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.opengamma.strata.basics.currency.CurrencyAmount |
ProratedLoanTradePricer.accruedInterest(ProratedLoanContract contract,
ProratedLoanTrade trade,
com.opengamma.strata.pricer.rate.RatesProvider provider)
Calculate accrued contract interest as of valuation date
|
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.
|
Modifier and Type | Method and Description |
---|---|
ProratedLoanContract |
LoanContract.prorate(com.opengamma.strata.product.ProductTrade trade)
Given a loan trade, create a prorated version of this contract by converting global quantities
into share amounts.
|
Modifier and Type | Method and Description |
---|---|
ProratedLoanContract |
ProratedLoanContract.Builder.build() |
Modifier and Type | Method and Description |
---|---|
Class<? extends ProratedLoanContract> |
ProratedLoanContract.Meta.beanType() |
org.joda.beans.MetaProperty<com.google.common.collect.ImmutableList<ProratedLoanContract>> |
ProratedFacility.Meta.contracts()
The meta-property for the
contracts property. |
com.google.common.collect.ImmutableList<ProratedLoanContract> |
ProratedFacility.getContracts()
Gets the interest paying contracts of the facility.
|
Modifier and Type | Method and Description |
---|---|
ProratedFacility.Builder |
ProratedFacility.Builder.contracts(ProratedLoanContract... contracts)
Sets the
contracts property in the builder
from an array of objects. |
Modifier and Type | Method and Description |
---|---|
ProratedFacility.Builder |
ProratedFacility.Builder.contracts(List<? extends ProratedLoanContract> contracts)
Sets the interest paying contracts of the facility.
|
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