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 |
---|---|
AnnotatedCashFlows |
ProratedLoanTradePricer.cashFlows(ProratedLoanTradeList trades,
com.opengamma.strata.pricer.rate.RatesProvider provider,
boolean explain)
Generate cash flows from a given collection of trades.
|
com.opengamma.strata.basics.currency.CurrencyAmount |
ProratedLoanTradePricer.presentValueFromCleanPrice(ProratedLoanTradeList trades,
com.opengamma.strata.pricer.rate.RatesProvider provider,
double cleanPrice,
Optional<com.opengamma.strata.market.explain.ExplainMapBuilder> explainBuilder) |
Modifier and Type | Method and Description |
---|---|
ProratedLoanTradeList |
LoanTradeList.prorate(com.opengamma.strata.product.ProductTrade unused)
Prorate a collection of non-prorated trades.
|
Modifier and Type | Method and Description |
---|---|
ProratedLoanTradeList |
ProratedLoanTradeList.Builder.build() |
Modifier and Type | Method and Description |
---|---|
Class<? extends ProratedLoanTradeList> |
ProratedLoanTradeList.Meta.beanType() |
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