Package com.opengamma.strata.product.swaption

Entity objects describing options on swaps, known as swaptions.

Interface Summary

Interface	Description
SwaptionSettlement	Defines how the payoff of a swaption will be settled.

Class Summary

Class	Description
CashSwaptionSettlement	Defines the cash settlement type for the payoff of a swaption.
CashSwaptionSettlement.Meta	The meta-bean for CashSwaptionSettlement.
PhysicalSwaptionSettlement	Defines the physical settlement type for the payoff of a swaption.
PhysicalSwaptionSettlement.Meta	The meta-bean for PhysicalSwaptionSettlement.
ResolvedSwaption	A swaption, resolved for pricing.
ResolvedSwaption.Builder	The bean-builder for ResolvedSwaption.
ResolvedSwaption.Meta	The meta-bean for ResolvedSwaption.
ResolvedSwaptionTrade	A trade in a swaption, resolved for pricing.
ResolvedSwaptionTrade.Builder	The bean-builder for ResolvedSwaptionTrade.
ResolvedSwaptionTrade.Meta	The meta-bean for ResolvedSwaptionTrade.
Swaption	An option on an underlying swap.
Swaption.Builder	The bean-builder for Swaption.
Swaption.Meta	The meta-bean for Swaption.
SwaptionExercise	Details as to when a swaption can be exercised.
SwaptionExercise.Meta	The meta-bean for SwaptionExercise.
SwaptionExerciseDate	One possible date for swaption exercise, resolved for pricing.
SwaptionExerciseDate.Builder	The bean-builder for SwaptionExerciseDate.
SwaptionExerciseDates	The dates when a swaption can be exercised, resolved for pricing.
SwaptionExerciseDates.Builder	The bean-builder for SwaptionExerciseDates.
SwaptionExerciseDates.Meta	The meta-bean for SwaptionExerciseDates.
SwaptionTrade	A trade in an option on an underlying swap.
SwaptionTrade.Builder	The bean-builder for SwaptionTrade.
SwaptionTrade.Meta	The meta-bean for SwaptionTrade.

Enum Summary

Enum	Description
CashSwaptionSettlementMethod	Cash settlement method of cash settled swaptions.