Classes and IDs are "attribute selectors". This means that you can attach style to HTML elements based on that element's attributes. This empowers you to apply different style to items of the same HTML type.
Classes are an HTML attribute that specifies a name for a group of elements on the page. You can apply the class name to as many elements as you like, even if they are of different HTML tag types. You can use the class name with a period in front as the selector like so:
Class names must be single words, but you can include digits and dashes as long as the name begins with a letter. Note that names are case sensitive. To apply a CSS rule to a class you use the class name preceeded by a period (".") like in the code below:
An ID is an HTML attribute that specifies a name or unique identifier for a particular HTML element. They are like classes with a very important distinction: the value of the ID attribute must be unique throughout the document. This lets you target a single HTML element for styling. You use the name with a hashtag in front as the selector like so:
ID names have the same rules as class names: start with a letter, can include numbers and dashes, no spaces. The way to create a selector for an ID is also similar to how you create a selector for a class, except you replace the period with a hash symbol ("#") like in the code below:


Point your browser or send a GET request to the following path
on our domain: /api/timestamp/.
Alternatively you can use the form below to enter a date. This date will be appended to the path
mentioned above. Most popular date formats are supported. But it is always wise to test.
Once you push the button, we will show you the output of your query in the code block below.
The API responds with a JSON string. If the date format in the request is not valid or is not
recognized, a JSON object with null values is returned.


 Shouldn't I be on the edge, feeling terrified or at least thrilled at the notion of a sea monster devouring a ship full of passengers?
Theoretically ….yes, but I wasn't.
Then I realised that everyone in this ‘nobody' cast, was trying to be either too smug or funny for my liking. Even in death, they seemed at ease. Hardly, befitting men about to become monster chomp for members of the squid family! Once this path is travelled, it is hard to recapture the apical beat of growing suspense ie ALIENS, with too many lapses in concentration to be able to sustain this thriller.
The passengers disappear before the terrorists board the ship. The monster then decides to play ‘peek-a-boo' for a while, before conveniently sucking the juices out of the baddies, leaving most of the good guys intact. Full marks for an interesting computer generated tentacle, but rather too reminiscent of the man eating plants from the musical comedy, THE LITTLE SHOP OF HORRORS. After this comparison how can one take these tentacle-like-creatures seriously? So I just waited out the end of this formulaic movie, with a regular pulse rate of sixty, three yawns and a toilet break.
It is likely that the special effects department devoured a large chunk of the budget, so it is not surprising that a relatively unknown cast was hired. Then again, nobody famous would have signed on anyway. So the solution to the problem, was simply to employ a Mel Gibson look-alike, Indiana Jones wannabe hero (Trent Williams), and a Julia Roberts identical (Famke Janssen). Both of whom, are overly cute with their performance, and it is quite evident from their perky behaviour, that they will not end up in the monster's belly.
An overly disappointing effort overall.
Timothy Voon e-mail<EMAIL_ADDRESS>Movie Archives http://us.imdb.com/M/reviews_by?Tim+Voon Hugues Bouclier's Movies in Melbourne http://www.labyrinth.net.au/~bouclier/week/movies.html
The review above was posted to the
rec.arts.movies.reviews newsgroup (de.rec.film.kritiken for German reviews).
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The formatting of the review is likely to differ from the original due
to ASCII to HTML conversion.
Related links: index of all rec.arts.movies.reviews reviews


--- layout: home title: Welcome ---
Here you will find all the documentation that you will need to, setup, create, edit and build richmedia units.
Simply put the generator is a scaffolding tool built to help you easily create richmedia units. This richmedia generator was built with the use of Yeoman. Yeoman is web scaffolding tool for modern webtools. If you would like to know more about Yoeman you can head over to their site here .
So now that you know what the generator is, let's explain what the Temple Server is. The Temple server is the second tool that you will use in your display advertising tool box. The richmedia temple server (RTS) is a build and development server, that allows you to develop, build and preview richmedia units as fast as possible. This site was created to be a step-by-step guide for getting started using the temple server, as well as developing, building and previewing you advertising display banners.


The offset of the fixing date from each adjusted reset date.The offset is applied to the base date specified by
fixingRelativeTo
. The offset is typically a negative number of business days.Note that in most cases, the reset frequency matches the accrual frequency and thus there is only one fixing for the accrual period.
When building, this will default to the fixing offset of the index if not specified.
-
fixingRelativeTo
FixingRelativeTo fixingRelativeTo
The base date that each fixing is made relative to, defaulted to 'PeriodStart'.The fixing date is relative to either the start or end of each reset period.
Note that in most cases, the reset frequency matches the accrual frequency and thus there is only one fixing for the accrual period.
-
gearing
ValueSchedule gearing
The gearing multiplier, optional.This defines the gearing as an initial value and a list of adjustments. The gearing is only permitted to change at accrual period boundaries.
When calculating the rate, the fixing rate is multiplied by the gearing. A gearing of 1 has no effect. If both gearing and spread exist, then the gearing is applied first.
If this property is not present, then no gearing applies.
Gearing is also known as leverage.
-
index
IborIndex index
The Ibor index.The rate to be paid is based on this index It will be a well known market index such as 'GBP-LIBOR-3M'.
-
initialStub
IborRateStubCalculation initialStub
The rate to be used in initial stub, optional.The initial stub of a swap may have different rate rules to the regular accrual periods. A fixed rate may be specified, a different floating rate or a linearly interpolated floating rate. This may not be present if there is no initial stub, or if the index during the stub is the same as the main floating rate index.
If this property is not present, then the main index applies during any initial stub. If this property is present and there is no initial stub, it is ignored.
-
negativeRateMethod
NegativeRateMethod negativeRateMethod
The negative rate method, defaulted to 'AllowNegative'.This is used when the interest rate, observed or calculated, goes negative. It does not apply if the rate is fixed, such as in a stub or using
firstRegularRate
.Defined by the 2006 ISDA definitions article 6.4.
-
resetPeriods
ResetSchedule resetPeriods
The reset schedule, used when averaging rates, optional.Most swaps have a single fixing for each accrual period. This property allows multiple fixings to be defined by dividing the accrual periods into reset periods.
If this property is not present, then the reset period is the same as the accrual period. If this property is present, then the accrual period is divided as per the information in the reset schedule, multiple fixing dates are calculated, and rate averaging performed.
