Uses of Package
com.opengamma.strata.product.swap

Packages that use com.opengamma.strata.product.swap

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.amount	Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.explain	Support for explaining results.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.impl.rate.swap
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.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product.bond	Entity objects describing bonds.
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.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
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.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.loader.csv

Class	Description
Swap	A rate swap.
SwapTrade	A trade in a rate swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.market.amount

Class	Description
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.
SwapLegType	The type of a swap leg.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.market.curve.node

Class	Description
ResolvedSwapTrade	A trade in a rate swap, resolved for pricing.
SwapTrade	A trade in a rate swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.market.explain

Class	Description
CompoundingMethod	A convention defining how to compound interest.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.measure.swap

Class	Description
ResolvedSwapTrade	A trade in a rate swap, resolved for pricing.
SwapTrade	A trade in a rate swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.pricer.curve

Class	Description
ResolvedSwapTrade	A trade in a rate swap, resolved for pricing.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.pricer.impl.rate.swap

Class	Description
ResolvedSwap	A rate swap, resolved for pricing.
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.pricer.impl.swap

Class	Description
FxResetNotionalExchange	An exchange of notionals between two counterparties where FX reset applies.
KnownAmountSwapPaymentPeriod	A period within a swap that results in a known amount.
NotionalExchange	An exchange of notionals between two counterparties.
RatePaymentPeriod	A period over which a rate of interest is paid.
SwapPaymentEvent	A payment event, where a single payment is made between two counterparties.
SwapPaymentPeriod	A period over which interest is accrued with a single payment.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.pricer.swap

Class	Description
ResolvedSwap	A rate swap, resolved for pricing.
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.
ResolvedSwapTrade	A trade in a rate swap, resolved for pricing.
SwapPaymentEvent	A payment event, where a single payment is made between two counterparties.
SwapPaymentPeriod	A period over which interest is accrued with a single payment.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.pricer.swaption

Class	Description
ResolvedSwap	A rate swap, resolved for pricing.
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.bond

Class	Description
InflationRateCalculation	Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.capfloor

Class	Description
IborRateCalculation	Defines the calculation of a floating rate swap leg based on an Ibor index.
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.
SwapLeg	A single leg of a swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.cms

Class	Description
FixingRelativeTo	The base date that each rate fixing is made relative to.
ResolvedSwap	A rate swap, resolved for pricing.
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.
SwapIndex	A swap index.
SwapLeg	A single leg of a swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.dsf

Class	Description
ResolvedSwap	A rate swap, resolved for pricing.
Swap	A rate swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.index

Class	Description
OvernightAccrualMethod	The method of accruing interest based on an Overnight index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.index.type

Class	Description
OvernightAccrualMethod	The method of accruing interest based on an Overnight index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.rate

Class	Description
OvernightAccrualMethod	The method of accruing interest based on an Overnight index.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.swap

