Uses of Class
com.opengamma.strata.product.swap.type.IborIborSwapTemplate
-
Packages that use IborIborSwapTemplate Package Description com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
-
Uses of IborIborSwapTemplate in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return IborIborSwapTemplate Modifier and Type Method Description IborIborSwapTemplate
IborIborSwapCurveNode. getTemplate()
Gets the template for the swap associated with this node.Methods in com.opengamma.strata.market.curve.node that return types with arguments of type IborIborSwapTemplate Modifier and Type Method Description org.joda.beans.MetaProperty<IborIborSwapTemplate>
IborIborSwapCurveNode.Meta. template()
The meta-property for thetemplate
property.Methods in com.opengamma.strata.market.curve.node with parameters of type IborIborSwapTemplate Modifier and Type Method Description static IborIborSwapCurveNode
IborIborSwapCurveNode. of(IborIborSwapTemplate template, ObservableId rateId)
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.static IborIborSwapCurveNode
IborIborSwapCurveNode. of(IborIborSwapTemplate template, ObservableId rateId, double additionalSpread)
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.static IborIborSwapCurveNode
IborIborSwapCurveNode. of(IborIborSwapTemplate template, ObservableId rateId, double additionalSpread, String label)
Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.IborIborSwapCurveNode.Builder
IborIborSwapCurveNode.Builder. template(IborIborSwapTemplate template)
Sets the template for the swap associated with this node. -
Uses of IborIborSwapTemplate in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return IborIborSwapTemplate Modifier and Type Method Description IborIborSwapTemplate
IborIborSwapTemplate.Builder. build()
static IborIborSwapTemplate
IborIborSwapTemplate. of(Tenor tenor, IborIborSwapConvention convention)
Obtains a template based on the specified tenor and convention.static IborIborSwapTemplate
IborIborSwapTemplate. of(Period periodToStart, Tenor tenor, IborIborSwapConvention convention)
Obtains a template based on the specified period, tenor and convention.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type IborIborSwapTemplate Modifier and Type Method Description Class<? extends IborIborSwapTemplate>
IborIborSwapTemplate.Meta. beanType()
-