-
spread
ValueSchedule spread
The spread rate, with a 5% rate expressed as 0.05, optional.This defines the spread as an initial value and a list of adjustments. The spread is only permitted to change at accrual period boundaries. Spread is a per annum rate.
When calculating the rate, the spread is added to the fixing rate. A spread of 0 has no effect. If both gearing and spread exist, then the gearing is applied first.
If this property is not present, then no spread applies.
Defined by the 2006 ISDA definitions article 6.2e.
-
-
Class com.opengamma.strata.product.swap.IborRateStubCalculation extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
fixedRate
Double fixedRate
The fixed rate to use in the stub. A 5% rate will be expressed as 0.05.In certain circumstances two counterparties agree a fixed rate for the stub. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply.
If the fixed rate is present, then
knownAmount
,index
andindexInterpolated
must not be present. -
index
IborIndex index
The Ibor index to be used for the stub.This will be used throughout the stub unless
indexInterpolated
is present.If the index is present, then
fixedRate
andknownAmount
must not be present. -
indexInterpolated
IborIndex indexInterpolated
The second Ibor index to be used for the stub, linearly interpolated.This will be used with
index
to linearly interpolate the rate. This index may be shorter or longer thanindex
, but not the same.If the interpolated index is present, then
index
must also be present, andfixedRate
andknownAmount
must not be present. -
knownAmount
CurrencyAmount knownAmount
The known amount to pay/receive for the stub.If the known amount is present, then
fixedRate
,index
andindexInterpolated
must not be present.
-
-
Class com.opengamma.strata.product.swap.ImmutableSwapIndex extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
active
boolean active
Whether the index is active, defaulted to true.Over time some indices become inactive and are no longer produced. If this occurs, this flag will be set to false.
-
fixingTime
LocalTime fixingTime
The fixing time. -
fixingZone
ZoneId fixingZone
The time-zone of the fixing time. -
name
String name
The index name. -
template
FixedFloatSwapTemplate template
The template for creating a Fixed-Ibor or Fixed-Overnight swap.
-
-
Class com.opengamma.strata.product.swap.InflationRateCalculation extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
firstIndexValue
Double firstIndexValue
The initial value of the index, optional.This optional field specifies the initial value of the index. The value is applicable for the first regular accrual period. It is used in place of an observed fixing. Other calculation elements, such as gearing or spread, still apply. After the first accrual period, the rate is observed via the normal fixing process.
The method
InflationRateCalculation.createRateComputation(LocalDate)
allows this field to be used as the base for any end date, as typically seen in capital indexed bonds.If this property is not present, then the first value is observed via the normal fixing process.
-
gearing
ValueSchedule gearing
The gearing multiplier, optional.This defines the gearing as an initial value and a list of adjustments.
When calculating the index, the gearing acts as a overall factor of pay-off. The pay-off is
Gearing_Factor * (Index_End / Index_Start - 1)
. A gearing of 1 has no effect.If this property is not present, then no gearing applies.
Gearing is also known as leverage.
-
index
PriceIndex index
The index of prices.The pay-off is computed based on this index The most common implementations are provided in
PriceIndices
. -
indexCalculationMethod
PriceIndexCalculationMethod indexCalculationMethod
Reference price index calculation method.This specifies how the reference index calculation occurs.
-
lag
Period lag
The positive period between the price index and the accrual date, typically a number of months.A price index is typically published monthly and has a delay before publication. The lag is subtracted from the accrual start and end date to locate the month of the data to be observed.
For example, the September data may be published in October or November. A 3 month lag will cause an accrual date in December to be based on the observed data for September, which should be available by then.
-
-
Class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
endDate
LocalDate endDate
The end date of the payment period.This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.
-
fxResetObservation
FxIndexObservation fxResetObservation
The FX reset definition, optional.This property is used when the defined amount of the notional is specified in a currency other than the currency of the swap leg. When this occurs, the notional amount has to be converted using an FX rate to the swap leg currency.
The FX reset definition must be valid. The payment currency and the currency of the notional must differ, and the currency pair must be that of the observation.
-
notionalAmount
CurrencyAmount notionalAmount
The notional amount, positive if receiving, negative if paying.The notional amount applicable during the period. The currency of the notional is typically the same as
currency
. However, if FX reset applies, the currency will differ. -
payment
Payment payment
The payment.This includes the payment date and amount. If the schedule adjusts for business days, then the date is the adjusted date.
-
startDate
LocalDate startDate
The start date of the payment period.This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.
-
unadjustedEndDate
LocalDate unadjustedEndDate
The unadjusted end date.The end date before any business day adjustment is applied.
When building, this will default to the end date if not specified.
-
unadjustedStartDate
LocalDate unadjustedStartDate
The unadjusted start date.The start date before any business day adjustment is applied.
When building, this will default to the start date if not specified.
-
-
Class com.opengamma.strata.product.swap.KnownAmountSwapLeg extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualSchedule
PeriodicSchedule accrualSchedule
The accrual period schedule.This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the swap.
-
amount
ValueSchedule amount
The known amount schedule.This defines the schedule of known amounts, relative to the payment schedule. The schedule is defined as an initial amount, with optional changes during the tenor of the swap. The amount is only permitted to change at payment period boundaries.
Note that the date of the payment is implied by the payment schedule. Any dates in the known amount schedule refer to the payment schedule, not the payment date.
For example, consider a two year swap where each payment period is 3 months long. This schedule could define two entries, one that defines the payment amounts as GBP 1000 for the first year and one that defines the amount as GBP 500 for the second year. In this case there will be eight payments in total, four payments of GBP 1000 in the first year and four payments of GBP 500 in the second year. Each payment will occur on the date specified using the offset in
PaymentSchedule
. -
currency
Currency currency
The currency of the swap leg.This is the currency of the known payments.
-
paymentSchedule
PaymentSchedule paymentSchedule
The payment period schedule.This is used to define the payment periods, including any compounding. The payment period dates are based on the accrual schedule.
-
payReceive
PayReceive payReceive
Whether the leg is pay or receive.A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative interest rates can result in a payment in the opposite direction to that implied by this indicator.
-
-
Class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
endDate
LocalDate endDate
The end date of the payment period.This is the last date in the period. If the schedule adjusts for business days, then this is the adjusted date.
-
payment
Payment payment
The payment.This includes the payment date and amount. If the schedule adjusts for business days, then the date is the adjusted date.
