Package | Description |
---|---|
com.syndloanhub.loansum.pricer.facility.prorated |
Cash flow and pricing functions applied to prorated loan trades.
|
com.syndloanhub.loansum.product.facility |
Global (non-prorated) representations of loan facility types.
|
Modifier and Type | Method and Description |
---|---|
com.google.common.collect.ImmutableList<AnnotatedCashFlow> |
ProratedLoanTradePricer.cashFlows(ProratedAccruingFee fee,
ProratedLoanTrade trade,
com.opengamma.strata.pricer.rate.RatesProvider provider,
boolean explain)
Calculates the past and future cash flows of an accruing fee.
|
Modifier and Type | Method and Description |
---|---|
AnnotatedCashFlow |
AnnotatedCashFlow.Builder.build() |
Modifier and Type | Method and Description |
---|---|
Class<? extends AnnotatedCashFlow> |
AnnotatedCashFlow.Meta.beanType() |
org.joda.beans.MetaProperty<com.google.common.collect.ImmutableList<AnnotatedCashFlow>> |
AnnotatedCashFlows.Meta.cashFlows()
The meta-property for the
cashFlows property. |
com.google.common.collect.ImmutableList<AnnotatedCashFlow> |
AnnotatedCashFlows.getCashFlows()
Gets list of annotated cash flows.
|
Modifier and Type | Method and Description |
---|---|
AnnotatedCashFlows.Builder |
AnnotatedCashFlows.Builder.cashFlows(AnnotatedCashFlow... cashFlows)
Sets the
cashFlows property in the builder
from an array of objects. |
Modifier and Type | Method and Description |
---|---|
AnnotatedCashFlows.Builder |
AnnotatedCashFlows.Builder.cashFlows(List<? extends AnnotatedCashFlow> cashFlows)
Sets list of annotated cash flows.
|
Copyright © 2018. All rights reserved.