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