-
startDate
LocalDate startDate
The start date of the payment period.This is the first date in the period. If the schedule adjusts for business days, then this is the adjusted date.
-
unadjustedEndDate
LocalDate unadjustedEndDate
The unadjusted end date.The end date before any business day adjustment is applied.
When building, this will default to the end date if not specified.
-
unadjustedStartDate
LocalDate unadjustedStartDate
The unadjusted start date.The start date before any business day adjustment is applied.
When building, this will default to the start date if not specified.
-
-
Class com.opengamma.strata.product.swap.NotionalExchange extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
payment
Payment payment
The notional exchange payment.This contains the amount to be paid and the date that payment occurs. This date has been adjusted to be a valid business day.
-
-
Class com.opengamma.strata.product.swap.NotionalSchedule extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
amount
ValueSchedule amount
The notional amount.This defines the notional as an initial amount and a list of adjustments. The notional expressed here is intended to always be positive.
The notional is only allowed to change at payment period boundaries. As such, the
ValueSchedule
steps are defined relative to the payment schedule. -
currency
Currency currency
The currency of the swap leg associated with the notional.This is the currency of the swap leg and the currency that interest calculation is made in.
The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency. See the optional
fxReset
property. -
finalExchange
boolean finalExchange
The flag indicating whether to exchange the final notional.Setting this to true indicates that the notional is transferred at the end of the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
-
fxReset
FxResetCalculation fxReset
The FX reset definition, optional.This property is used when the defined amount of the notional is specified in a currency other than the currency of the swap leg. When this occurs, the notional amount has to be converted using an FX rate to the swap leg currency. This conversion occurs at each payment period boundary and usually corresponds to an actual exchange of money between the counterparties.
When building the notional schedule, if an
FxResetCalculation
is present, then at least one of the notional exchange flags should be set to true. If all notional exchange flags are false then an IllegalArgumentException is thrown. -
initialExchange
boolean initialExchange
The flag indicating whether to exchange the initial notional.Setting this to true indicates that the notional is transferred at the start of the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
-
intermediateExchange
boolean intermediateExchange
The flag indicating whether to exchange the differences in the notional during the lifetime of the swap.Setting this to true indicates that the notional is transferred when it changes during the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
-
-
Class com.opengamma.strata.product.swap.OvernightRateCalculation extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualMethod
OvernightAccrualMethod accrualMethod
The method of accruing overnight interest, defaulted to 'Compounded'.Two methods of accrual are supported - compounding and averaging. Averaging is primarily related to the 'USD-FED-FUND' index.
-
dayCount
DayCount dayCount
The day count convention.This is used to convert dates to a numerical value.
When building, this will default to the day count of the index if not specified.
-
gearing
ValueSchedule gearing
The gearing multiplier, optional.This defines the gearing as an initial value and a list of adjustments. The gearing is only permitted to change at accrual period boundaries.
When calculating the rate, the fixing rate is multiplied by the gearing. A gearing of 1 has no effect. If both gearing and spread exist, then the gearing is applied first.
If this property is not present, then no gearing applies.
Gearing is also known as leverage.
-
index
OvernightIndex index
The Overnight index.The rate to be paid is based on this index It will be a well known market index such as 'GBP-SONIA'.
-
negativeRateMethod
NegativeRateMethod negativeRateMethod
The negative rate method, defaulted to 'AllowNegative'.This is used when the interest rate, observed or calculated, goes negative. It does not apply if the rate is fixed, such as in a stub or using
firstRegularRate
.Defined by the 2006 ISDA definitions article 6.4.
-
rateCutOffDays
int rateCutOffDays
The number of business days before the end of the period that the rate is cut off, defaulted to zero.When a rate cut-off applies, the final daily rate is determined this number of days before the end of the period, with any subsequent days having the same rate.
The amount must be zero or positive. A value of zero or one will have no effect on the standard calculation. The fixing holiday calendar of the index is used to determine business days.
For example, a value of
3
means that the rate observed on(periodEndDate - 3 business days)
is also to be used on(periodEndDate - 2 business days)
and(periodEndDate - 1 business day)
.If there are multiple accrual periods in the payment period, then this will only apply to the last accrual period in the payment period.
-
spread
ValueSchedule spread
The spread rate, optional. A 5% rate will be expressed as 0.05.This defines the spread as an initial value and a list of adjustments. The spread is only permitted to change at accrual period boundaries. Spread is a per annum rate.
When calculating the rate, the spread is added to the fixing rate. A spread of 0 has no effect. If both gearing and spread exist, then the gearing is applied first.
If this property is not present, then no spread applies.
Defined by the 2006 ISDA definitions article 6.2e.
-
-
Class com.opengamma.strata.product.swap.PaymentSchedule extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
businessDayAdjustment
BusinessDayAdjustment businessDayAdjustment
The business day adjustment to apply, optional.Each date in the calculated schedule is determined relative to the accrual schedule. Normally, the accrual schedule is adjusted ensuring each date is not a holiday. As such, there is typically no reason to adjust the date before applying the payment date offset.
If the accrual dates are unadjusted, or for some other reason, it may be desirable to adjust the schedule dates before applying the payment date offset. This optional property allows that to happen. Note that the payment date offset itself provides the ability to adjust dates after the offset is applied.
-
compoundingMethod
CompoundingMethod compoundingMethod
The compounding method to use when there is more than one accrual period, defaulted to 'None'.Compounding is used when combining accrual periods.
-
firstRegularStartDate
LocalDate firstRegularStartDate
The optional start date of the first regular payment schedule period, which is the end date of the initial stub.This is used to identify the boundary date between the initial stub and the first regular period. In most cases there is no need to specify this as it can be worked out from other information. It must be used when there is a need to produce a payment schedule with an initial stub that combines an initial stub from the accrual schedule with the first regular period of the accrual schedule.
This is an unadjusted date, and as such it might not be a valid business day. It must equal one of the unadjusted dates on the accrual schedule.
If paymentRelativeTo is 'PeriodEnd' then this field corresponds to
firstPaymentDate
in FpML. -
lastRegularEndDate
LocalDate lastRegularEndDate
The optional end date of the last regular payment schedule period, which is the start date of the final stub.This is used to identify the boundary date between the last regular period and the final stub. In most cases there is no need to specify this as it can be worked out from other information. It must be used when there is a need to produce a payment schedule with a final stub that combines a final stub from the accrual schedule with the last regular period of the accrual schedule.
