Uses of Class
com.opengamma.strata.product.swaption.SwaptionTrade
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Packages that use SwaptionTrade Package Description com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.measure.swaption Calculation functions for swaption products.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
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Uses of SwaptionTrade in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return SwaptionTrade Modifier and Type Method Description default SwaptionTrade
TradeCsvInfoResolver. completeTrade(CsvRow row, SwaptionTrade trade)
Completes the Swaption trade, potentially parsing additional columns.default SwaptionTrade
TradeCsvInfoResolver. parseSwaptionTrade(CsvRow row, List<CsvRow> variableRows, TradeInfo info)
Parses a Swaption trade from CSV.Methods in com.opengamma.strata.loader.csv with parameters of type SwaptionTrade Modifier and Type Method Description default SwaptionTrade
TradeCsvInfoResolver. completeTrade(CsvRow row, SwaptionTrade trade)
Completes the Swaption trade, potentially parsing additional columns. -
Uses of SwaptionTrade in com.opengamma.strata.measure.swaption
Methods in com.opengamma.strata.measure.swaption that return types with arguments of type SwaptionTrade Modifier and Type Method Description Class<SwaptionTrade>
SwaptionTradeCalculationFunction. targetType()
Methods in com.opengamma.strata.measure.swaption with parameters of type SwaptionTrade Modifier and Type Method Description Map<Measure,Result<?>>
SwaptionTradeCalculationFunction. calculate(SwaptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Optional<String>
SwaptionTradeCalculationFunction. identifier(SwaptionTrade target)
Currency
SwaptionTradeCalculationFunction. naturalCurrency(SwaptionTrade trade, ReferenceData refData)
FunctionRequirements
SwaptionTradeCalculationFunction. requirements(SwaptionTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)
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Uses of SwaptionTrade in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return SwaptionTrade Modifier and Type Method Description SwaptionTrade
SwaptionTrade.Builder. build()
static SwaptionTrade
SwaptionTrade. of(TradeInfo info, Swaption product, AdjustablePayment premium)
Obtains an instance of a Swaption trade with an adjustable payment.static SwaptionTrade
SwaptionTrade. of(TradeInfo info, Swaption product, Payment premium)
Obtains an instance of a Swaption trade with a fixed payment.SwaptionTrade
SwaptionTrade. withInfo(PortfolioItemInfo info)
Methods in com.opengamma.strata.product.swaption that return types with arguments of type SwaptionTrade Modifier and Type Method Description Class<? extends SwaptionTrade>
SwaptionTrade.Meta. beanType()
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