Uses of Interface
com.opengamma.strata.product.swap.SwapPaymentEvent
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Packages that use SwapPaymentEvent Package Description com.opengamma.strata.pricer.impl.swap Internal implementations of rate swap calculations.com.opengamma.strata.pricer.swap Calculators for interest rate swaps.com.opengamma.strata.product.swap Entity objects describing a swap. -
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Uses of SwapPaymentEvent in com.opengamma.strata.pricer.impl.swap
Methods in com.opengamma.strata.pricer.impl.swap with parameters of type SwapPaymentEvent Modifier and Type Method Description MultiCurrencyAmountDispatchingSwapPaymentEventPricer. currencyExposure(SwapPaymentEvent paymentEvent, RatesProvider provider)doubleDispatchingSwapPaymentEventPricer. currentCash(SwapPaymentEvent paymentEvent, RatesProvider provider)voidDispatchingSwapPaymentEventPricer. explainPresentValue(SwapPaymentEvent paymentEvent, RatesProvider provider, ExplainMapBuilder builder)doubleDispatchingSwapPaymentEventPricer. forecastValue(SwapPaymentEvent paymentEvent, RatesProvider provider)PointSensitivityBuilderDispatchingSwapPaymentEventPricer. forecastValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider)doubleDispatchingSwapPaymentEventPricer. presentValue(SwapPaymentEvent paymentEvent, RatesProvider provider)PointSensitivityBuilderDispatchingSwapPaymentEventPricer. presentValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider) -
Uses of SwapPaymentEvent in com.opengamma.strata.pricer.swap
Classes in com.opengamma.strata.pricer.swap with type parameters of type SwapPaymentEvent Modifier and Type Interface Description interfaceSwapPaymentEventPricer<T extends SwapPaymentEvent>Pricer for payment events.Methods in com.opengamma.strata.pricer.swap that return types with arguments of type SwapPaymentEvent Modifier and Type Method Description SwapPaymentEventPricer<SwapPaymentEvent>DiscountingSwapLegPricer. getEventPricer()Gets the underlying leg pricer.static SwapPaymentEventPricer<SwapPaymentEvent>SwapPaymentEventPricer. standard()Returns the standard instance of the function.Constructor parameters in com.opengamma.strata.pricer.swap with type arguments of type SwapPaymentEvent Constructor Description DiscountingSwapLegPricer(SwapPaymentPeriodPricer<SwapPaymentPeriod> paymentPeriodPricer, SwapPaymentEventPricer<SwapPaymentEvent> paymentEventPricer)Creates an instance. -
Uses of SwapPaymentEvent in com.opengamma.strata.product.swap
Classes in com.opengamma.strata.product.swap that implement SwapPaymentEvent Modifier and Type Class Description classFxResetNotionalExchangeAn exchange of notionals between two counterparties where FX reset applies.classNotionalExchangeAn exchange of notionals between two counterparties.Methods in com.opengamma.strata.product.swap that return SwapPaymentEvent Modifier and Type Method Description SwapPaymentEventSwapPaymentEvent. adjustPaymentDate(TemporalAdjuster adjuster)Adjusts the payment date using the rules of the specified adjuster.Methods in com.opengamma.strata.product.swap that return types with arguments of type SwapPaymentEvent Modifier and Type Method Description ImmutableList<SwapPaymentEvent>RatePeriodSwapLeg. getPaymentEvents()Gets the additional payment events that are associated with the swap leg.ImmutableList<SwapPaymentEvent>ResolvedSwapLeg. getPaymentEvents()Gets the payment events that are associated with the swap leg.org.joda.beans.MetaProperty<ImmutableList<SwapPaymentEvent>>RatePeriodSwapLeg.Meta. paymentEvents()The meta-property for thepaymentEventsproperty.org.joda.beans.MetaProperty<ImmutableList<SwapPaymentEvent>>ResolvedSwapLeg.Meta. paymentEvents()The meta-property for thepaymentEventsproperty.Methods in com.opengamma.strata.product.swap with parameters of type SwapPaymentEvent Modifier and Type Method Description RatePeriodSwapLeg.BuilderRatePeriodSwapLeg.Builder. paymentEvents(SwapPaymentEvent... paymentEvents)Sets thepaymentEventsproperty in the builder from an array of objects.ResolvedSwapLeg.BuilderResolvedSwapLeg.Builder. paymentEvents(SwapPaymentEvent... paymentEvents)Sets thepaymentEventsproperty in the builder from an array of objects.Method parameters in com.opengamma.strata.product.swap with type arguments of type SwapPaymentEvent Modifier and Type Method Description RatePeriodSwapLeg.BuilderRatePeriodSwapLeg.Builder. paymentEvents(List<SwapPaymentEvent> paymentEvents)Sets the additional payment events that are associated with the swap leg.ResolvedSwapLeg.BuilderResolvedSwapLeg.Builder. paymentEvents(List<? extends SwapPaymentEvent> paymentEvents)Sets the payment events that are associated with the swap leg.
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