This is used to identify the boundary date between the last regular schedule period and the final stub.
This is an unadjusted date, and as such it might not be a valid business day. This date must be after 'firstPaymentDate'. It must equal one of the unadjusted dates on the accrual schedule.
If paymentRelativeTo is 'PeriodEnd' then this field corresponds to
lastRegularPaymentDate
in FpML. -
paymentDateOffset
DaysAdjustment paymentDateOffset
The offset of payment from the base calculation period date.The offset is applied to the unadjusted date specified by
paymentRelativeTo
. Offset can be based on calendar days or business days. -
paymentFrequency
Frequency paymentFrequency
The periodic frequency of payments.Regular payments will be made at the specified periodic frequency. The frequency must be the same as, or a multiple of, the accrual periodic frequency.
Compounding applies if the payment frequency does not equal the accrual frequency.
-
paymentRelativeTo
PaymentRelativeTo paymentRelativeTo
The base date that each payment is made relative to, defaulted to 'PeriodEnd'.The payment date is relative to either the start or end of the payment period.
-
-
Class com.opengamma.strata.product.swap.RateAccrualPeriod extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
endDate
LocalDate endDate
The end date of the accrual period.This is the last accrual date in the period. If the schedule adjusts for business days, then this is the adjusted date.
-
gearing
double gearing
The gearing multiplier, defaulted to 1.This defines the gearing, which is used to multiply the observed rate.
When calculating the rate, the observed rate is multiplied by the gearing. If both gearing and spread exist, then the gearing is applied first. A gearing of 1 has no effect.
Gearing is also known as leverage.
-
negativeRateMethod
NegativeRateMethod negativeRateMethod
The negative rate method, defaulted to 'AllowNegative'.This is used when the interest rate, observed or calculated, goes negative.
When observing or calculating the rate, the value may go negative. If it does, then this method is used to validate whether the negative rate is allowed. It is applied after any applicable gearing or spread.
Defined by the 2006 ISDA definitions article 6.4.
-
rateComputation
RateComputation rateComputation
The rate to be computed.The value of the period is based on this rate. Different implementations of the
RateComputation
interface have different approaches to computing the rate, including averaging, overnight and interpolation. For example, it might be a well known market index such as 'GBP-LIBOR-3M'. -
spread
double spread
The spread rate, defaulted to 0. A 5% rate will be expressed as 0.05.This defines the spread, which is used to add an amount the observed rate.
When calculating the rate, the spread is added to the observed rate. If both gearing and spread exist, then the gearing is applied first. A spread of 0 has no effect.
Defined by the 2006 ISDA definitions article 6.2e.
-
startDate
LocalDate startDate
The start date of the accrual period.This is the first accrual date in the period. If the schedule adjusts for business days, then this is the adjusted date.
-
unadjustedEndDate
LocalDate unadjustedEndDate
The unadjusted end date.The end date before any business day adjustment is applied.
When building, this will default to the end date if not specified.
-
unadjustedStartDate
LocalDate unadjustedStartDate
The unadjusted start date.The start date before any business day adjustment is applied.
When building, this will default to the start date if not specified.
-
yearFraction
double yearFraction
The year fraction that the accrual period represents.The value is usually calculated using a
DayCount
which may be different to that of the index. Typically the value will be close to 1 for one year and close to 0.5 for six months. The fraction may be greater than 1, but not less than 0.
-
-
Class com.opengamma.strata.product.swap.RateCalculationSwapLeg extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualSchedule
PeriodicSchedule accrualSchedule
The accrual schedule.This is used to define the accrual periods. These are used directly or indirectly to determine other dates in the swap.
-
calculation
RateCalculation calculation
The interest rate accrual calculation.Different kinds of swap leg are determined by the subclass used here. See
FixedRateCalculation
,IborRateCalculation
andOvernightRateCalculation
. -
notionalSchedule
NotionalSchedule notionalSchedule
The notional schedule.The notional amount schedule, which can vary during the lifetime of the swap. In most cases, the notional amount is not exchanged, with only the net difference being exchanged. However, in certain cases, initial, final or intermediate amounts are exchanged.
-
paymentSchedule
PaymentSchedule paymentSchedule
The payment schedule.This is used to define the payment periods, including any compounding. The payment period dates are based on the accrual schedule.
-
payReceive
PayReceive payReceive
Whether the leg is pay or receive.A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative interest rates can result in a payment in the opposite direction to that implied by this indicator.
-
-
Class com.opengamma.strata.product.swap.RatePaymentPeriod extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualPeriods
ImmutableList<RateAccrualPeriod> accrualPeriods
The accrual periods that combine to form the payment period.Each accrual period includes the applicable dates and details of how to observe the rate. In most cases, there will be one accrual period. If there is more than one accrual period then compounding may apply.
-
compoundingMethod
CompoundingMethod compoundingMethod
The compounding method to use when there is more than one accrual period, default is 'None'.Compounding is used when combining accrual periods.
-
currency
Currency currency
The primary currency of the payment period.This is the currency of the swap leg and the currency that interest calculation is made in.
The amounts of the notional are usually expressed in terms of this currency, however they can be converted from amounts in a different currency. See the optional
fxReset
property. -
dayCount
DayCount dayCount
The day count convention.Each accrual period contains a year fraction calculated using this day count. This day count is used when there is a need to perform further calculations.
-
fxReset
FxReset fxReset
The FX reset definition, optional.This property is used when the defined amount of the notional is specified in a currency other than the currency of the swap leg. When this occurs, the notional amount has to be converted using an FX rate to the swap leg currency.
The FX reset definition must be valid. It must have a reference currency that is different to that of this period, and the currency of this period must be one of those defined by the FX reset index.
-
notional
double notional
The notional amount, positive if receiving, negative if paying.The notional amount applicable during the period. The currency of the notional is specified by
currency
unless there is thefxReset
property is present. -
paymentDate
LocalDate paymentDate
The date that payment occurs.The date that payment is made for the accrual periods. If the schedule adjusts for business days, then this is the adjusted date.
