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 MultiCurrencyAmount
DispatchingSwapPaymentEventPricer. currencyExposure(SwapPaymentEvent paymentEvent, RatesProvider provider)
double
DispatchingSwapPaymentEventPricer. currentCash(SwapPaymentEvent paymentEvent, RatesProvider provider)
void
DispatchingSwapPaymentEventPricer. explainPresentValue(SwapPaymentEvent paymentEvent, RatesProvider provider, ExplainMapBuilder builder)
double
DispatchingSwapPaymentEventPricer. forecastValue(SwapPaymentEvent paymentEvent, RatesProvider provider)
PointSensitivityBuilder
DispatchingSwapPaymentEventPricer. forecastValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider)
double
DispatchingSwapPaymentEventPricer. presentValue(SwapPaymentEvent paymentEvent, RatesProvider provider)
PointSensitivityBuilder
DispatchingSwapPaymentEventPricer. presentValueSensitivity(SwapPaymentEvent paymentEvent, RatesProvider provider)
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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 interface
SwapPaymentEventPricer<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)
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Uses of SwapPaymentEvent in com.opengamma.strata.product.swap
Classes in com.opengamma.strata.product.swap that implement SwapPaymentEvent Modifier and Type Class Description class
FxResetNotionalExchange
An exchange of notionals between two counterparties where FX reset applies.class
NotionalExchange
An exchange of notionals between two counterparties.Methods in com.opengamma.strata.product.swap that return SwapPaymentEvent Modifier and Type Method Description SwapPaymentEvent
SwapPaymentEvent. 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 thepaymentEvents
property.org.joda.beans.MetaProperty<ImmutableList<SwapPaymentEvent>>
ResolvedSwapLeg.Meta. paymentEvents()
The meta-property for thepaymentEvents
property.Methods in com.opengamma.strata.product.swap with parameters of type SwapPaymentEvent Modifier and Type Method Description RatePeriodSwapLeg.Builder
RatePeriodSwapLeg.Builder. paymentEvents(SwapPaymentEvent... paymentEvents)
Sets thepaymentEvents
property in the builder from an array of objects.ResolvedSwapLeg.Builder
ResolvedSwapLeg.Builder. paymentEvents(SwapPaymentEvent... paymentEvents)
Sets thepaymentEvents
property 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.Builder
RatePeriodSwapLeg.Builder. paymentEvents(List<SwapPaymentEvent> paymentEvents)
Sets the additional payment events that are associated with the swap leg.ResolvedSwapLeg.Builder
ResolvedSwapLeg.Builder. paymentEvents(List<? extends SwapPaymentEvent> paymentEvents)
Sets the payment events that are associated with the swap leg.
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