Uses of Class
com.opengamma.strata.product.swaption.SwaptionExercise
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Packages that use SwaptionExercise Package Description com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
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Uses of SwaptionExercise in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return SwaptionExercise Modifier and Type Method Description static SwaptionExercise
SwaptionExercise. ofAmerican(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, DaysAdjustment swapStartDateOffset)
Obtains an instance for an American swaption.static SwaptionExercise
SwaptionExercise. ofBermudan(AdjustableDates exerciseDates, DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption.static SwaptionExercise
SwaptionExercise. ofBermudan(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, Frequency frequency, DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption where the dates are calculated.static SwaptionExercise
SwaptionExercise. ofEuropean(AdjustableDate exerciseDate, DaysAdjustment swapStartDateOffset)
Obtains an instance for a European swaption.Methods in com.opengamma.strata.product.swaption that return types with arguments of type SwaptionExercise Modifier and Type Method Description Class<? extends SwaptionExercise>
SwaptionExercise.Meta. beanType()
org.joda.beans.BeanBuilder<? extends SwaptionExercise>
SwaptionExercise.Meta. builder()
org.joda.beans.MetaProperty<SwaptionExercise>
Swaption.Meta. exerciseInfo()
The meta-property for theexerciseInfo
property.Optional<SwaptionExercise>
Swaption. getExerciseInfo()
Gets the exercise information, optional.Methods in com.opengamma.strata.product.swaption with parameters of type SwaptionExercise Modifier and Type Method Description Swaption.Builder
Swaption.Builder. exerciseInfo(SwaptionExercise exerciseInfo)
Sets the exercise information, optional.
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