-
-
Class com.opengamma.strata.product.swap.RatePeriodSwapLeg extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialization Methods
-
readResolve
private Object readResolve()
-
-
Serialized Fields
-
finalExchange
boolean finalExchange
The flag indicating whether to exchange the final notional.Setting this to true indicates that the notional is transferred at the end of the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
This flag controls whether a notional exchange object is created when the leg is resolved. It covers an exchange on the final payment date of the swap leg. If there is an FX reset, then this flag is ignored, see
intermediateExchange
. If there is no FX reset and the flag is true, then aNotionalExchange
object will be created. -
initialExchange
boolean initialExchange
The flag indicating whether to exchange the initial notional.Setting this to true indicates that the notional is transferred at the start of the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
This flag controls whether a notional exchange object is created when the leg is resolved. It covers an exchange on the initial payment date of the swap leg, treated as the start date. If there is an FX reset, then this flag is ignored, see
intermediateExchange
. If there is no FX reset and the flag is true, then aNotionalExchange
object will be created. -
intermediateExchange
boolean intermediateExchange
The flag indicating whether to exchange the differences in the notional during the lifetime of the swap.Setting this to true indicates that the notional is transferred when it changes during the trade. This should typically be set to true in the case of an FX reset swap, or one with a varying notional.
This flag controls whether a notional exchange object is created when the leg is resolved. It covers an exchange on each intermediate payment date of the swap leg. If set to true, the behavior depends on whether an FX reset payment period is defined. If there is an FX reset, then an
FxResetNotionalExchange
object will be created. If there is no FX reset, then aNotionalExchange
object will be created. -
paymentBusinessDayAdjustment
BusinessDayAdjustment paymentBusinessDayAdjustment
The business day date adjustment to be applied to each payment date, default is to apply no adjustment.The business day adjustment is applied to period, exchange and event payment dates.
-
paymentEvents
ImmutableList<SwapPaymentEvent> paymentEvents
The additional payment events that are associated with the swap leg.Payment events include fees. Notional exchange may also be specified here instead of via the dedicated fields.
-
paymentPeriods
ImmutableList<RatePaymentPeriod> paymentPeriods
The payment periods that combine to form the swap leg.Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.
The start date and end date of the leg are determined from the first and last period. As such, the periods should be sorted.
-
payReceive
PayReceive payReceive
Whether the leg is pay or receive.A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative interest rates can result in a payment in the opposite direction to that implied by this indicator.
The value of this flag should match the signs of the payment period notionals.
-
type
SwapLegType type
The type of the leg, such as Fixed or Ibor.This provides a high level categorization of the swap leg.
-
-
Class com.opengamma.strata.product.swap.ResetSchedule extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
businessDayAdjustment
BusinessDayAdjustment businessDayAdjustment
The business day adjustment to apply to each reset date.This adjustment is applied to each reset date to ensure it is a valid business day.
-
resetFrequency
Frequency resetFrequency
The periodic frequency of reset dates.Reset dates will be calculated within each accrual period based on unadjusted dates. The frequency must be the same as, or smaller than, the accrual periodic frequency. When calculating the reset dates, the roll convention of the accrual periods will be used. Once the unadjusted date calculation is complete, the business day adjustment specified here will be used.
Averaging applies if the reset frequency does not equal the accrual frequency.
-
resetMethod
IborRateResetMethod resetMethod
The rate reset method, defaulted to 'Unweighted'.This is used when more than one fixing contributes to the accrual period.
Averaging may be weighted by the number of days that the fixing is applicable for. The number of days is based on the reset period, not the period between two fixing dates.
Defined by the 2006 ISDA definitions article 6.2a.
-
-
Class com.opengamma.strata.product.swap.ResolvedSwap extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialization Methods
-
readResolve
private Object readResolve()
-
-
Serialized Fields
-
legs
ImmutableList<ResolvedSwapLeg> legs
The legs of the swap.A swap consists of one or more legs. The legs of a swap are essentially unordered, however it is more efficient and closer to user expectation to treat them as being ordered.
-
-
Class com.opengamma.strata.product.swap.ResolvedSwapLeg extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialization Methods
-
readResolve
private Object readResolve()
-
-
Serialized Fields
-
paymentEvents
ImmutableList<SwapPaymentEvent> paymentEvents
The payment events that are associated with the swap leg.Payment events include notional exchange and fees.
-
paymentPeriods
ImmutableList<SwapPaymentPeriod> paymentPeriods
The payment periods that combine to form the swap leg.Each payment period represents part of the life-time of the leg. In most cases, the periods do not overlap. However, since each payment period is essentially independent the data model allows overlapping periods.
The start date and end date of the leg are determined from the first and last period. As such, the periods should be sorted.
-
payReceive
PayReceive payReceive
Whether the leg is pay or receive.A value of 'Pay' implies that the resulting amount is paid to the counterparty. A value of 'Receive' implies that the resulting amount is received from the counterparty. Note that negative interest rates can result in a payment in the opposite direction to that implied by this indicator.
The value of this flag should match the signs of the payment period notionals.
-
type
SwapLegType type
The type of the leg, such as Fixed or Ibor.This provides a high level categorization of the swap leg.
-
-
Class com.opengamma.strata.product.swap.ResolvedSwapTrade extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
info
TradeInfo info
The additional trade information, defaulted to an empty instance.This allows additional information to be attached to the trade.
-
product
ResolvedSwap product
The resolved Swap product.The product captures the contracted financial details of the trade.
-
-
Class com.opengamma.strata.product.swap.Swap extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
legs
ImmutableList<SwapLeg> legs
The legs of the swap.A swap consists of one or more legs. The legs of a swap are essentially unordered, however it is more efficient and closer to user expectation to treat them as being ordered.
-
-
Class com.opengamma.strata.product.swap.SwapTrade extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
-
Package com.opengamma.strata.product.swap.type
-
Class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
convention
FixedIborSwapConvention convention
The market convention of the swap. -
periodToStart
Period periodToStart
The period between the spot value date and the start date.This is often zero, but can be greater if the swap if forward starting. This must not be negative.
-
tenor
Tenor tenor
The tenor of the swap.This is the period from the first accrual date to the last accrual date.
-
-
Class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
convention
FixedInflationSwapConvention convention
The market convention of the swap. -
tenor
Tenor tenor
The tenor of the swap.This is the period from the first accrual date to the last accrual date.
-
-
Class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
convention
FixedOvernightSwapConvention convention
The market convention of the swap. -
periodToStart
Period periodToStart
The period between the spot value date and the start date.This is often zero, but can be greater if the swap if forward starting. This must not be negative.