Class	Description
CompoundingMethod	A convention defining how to compound interest.
FixedAccrualMethod	The method of accruing interest on a notional amount using a fixed rate.
FixedRateCalculation	Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder	The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta	The meta-bean for FixedRateCalculation.
FixedRateStubCalculation	Defines the rate applicable in the initial or final stub of a fixed swap leg.
FixedRateStubCalculation.Meta	The meta-bean for FixedRateStubCalculation.
FixingRelativeTo	The base date that each rate fixing is made relative to.
FutureValueNotional	A future value notional amount for a fixed swap leg.
FutureValueNotional.Builder	The bean-builder for FutureValueNotional.
FutureValueNotional.Meta	The meta-bean for FutureValueNotional.
FxReset	An FX rate conversion for the notional amount of a swap leg.
FxReset.Meta	The meta-bean for FxReset.
FxResetCalculation	Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder	The bean-builder for FxResetCalculation.
FxResetCalculation.Meta	The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo	The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange	An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Meta	The meta-bean for FxResetNotionalExchange.
IborRateCalculation	Defines the calculation of a floating rate swap leg based on an Ibor index.
IborRateCalculation.Builder	The bean-builder for IborRateCalculation.
IborRateCalculation.Meta	The meta-bean for IborRateCalculation.
IborRateResetMethod	A convention defining how to process a floating rate reset schedule.
IborRateStubCalculation	Defines the rates applicable in the initial or final stub of an Ibor swap leg.
IborRateStubCalculation.Builder	The bean-builder for IborRateStubCalculation.
IborRateStubCalculation.Meta	The meta-bean for IborRateStubCalculation.
ImmutableSwapIndex	A swap index implementation based on an immutable set of rules.
ImmutableSwapIndex.Builder	The bean-builder for ImmutableSwapIndex.
ImmutableSwapIndex.Meta	The meta-bean for ImmutableSwapIndex.
InflationRateCalculation	Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder	The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta	The meta-bean for InflationRateCalculation.
KnownAmountNotionalSwapPaymentPeriod	A period within a swap that results in a known amount.
KnownAmountNotionalSwapPaymentPeriod.Builder	The bean-builder for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod.Meta	The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountSwapLeg	A fixed swap leg defined in terms of known amounts.
KnownAmountSwapLeg.Builder	The bean-builder for KnownAmountSwapLeg.
KnownAmountSwapLeg.Meta	The meta-bean for KnownAmountSwapLeg.
KnownAmountSwapPaymentPeriod	A period within a swap that results in a known amount.
KnownAmountSwapPaymentPeriod.Builder	The bean-builder for KnownAmountSwapPaymentPeriod.
KnownAmountSwapPaymentPeriod.Meta	The meta-bean for KnownAmountSwapPaymentPeriod.
NegativeRateMethod	A convention defining how to handle a negative interest rate.
NotionalExchange	An exchange of notionals between two counterparties.
NotionalExchange.Meta	The meta-bean for NotionalExchange.
NotionalPaymentPeriod	A period over which interest is accrued with a single payment calculated using a notional.
NotionalSchedule	Defines the schedule of notional amounts.
NotionalSchedule.Builder	The bean-builder for NotionalSchedule.
NotionalSchedule.Meta	The meta-bean for NotionalSchedule.
OvernightAccrualMethod	The method of accruing interest based on an Overnight index.
OvernightRateCalculation	Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder	The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta	The meta-bean for OvernightRateCalculation.
PaymentRelativeTo	The base date that each payment is made relative to.
PaymentSchedule	Defines the schedule of payment dates relative to the accrual periods.
PaymentSchedule.Builder	The bean-builder for PaymentSchedule.
PaymentSchedule.Meta	The meta-bean for PaymentSchedule.
PriceIndexCalculationMethod	Reference price index calculation method.
RateAccrualPeriod	A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder	The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta	The meta-bean for RateAccrualPeriod.
RateCalculation	The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg	A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder	The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta	The meta-bean for RateCalculationSwapLeg.
RatePaymentPeriod	A period over which a rate of interest is paid.
RatePaymentPeriod.Builder	The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta	The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg	A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder	The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta	The meta-bean for RatePeriodSwapLeg.
ResetSchedule	Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder	The bean-builder for ResetSchedule.
ResetSchedule.Meta	The meta-bean for ResetSchedule.
ResolvedSwap	A rate swap, resolved for pricing.
ResolvedSwap.Builder	The bean-builder for ResolvedSwap.
ResolvedSwap.Meta	The meta-bean for ResolvedSwap.
ResolvedSwapLeg	A resolved swap leg, with dates calculated ready for pricing.
ResolvedSwapLeg.Builder	The bean-builder for ResolvedSwapLeg.
ResolvedSwapLeg.Meta	The meta-bean for ResolvedSwapLeg.
ResolvedSwapTrade	A trade in a rate swap, resolved for pricing.
ResolvedSwapTrade.Builder	The bean-builder for ResolvedSwapTrade.
ResolvedSwapTrade.Meta	The meta-bean for ResolvedSwapTrade.
ScheduledSwapLeg	A swap leg that defines dates using a schedule.
Swap	A rate swap.
Swap.Builder	The bean-builder for Swap.
Swap.Meta	The meta-bean for Swap.
SwapIndex	A swap index.
SwapLeg	A single leg of a swap.
SwapLegType	The type of a swap leg.
SwapPaymentEvent	A payment event, where a single payment is made between two counterparties.
SwapPaymentPeriod	A period over which interest is accrued with a single payment.
SwapTrade	A trade in a rate swap.
SwapTrade.Builder	The bean-builder for SwapTrade.
SwapTrade.Meta	The meta-bean for SwapTrade.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.swap.type

Class	Description
CompoundingMethod	A convention defining how to compound interest.
FixedAccrualMethod	The method of accruing interest on a notional amount using a fixed rate.
FixingRelativeTo	The base date that each rate fixing is made relative to.
OvernightAccrualMethod	The method of accruing interest based on an Overnight index.
PriceIndexCalculationMethod	Reference price index calculation method.
RateCalculationSwapLeg	A rate swap leg defined using a parameterized schedule and calculation.
SwapTrade	A trade in a rate swap.

Classes in com.opengamma.strata.product.swap used by com.opengamma.strata.product.swaption

Class	Description
ResolvedSwap	A rate swap, resolved for pricing.
Swap	A rate swap.