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

Packages that use SwapTrade

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of SwapTrade in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return SwapTrade

Modifier and Type	Method	Description
default SwapTrade	TradeCsvInfoResolver.completeTrade(CsvRow row, SwapTrade trade)	Completes the Swap trade, potentially parsing additional columns.
default SwapTrade	TradeCsvInfoResolver.parseSwapTrade(CsvRow row, List<CsvRow> variableRows, TradeInfo info)	Parses a Swap trade from CSV.

Methods in com.opengamma.strata.loader.csv with parameters of type SwapTrade

Modifier and Type	Method	Description
default SwapTrade	TradeCsvInfoResolver.completeTrade(CsvRow row, SwapTrade trade)	Completes the Swap trade, potentially parsing additional columns.

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

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

Modifier and Type	Method	Description
SwapTrade	FixedIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	FixedInflationSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	FixedOvernightSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	IborIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	OvernightIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	ThreeLegBasisSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	XCcyIborIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)

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

Methods in com.opengamma.strata.measure.swap that return types with arguments of type SwapTrade

Modifier and Type	Method	Description
Class<SwapTrade>	SwapTradeCalculationFunction.targetType()

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

Modifier and Type	Method	Description
Map<Measure,Result<?>>	SwapTradeCalculationFunction.calculate(SwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Optional<String>	SwapTradeCalculationFunction.identifier(SwapTrade target)
Currency	SwapTradeCalculationFunction.naturalCurrency(SwapTrade trade, ReferenceData refData)
FunctionRequirements	SwapTradeCalculationFunction.requirements(SwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

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

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

Modifier and Type	Method	Description
SwapTrade	SwapTrade.Builder.build()
static SwapTrade	SwapTrade.of(TradeInfo info, Swap product)	Obtains an instance of a Swap trade.
SwapTrade	SwapTrade.withInfo(PortfolioItemInfo info)

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

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

Uses of SwapTrade in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return SwapTrade

Modifier and Type	Method	Description
SwapTrade	FixedFloatSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	FixedIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	FixedIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	FixedInflationSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	FixedOvernightSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double fixedRate, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	IborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	IborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	OvernightIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double fixedRateOrSpread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	ThreeLegBasisSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double spread, ReferenceData refData)	Creates a trade based on this template.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a spot-starting trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.createTrade(LocalDate tradeDate, Period periodToStart, Tenor tenor, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a forward-starting trade based on this convention.
SwapTrade	XCcyIborIborSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread, ReferenceData refData)	Creates a trade based on this template.
SwapTrade	FixedIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
default SwapTrade	FixedIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
SwapTrade	FixedInflationSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
default SwapTrade	FixedInflationSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
SwapTrade	FixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
default SwapTrade	FixedOvernightSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)	Creates a trade based on this convention.
SwapTrade	IborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)	Creates a trade based on this convention.
default SwapTrade	IborIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)	Creates a trade based on this convention.
SwapTrade	ImmutableFixedIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	ImmutableFixedInflationSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	ImmutableFixedOvernightSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRate)
SwapTrade	ImmutableIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableOvernightIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)
SwapTrade	ImmutableXCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread)
SwapTrade	OvernightIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)	Creates a trade based on this convention.
default SwapTrade	OvernightIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)	Creates a trade based on this convention.
SwapTrade	SingleCurrencySwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRateOrSpread)	Creates a trade based on this convention.
default SwapTrade	SingleCurrencySwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double fixedRateOrSpread)	Creates a trade based on this convention.
SwapTrade	ThreeLegBasisSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)	Creates a trade based on this convention.
default SwapTrade	ThreeLegBasisSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double spread)	Creates a trade based on this convention.
SwapTrade	XCcyIborIborSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread)	Creates a trade based on this convention.
default SwapTrade	XCcyIborIborSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notionalSpreadLeg, double notionalFlatLeg, double spread)	Creates a trade based on this convention.