-
tenor
Tenor tenor
The tenor of the swap.This is the period from the first accrual date to the last accrual date.
-
-
Class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualBusinessDayAdjustment
BusinessDayAdjustment accrualBusinessDayAdjustment
The business day adjustment to apply to accrual schedule dates.Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.
The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.
-
accrualFrequency
Frequency accrualFrequency
The periodic frequency of accrual.Interest will be accrued over periods at the specified periodic frequency, such as every 3 months.
-
accrualMethod
FixedAccrualMethod accrualMethod
The accrual method using the fixed rate, defaulted to 'None'.This is normally 'None', but can be set forBrazilian swaps.
-
compoundingMethod
CompoundingMethod compoundingMethod
The compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.Compounding is used when combining accrual periods.
This will default to 'None' if not specified.
-
currency
Currency currency
The leg currency.This is the currency of the swap leg and the currency that payment is made in.
-
dayCount
DayCount dayCount
The day count convention applicable.This is used to convert schedule period dates to a numerical value.
-
endDateBusinessDayAdjustment
BusinessDayAdjustment endDateBusinessDayAdjustment
The business day adjustment to apply to the end date, optional with defaulting getter.The end date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the end date to a valid business day.
This will default to the
accrualDatesBusinessDayAdjustment
if not specified. -
paymentDateOffset
DaysAdjustment paymentDateOffset
The offset of payment from the base date, optional with defaulting getter.The offset is applied to the unadjusted date specified by
paymentRelativeTo
. Offset can be based on calendar days or business days.This will default to 'None' if not specified.
-
paymentFrequency
Frequency paymentFrequency
The periodic frequency of payments, optional with defaulting getter.Regular payments will be made at the specified periodic frequency. The frequency must be the same as, or a multiple of, the accrual periodic frequency.
Compounding applies if the payment frequency does not equal the accrual frequency.
This will default to the accrual frequency if not specified.
-
rollConvention
RollConvention rollConvention
The convention defining how to roll dates, optional with defaulting getter.The schedule periods are determined at the high level by repeatedly adding the frequency to the start date, or subtracting it from the end date. The roll convention provides the detailed rule to adjust the day-of-month or day-of-week.
This will default to 'None' if not specified.
-
startDateBusinessDayAdjustment
BusinessDayAdjustment startDateBusinessDayAdjustment
The business day adjustment to apply to the start date, optional with defaulting getter.The start date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the start date to a valid business day.
This will default to the
accrualDatesBusinessDayAdjustment
if not specified. -
stubConvention
StubConvention stubConvention
The convention defining how to handle stubs, optional with defaulting getter.The stub convention is used during schedule construction to determine whether the irregular remaining period occurs at the start or end of the schedule. It also determines whether the irregular period is shorter or longer than the regular period.
This will default to 'SmartInitial' if not specified.
-
-
Class com.opengamma.strata.product.swap.type.IborIborSwapTemplate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
convention
IborIborSwapConvention convention
The market convention of the swap. -
periodToStart
Period periodToStart
The period between the spot value date and the start date.This is often zero, but can be greater if the swap if forward starting. This must not be negative.
-
tenor
Tenor tenor
The tenor of the swap.This is the period from the first accrual date to the last accrual date.
-
-
Class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualBusinessDayAdjustment
BusinessDayAdjustment accrualBusinessDayAdjustment
The business day adjustment to apply to accrual schedule dates.Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.
The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.
This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.
-
accrualFrequency
Frequency accrualFrequency
The periodic frequency of accrual.Interest will be accrued over periods at the specified periodic frequency, such as every 3 months.
This will default to the tenor of the index if not specified.
-
compoundingMethod
CompoundingMethod compoundingMethod
The compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.Compounding is used when combining accrual periods.
This will default to 'None' if not specified.
-
currency
Currency currency
The leg currency, optional with defaulting getter.This is the currency of the swap leg and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.
This will default to the currency of the index if not specified.
-
dayCount
DayCount dayCount
The day count convention applicable, optional with defaulting getter.This is used to convert dates to a numerical value. The data model permits the day count to differ from that of the index, however the two are typically the same.
This will default to the day count of the index if not specified.
-
endDateBusinessDayAdjustment
BusinessDayAdjustment endDateBusinessDayAdjustment
The business day adjustment to apply to the end date, optional with defaulting getter.The end date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the end date to a valid business day.
This will default to the
accrualDatesBusinessDayAdjustment
if not specified. -
fixingDateOffset
DaysAdjustment fixingDateOffset
The offset of the fixing date from each adjusted reset date.The offset is applied to the base date specified by
fixingRelativeTo
. The offset is typically a negative number of business days. The data model permits the offset to differ from that of the index, however the two are typically the same.This will default to the fixing date offset of the index if not specified.
-
fixingRelativeTo
FixingRelativeTo fixingRelativeTo
The base date that each fixing is made relative to, optional with defaulting getter.The fixing date is relative to either the start or end of each reset period.
Note that in most cases, the reset frequency matches the accrual frequency and thus there is only one fixing for the accrual period.
This will default to 'PeriodStart' if not specified.
-
index
IborIndex index
The Ibor index.The floating rate to be paid is based on this index It will be a well known market index such as 'GBP-LIBOR-3M'.
-
notionalExchange
boolean notionalExchange
The flag indicating whether to exchange the notional.If 'true', the notional there is both an initial exchange and a final exchange of notional.
This will default to 'false' if not specified.
-
paymentDateOffset
DaysAdjustment paymentDateOffset
The offset of payment from the base date, optional with defaulting getter.The offset is applied to the unadjusted date specified by
paymentRelativeTo
. Offset can be based on calendar days or business days.This will default to 'None' if not specified.
-
paymentFrequency
Frequency paymentFrequency
The periodic frequency of payments, optional with defaulting getter.Regular payments will be made at the specified periodic frequency. The frequency must be the same as, or a multiple of, the accrual periodic frequency.
Compounding applies if the payment frequency does not equal the accrual frequency.
This will default to the accrual frequency if not specified.
-
rollConvention
RollConvention rollConvention
The convention defining how to roll dates, optional with defaulting getter.The schedule periods are determined at the high level by repeatedly adding the frequency to the start date, or subtracting it from the end date. The roll convention provides the detailed rule to adjust the day-of-month or day-of-week.
This will default to 'None' if not specified.
