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 |
---|---|
AnnotatedCashFlows |
ProratedLoanTradePricer.cashFlows(ProratedLoanTradeList trades,
com.opengamma.strata.pricer.rate.RatesProvider provider,
boolean explain)
Generate cash flows from a given collection of trades.
|
AnnotatedCashFlows |
ProratedLoanTradePricer.cashFlows(ProratedLoanTrade trade,
com.opengamma.strata.pricer.rate.RatesProvider provider,
boolean explain)
Calculates the past and future cash flows of a loan.
|
AnnotatedCashFlows |
ProratedLoanTradePricer.proceeds(ProratedLoanTrade trade,
com.opengamma.strata.pricer.rate.RatesProvider provider,
boolean explain)
Calculate the set of cash flows exchanged on settlement date.
|
Modifier and Type | Method and Description |
---|---|
AnnotatedCashFlows |
AnnotatedCashFlows.Builder.build() |
Modifier and Type | Method and Description |
---|---|
Class<? extends AnnotatedCashFlows> |
AnnotatedCashFlows.Meta.beanType() |
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