Uses of Class
com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
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Packages that use OvernightIborSwapTemplate 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. -
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Uses of OvernightIborSwapTemplate in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return OvernightIborSwapTemplate Modifier and Type Method Description OvernightIborSwapTemplate
OvernightIborSwapCurveNode. 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 OvernightIborSwapTemplate Modifier and Type Method Description org.joda.beans.MetaProperty<OvernightIborSwapTemplate>
OvernightIborSwapCurveNode.Meta. template()
The meta-property for thetemplate
property.Methods in com.opengamma.strata.market.curve.node with parameters of type OvernightIborSwapTemplate Modifier and Type Method Description static OvernightIborSwapCurveNode
OvernightIborSwapCurveNode. of(OvernightIborSwapTemplate template, ObservableId rateId)
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template and rate.static OvernightIborSwapCurveNode
OvernightIborSwapCurveNode. of(OvernightIborSwapTemplate template, ObservableId rateId, double additionalSpread)
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key and spread.static OvernightIborSwapCurveNode
OvernightIborSwapCurveNode. of(OvernightIborSwapTemplate template, ObservableId rateId, double additionalSpread, String label)
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key, spread and label.OvernightIborSwapCurveNode.Builder
OvernightIborSwapCurveNode.Builder. template(OvernightIborSwapTemplate template)
Sets the template for the swap associated with this node. -
Uses of OvernightIborSwapTemplate in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return OvernightIborSwapTemplate Modifier and Type Method Description OvernightIborSwapTemplate
OvernightIborSwapTemplate.Builder. build()
static OvernightIborSwapTemplate
OvernightIborSwapTemplate. of(Tenor tenor, OvernightIborSwapConvention convention)
Obtains a template based on the specified tenor and convention.static OvernightIborSwapTemplate
OvernightIborSwapTemplate. of(Period periodToStart, Tenor tenor, OvernightIborSwapConvention 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 OvernightIborSwapTemplate Modifier and Type Method Description Class<? extends OvernightIborSwapTemplate>
OvernightIborSwapTemplate.Meta. beanType()
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