-
startDateBusinessDayAdjustment
BusinessDayAdjustment startDateBusinessDayAdjustment
The business day adjustment to apply to the start date, optional with defaulting getter.The start date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the start date to a valid business day.
This will default to the
accrualDatesBusinessDayAdjustment
if not specified. -
stubConvention
StubConvention stubConvention
The convention defining how to handle stubs, optional with defaulting getter.The stub convention is used during schedule construction to determine whether the irregular remaining period occurs at the start or end of the schedule. It also determines whether the irregular period is shorter or longer than the regular period.
This will default to 'SmartInitial' if not specified.
-
-
Class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
fixedLeg
FixedRateSwapLegConvention fixedLeg
The market convention of the fixed leg. -
floatingLeg
IborRateSwapLegConvention floatingLeg
The market convention of the floating leg. -
name
String name
The convention name, such as 'USD-FIXED-6M-LIBOR-3M'. -
spotDateOffset
DaysAdjustment spotDateOffset
The offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
-
-
Class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
fixedLeg
FixedRateSwapLegConvention fixedLeg
The market convention of the fixed leg. -
floatingLeg
InflationRateSwapLegConvention floatingLeg
The market convention of the floating leg. -
name
String name
The convention name, such as 'USD-FIXED-6M-LIBOR-3M'. -
spotDateOffset
DaysAdjustment spotDateOffset
The offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
-
-
Class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
fixedLeg
FixedRateSwapLegConvention fixedLeg
The market convention of the fixed leg. -
floatingLeg
OvernightRateSwapLegConvention floatingLeg
The market convention of the floating leg. -
name
String name
The convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'. -
spotDateOffset
DaysAdjustment spotDateOffset
The offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
-
-
Class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
flatLeg
IborRateSwapLegConvention flatLeg
The market convention of the floating leg that does not have the spread applied. -
name
String name
The convention name, such as 'USD-LIBOR-3M-LIBOR-6M'. -
spotDateOffset
DaysAdjustment spotDateOffset
The offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
-
spreadLeg
IborRateSwapLegConvention spreadLeg
The market convention of the floating leg that has the spread applied.The spread is the market price of the instrument. It is added to the observed interest rate.
-
-
Class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
iborLeg
IborRateSwapLegConvention iborLeg
The market convention of the floating leg. -
name
String name
The convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'. -
overnightLeg
OvernightRateSwapLegConvention overnightLeg
The market convention of the floating leg. -
spotDateOffset
DaysAdjustment spotDateOffset
The offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
-
-
Class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
flatFloatingLeg
IborRateSwapLegConvention flatFloatingLeg
The market convention of the floating leg that does not have the spread applied. -
name
String name
The convention name. -
spotDateOffset
DaysAdjustment spotDateOffset
The offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
-
spreadFloatingLeg
IborRateSwapLegConvention spreadFloatingLeg
The market convention of the floating leg to which the spread leg is added. -
spreadLeg
FixedRateSwapLegConvention spreadLeg
The market convention of the fixed leg for the spread.This is to be applied to
floatingSpreadLeg
.
-
-
Class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
flatLeg
IborRateSwapLegConvention flatLeg
The market convention of the floating leg that does not have the spread applied. -
name
String name
The convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'. -
spotDateOffset
DaysAdjustment spotDateOffset
The offset of the spot value date from the trade date.The offset is applied to the trade date to find the start date. A typical value is "plus 2 business days".
-
spreadLeg
IborRateSwapLegConvention spreadLeg
The market convention of the floating leg that has the spread applied.The spread is the market price of the instrument. It is added to the observed interest rate.
-
-
Class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualBusinessDayAdjustment
BusinessDayAdjustment accrualBusinessDayAdjustment
The business day adjustment to apply to accrual schedule dates.Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.
The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.
This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.
-
index
PriceIndex index
The Price index.The floating rate to be paid is based on this price index It will be a well known price index such as 'GB-HICP'.
-
indexCalculationMethod
PriceIndexCalculationMethod indexCalculationMethod
Reference price index calculation method.This specifies how the reference index calculation occurs.
This will default to 'Monthly' if not specified.
-
lag
Period lag
The positive period between the price index and the accrual date, typically a number of months.A price index is typically published monthly and has a delay before publication. The lag is subtracted from the accrual start and end date to locate the month of the data to be observed.
For example, the September data may be published in October or November. A 3 month lag will cause an accrual date in December to be based on the observed data for September, which should be available by then.
-
notionalExchange
boolean notionalExchange
The flag indicating whether to exchange the notional.If 'true', the notional there is both an initial exchange and a final exchange of notional.
This will default to 'false' if not specified.
-
paymentDateOffset
DaysAdjustment paymentDateOffset
The offset of payment from the base date, optional with defaulting getter.The offset is applied to the unadjusted date specified by
paymentRelativeTo
. Offset can be based on calendar days or business days.This will default to 'None' if not specified.
-
-
Class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
convention
OvernightIborSwapConvention convention
The market convention of the swap. -
periodToStart
Period periodToStart
The period between the spot value date and the start date.This is often zero, but can be greater if the swap if forward starting. This must not be negative.
-
tenor
Tenor tenor
The tenor of the swap.This is the period from the first accrual date to the last accrual date.
-
-
Class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
accrualBusinessDayAdjustment
BusinessDayAdjustment accrualBusinessDayAdjustment
The business day adjustment to apply to accrual schedule dates.Each date in the calculated schedule is determined without taking into account weekends and holidays. The adjustment specified here is used to convert those dates to valid business days.
The start date and end date may have their own business day adjustment rules. If those are not present, then this adjustment is used instead.
This will default to 'ModifiedFollowing' using the index fixing calendar if not specified.
-
accrualFrequency
Frequency accrualFrequency
The periodic frequency of accrual.Interest will be accrued over periods at the specified periodic frequency, such as every 3 months.
This will default to the term frequency if not specified.
-
accrualMethod
OvernightAccrualMethod accrualMethod
The method of accruing overnight interest, defaulted to 'Compounded'.Two methods of accrual are supported - 'Compounded' and 'Averaged'. Averaging is primarily related to the 'USD-FED-FUND' index.
-
compoundingMethod
CompoundingMethod compoundingMethod
The compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.Compounding is used when combining accrual periods.
This will default to 'None' if not specified.
-
currency
Currency currency
The leg currency, optional with defaulting getter.This is the currency of the swap leg and the currency that payment is made in. The data model permits this currency to differ from that of the index, however the two are typically the same.
