SwapLeg Modifier and Type Method Description Optional<SwapLeg>
Swap. getLeg(PayReceive payReceive)
Gets the first pay or receive leg of the swap.ImmutableList<SwapLeg>
Swap. getLegs()
Gets the legs of the swap.ImmutableList<SwapLeg>
Swap. getLegs(SwapLegType type)
Gets the legs of the swap with the specified type.Optional<SwapLeg>
Swap. getPayLeg()
Gets the first pay leg of the swap.Optional<SwapLeg>
Swap. getReceiveLeg()
Gets the first receive leg of the swap.org.joda.beans.MetaProperty<ImmutableList<SwapLeg>>
Swap.Meta. legs()
The meta-property for thelegs
property.Methods in com.opengamma.strata.product.swap with parameters of type SwapLeg Modifier and Type Method Description Swap.Builder
Swap.Builder. legs(SwapLeg... legs)
Sets thelegs
property in the builder from an array of objects.static Swap
Swap. of(SwapLeg... legs)
Creates a swap from one or more swap legs.Method parameters in com.opengamma.strata.product.swap with type arguments of type SwapLeg Modifier and Type Method Description Swap.Builder
Swap.Builder. legs(List<? extends SwapLeg> legs)
Sets the legs of the swap.static Swap
Swap. of(List<? extends SwapLeg> legs)
Creates a swap from one or more swap legs.
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