Package | Description |
---|---|
com.syndloanhub.loansum.pricer.facility.prorated |
Cash flow and pricing functions applied to prorated loan trades.
|
com.syndloanhub.loansum.product.facility.prorated |
Traded share (prorated) representations of loan facility types.
|
Modifier and Type | Method and Description |
---|---|
com.opengamma.strata.basics.currency.CurrencyAmount |
ProratedLoanTradePricer.delayedCompensation(ProratedAccrual accrual,
ProratedLoanContract contract,
ProratedLoanTrade trade,
com.opengamma.strata.pricer.rate.RatesProvider provider,
Optional<com.opengamma.strata.market.explain.ExplainMapBuilder> explainBuilder)
Calculate delayed compensation on a specific accrual.
|
protected static void |
Explain.explainAccrual(com.opengamma.strata.market.explain.ExplainMapBuilder builder,
ProratedAccrual accrual,
boolean pik)
Helper function to add explain map list for an accrual which is optionally attached to corresponding
cash flow annotation.
|
Modifier and Type | Class and Description |
---|---|
class |
ProratedFixedRateAccrual
An implementation of an interest or fee accrual featuring a fixed cash rate and PIK spread.
|
class |
ProratedFloatingRateAccrual |
Modifier and Type | Method and Description |
---|---|
ProratedAccrual |
ProratedAccruingFee.getAccrual()
Gets the share fee accrual representation.
|
ProratedAccrual |
ProratedLoanContract.getAccrual()
Gets contract accrual, fixed or floating.
|
Modifier and Type | Method and Description |
---|---|
org.joda.beans.MetaProperty<ProratedAccrual> |
ProratedAccruingFee.Meta.accrual()
The meta-property for the
accrual property. |
org.joda.beans.MetaProperty<ProratedAccrual> |
ProratedLoanContract.Meta.accrual()
The meta-property for the
accrual property. |
org.joda.beans.MetaProperty<com.google.common.collect.ImmutableList<ProratedAccrual>> |
ProratedAccruingFee.Meta.accrualSchedule()
The meta-property for the
accrualSchedule property. |
org.joda.beans.MetaProperty<com.google.common.collect.ImmutableList<ProratedAccrual>> |
ProratedLoanContract.Meta.accrualSchedule()
The meta-property for the
accrualSchedule property. |
com.google.common.collect.ImmutableList<ProratedAccrual> |
ProratedAccruingFee.getAccrualSchedule()
Gets generated accrual schedule.
|
com.google.common.collect.ImmutableList<ProratedAccrual> |
ProratedLoanContract.getAccrualSchedule()
Gets normalized set of sub-accruals based on contract-level events.
|
Modifier and Type | Method and Description |
---|---|
ProratedAccruingFee.Builder |
ProratedAccruingFee.Builder.accrual(ProratedAccrual accrual)
Sets the share fee accrual representation.
|
ProratedLoanContract.Builder |
ProratedLoanContract.Builder.accrual(ProratedAccrual accrual)
Sets contract accrual, fixed or floating.
|
ProratedAccruingFee.Builder |
ProratedAccruingFee.Builder.accrualSchedule(ProratedAccrual... accrualSchedule)
Sets the
accrualSchedule property in the builder
from an array of objects. |
ProratedLoanContract.Builder |
ProratedLoanContract.Builder.accrualSchedule(ProratedAccrual... accrualSchedule)
Sets the
accrualSchedule property in the builder
from an array of objects. |
Modifier and Type | Method and Description |
---|---|
ProratedAccruingFee.Builder |
ProratedAccruingFee.Builder.accrualSchedule(List<? extends ProratedAccrual> accrualSchedule)
Sets generated accrual schedule.
|
ProratedLoanContract.Builder |
ProratedLoanContract.Builder.accrualSchedule(List<? extends ProratedAccrual> accrualSchedule)
Sets normalized set of sub-accruals based on contract-level events.
|
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