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.
|
com.syndloanhub.loansum.product.facility.prorated |
Traded share (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 |
---|---|
ProratedAccruingFee |
AccruingFee.prorate(com.opengamma.strata.product.ProductTrade trade)
Return a prorated version of this fee given a loan trade.
|
Modifier and Type | Method and Description |
---|---|
ProratedAccruingFee |
ProratedAccruingFee.Builder.build() |
Modifier and Type | Method and Description |
---|---|
Class<? extends ProratedAccruingFee> |
ProratedAccruingFee.Meta.beanType() |
org.joda.beans.MetaProperty<com.google.common.collect.ImmutableList<ProratedAccruingFee>> |
ProratedFacility.Meta.fees()
The meta-property for the
fees property. |
com.google.common.collect.ImmutableList<ProratedAccruingFee> |
ProratedFacility.getFees()
Gets the accruing fees of the facility.
|
Modifier and Type | Method and Description |
---|---|
ProratedFacility.Builder |
ProratedFacility.Builder.fees(ProratedAccruingFee... fees)
Sets the
fees property in the builder
from an array of objects. |
Modifier and Type | Method and Description |
---|---|
ProratedFacility.Builder |
ProratedFacility.Builder.fees(List<? extends ProratedAccruingFee> fees)
Sets the accruing fees of the facility.
|
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