Class

virtufin.finance.product

PlainVanillaInterestRateSwap

Related Doc: package product

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case class PlainVanillaInterestRateSwap(notional: Cash, fixedRate: FixedRate, fixedRateAmount: Double, floatingRate: FloatingRate, tenor: util.Term[Time], startDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier) extends Instrument with BilateralContract with FixedPositionTransfers with Notional with Starting with Maturing with Accruing with CashSettled with SingleMarketObservableDerivative[Double] with Product with Serializable

Linear Supertypes
Serializable, Serializable, Product, Equals, SingleMarketObservableDerivative[Double], Derivative[Double], CashSettled, Accruing, Maturing, Starting, Notional, FixedPositionTransfers, PhysicallySettled, Settling, Transacting, BilateralContract, Feature, Instrument, Asset, AnyRef, Any
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Inherited
  1. PlainVanillaInterestRateSwap
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. SingleMarketObservableDerivative
  7. Derivative
  8. CashSettled
  9. Accruing
  10. Maturing
  11. Starting
  12. Notional
  13. FixedPositionTransfers
  14. PhysicallySettled
  15. Settling
  16. Transacting
  17. BilateralContract
  18. Feature
  19. Instrument
  20. Asset
  21. AnyRef
  22. Any
Implicitly
  1. by any2stringadd
  2. by StringFormat
  3. by Ensuring
  4. by ArrowAssoc
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new PlainVanillaInterestRateSwap(notional: Cash, fixedRate: FixedRate, fixedRateAmount: Double, floatingRate: FloatingRate, tenor: util.Term[Time], startDate: Time, buyerPortfolio: PortfolioIdentifier, sellerPortfolio: PortfolioIdentifier)

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Type Members

  1. type TransferredInstrumentType = Currency

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    Definition Classes
    PlainVanillaInterestRateSwap → FixedPositionTransfers

Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

  3. def +(other: String): String

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to any2stringadd[PlainVanillaInterestRateSwap] performed by method any2stringadd in scala.Predef.
    Definition Classes
    any2stringadd

  4. def ->[B](y: B): (PlainVanillaInterestRateSwap, B)

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to ArrowAssoc[PlainVanillaInterestRateSwap] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc
    Annotations
    @inline()

  5. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  6. final def accrualDates: SortedSet[Time]

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    Definition Classes
    Accruing

  7. final def accrualEndDates: SortedSet[Time]

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    Definition Classes
    Accruing

  8. lazy val accrualPeriods: Seq[AccrualPeriod]

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    returns

    virtufin.finance.product.feature.AccrualPeriods sorted according to start virtufin.finance.product.feature.AccrualPeriod.startDate

    Definition Classes
    PlainVanillaInterestRateSwap → Accruing

  9. final def accrualStartDates: SortedSet[Time]

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    Definition Classes
    Accruing

  10. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

  11. val buyerPortfolio: PortfolioIdentifier

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    Definition Classes
    PlainVanillaInterestRateSwap → BilateralContract

  12. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  13. def ensuring(cond: (PlainVanillaInterestRateSwap) ⇒ Boolean, msg: ⇒ Any): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  14. def ensuring(cond: (PlainVanillaInterestRateSwap) ⇒ Boolean): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  15. def ensuring(cond: Boolean, msg: ⇒ Any): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  16. def ensuring(cond: Boolean): PlainVanillaInterestRateSwap

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap] performed by method Ensuring in scala.Predef.
    Definition Classes
    Ensuring

  17. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  18. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  19. val fixedLeg: FixedLeg

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  20. val fixedRate: FixedRate

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  21. val fixedRateAmount: Double

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  22. val fixingDates: SortedSet[Time]

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    Definition Classes
    PlainVanillaInterestRateSwap → SingleMarketObservableDerivative → Derivative

  23. def fixings: Set[Fixing[Double]]

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    Definition Classes
    SingleMarketObservableDerivative → Derivative

  24. lazy val floatingLeg: FloatingLeg

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  25. val floatingRate: FloatingRate

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  26. def formatted(fmtstr: String): String

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to StringFormat[PlainVanillaInterestRateSwap] performed by method StringFormat in scala.Predef.
    Definition Classes
    StringFormat
    Annotations
    @inline()

  27. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any

  28. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  29. val marketObservable: FloatingRate

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    Definition Classes
    PlainVanillaInterestRateSwap → SingleMarketObservableDerivative

  30. def marketObservables: Set[MarketObservable[Double]]

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    Definition Classes
    SingleMarketObservableDerivative → Derivative

  31. val maturityDate: Time

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    Definition Classes
    PlainVanillaInterestRateSwap → Maturing

  32. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef

  33. final def notify(): Unit

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    Definition Classes
    AnyRef

  34. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

  35. val notional: Cash

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    Definition Classes
    PlainVanillaInterestRateSwap → Notional

  36. val sellerPortfolio: PortfolioIdentifier

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    Definition Classes
    PlainVanillaInterestRateSwap → BilateralContract

  37. lazy val settlementDates: SortedSet[Time]

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    Definition Classes
    PlainVanillaInterestRateSwap → FixedPositionTransfers → Settling

  38. val startDate: Time

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    Definition Classes
    PlainVanillaInterestRateSwap → Starting

  39. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef

  40. val tenor: util.Term[Time]

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  41. final lazy val transactionDates: SortedSet[Time]

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    Definition Classes
    Settling → Transacting

  42. def transferPositions: Seq[(Time, Transfer[TransferredInstrumentType])]

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    Definition Classes
    PlainVanillaInterestRateSwap → FixedPositionTransfers

  43. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  44. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  45. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  46. def →[B](y: B): (PlainVanillaInterestRateSwap, B)

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    Implicit information
    This member is added by an implicit conversion from PlainVanillaInterestRateSwap to ArrowAssoc[PlainVanillaInterestRateSwap] performed by method ArrowAssoc in scala.Predef.
    Definition Classes
    ArrowAssoc

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from SingleMarketObservableDerivative[Double]

Inherited from Derivative[Double]

Inherited from CashSettled

Inherited from Accruing

Inherited from Maturing

Inherited from Starting

Inherited from Notional

Inherited from FixedPositionTransfers

Inherited from PhysicallySettled

Inherited from Settling

Inherited from Transacting

Inherited from BilateralContract

Inherited from Feature

Inherited from Instrument

Inherited from Asset

Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion any2stringadd from PlainVanillaInterestRateSwap to any2stringadd[PlainVanillaInterestRateSwap]

Inherited by implicit conversion StringFormat from PlainVanillaInterestRateSwap to StringFormat[PlainVanillaInterestRateSwap]

Inherited by implicit conversion Ensuring from PlainVanillaInterestRateSwap to Ensuring[PlainVanillaInterestRateSwap]

Inherited by implicit conversion ArrowAssoc from PlainVanillaInterestRateSwap to ArrowAssoc[PlainVanillaInterestRateSwap]

Ungrouped