This will default to the currency of the index if not specified.
-
dayCount
DayCount dayCount
The day count convention applicable, optional with defaulting getter.This is used to convert dates to a numerical value. The data model permits the day count to differ from that of the index, however the two are typically the same.
This will default to the day count of the index if not specified.
-
endDateBusinessDayAdjustment
BusinessDayAdjustment endDateBusinessDayAdjustment
The business day adjustment to apply to the end date, optional with defaulting getter.The end date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the end date to a valid business day.
This will default to the
accrualDatesBusinessDayAdjustment
if not specified. -
index
OvernightIndex index
The Overnight index.The floating rate to be paid is based on this index It will be a well known market index such as 'GBP-SONIA'.
-
paymentDateOffset
DaysAdjustment paymentDateOffset
The offset of payment from the base date, optional with defaulting getter.The offset is applied to the unadjusted date specified by
paymentRelativeTo
. Offset can be based on calendar days or business days.This will default to 'None' if not specified.
-
paymentFrequency
Frequency paymentFrequency
The periodic frequency of payments, optional with defaulting getter.Regular payments will be made at the specified periodic frequency. The frequency must be the same as, or a multiple of, the accrual periodic frequency.
Compounding applies if the payment frequency does not equal the accrual frequency.
This will default to the accrual frequency if not specified.
-
rateCutOffDays
Integer rateCutOffDays
The number of business days before the end of the period that the rate is cut off.When a rate cut-off applies, the final daily rate is determined this number of days before the end of the period, with any subsequent days having the same rate.
The amount must be zero or positive. A value of zero or one will have no effect on the standard calculation. The fixing holiday calendar of the index is used to determine business days.
For example, a value of
3
means that the rate observed on(periodEndDate - 3 business days)
is also to be used on(periodEndDate - 2 business days)
and(periodEndDate - 1 business day)
.If there are multiple accrual periods in the payment period, then this will only apply to the last accrual period in the payment period.
This will default to the zero if not specified.
-
rollConvention
RollConvention rollConvention
The convention defining how to roll dates, optional with defaulting getter.The schedule periods are determined at the high level by repeatedly adding the frequency to the start date, or subtracting it from the end date. The roll convention provides the detailed rule to adjust the day-of-month or day-of-week.
This will default to 'None' if not specified.
-
startDateBusinessDayAdjustment
BusinessDayAdjustment startDateBusinessDayAdjustment
The business day adjustment to apply to the start date, optional with defaulting getter.The start date property is an unadjusted date and as such might be a weekend or holiday. The adjustment specified here is used to convert the start date to a valid business day.
This will default to the
accrualDatesBusinessDayAdjustment
if not specified. -
stubConvention
StubConvention stubConvention
The convention defining how to handle stubs, optional with defaulting getter.The stub convention is used during schedule construction to determine whether the irregular remaining period occurs at the start or end of the schedule. It also determines whether the irregular period is shorter or longer than the regular period.
This will default to 'SmartInitial' if not specified.
-
-
Class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
convention
ThreeLegBasisSwapConvention convention
The market convention of the swap. -
periodToStart
Period periodToStart
The period between the spot value date and the start date.This is often zero, but can be greater if the swap if forward starting. This must not be negative.
-
tenor
Tenor tenor
The tenor of the swap.This is the period from the first accrual date to the last accrual date.
-
-
Class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
convention
XCcyIborIborSwapConvention convention
The market convention of the swap. -
periodToStart
Period periodToStart
The period between the spot value date and the start date.This is often zero, but can be greater if the swap if forward starting. This must not be negative.
-
tenor
Tenor tenor
The tenor of the swap.This is the period from the first accrual date to the last accrual date.
-
-
-
Package com.opengamma.strata.product.swaption
-
Class com.opengamma.strata.product.swaption.CashSwaptionSettlement extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
method
CashSwaptionSettlementMethod method
The cash settlement method.The settlement rate of the cash settled swaption is specified by respective cash settlement methods.
-
settlementDate
LocalDate settlementDate
The settlement date.The payoff of the option is settled at this date.
-
-
Class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement extends Object implements Serializable
- serialVersionUID:
- 1L
-
Class com.opengamma.strata.product.swaption.ResolvedSwaption extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
exerciseInfo
SwaptionExerciseDates exerciseInfo
The exercise information.A swaption can have three different kinds of exercise - European, American and Bermudan. A European swaption has one exercise date, an American can exercise on any date, and a Bermudan can exercise on a fixed set of dates.
European swaptions will have matching information in this object, expiry date and swap start date. If this is not set in the builder, it will be defaulted to European from the expiry date and swap start date.
-
expiry
ZonedDateTime expiry
The expiry date-time of the option.The option is European, and can only be exercised on the expiry date.
-
longShort
LongShort longShort
Whether the option is long or short.Long indicates that the owner wants the option to be in the money at expiry. Short indicates that the owner wants the option to be out of the money at expiry.
-
swaptionSettlement
SwaptionSettlement swaptionSettlement
Settlement method.The settlement of the option is specified by
SwaptionSettlement
. -
underlying
ResolvedSwap underlying
The underlying swap.At expiry, if the option is exercised, this swap will be entered into. The swap description is the swap as viewed by the party long the option.
-
-
Class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
info
TradeInfo info
The additional trade information, defaulted to an empty instance.This allows additional information to be attached to the trade.
-
premium
Payment premium
The premium of the swaption.The premium sign should be compatible with the product Long/Short flag. This means that the premium is negative for long and positive for short.
-
product
ResolvedSwaption product
The resolved Swaption product.The product captures the contracted financial details of the trade.
-
-
Class com.opengamma.strata.product.swaption.Swaption extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
exerciseInfo
SwaptionExercise exerciseInfo
The exercise information, optional.A swaption can have three different kinds of exercise - European, American and Bermudan. A European swaption has one exercise date, an American can exercise on any date, and a Bermudan can exercise on a fixed set of dates.
If not present, the swaption is considered to be a European swaption as per the expiry date.
-
expiryDate
AdjustableDate expiryDate
The expiry date of the option.This is the last date that the swaption can be exercised. To represent Bermudan and American swaptions, or to represent a European swaption where the swap start date is calculated dynamically, see the
exerciseOptions
field.This date is typically set to be a valid business day. However, the
businessDayAdjustment
property may be set to provide a rule for adjustment. -
expiryTime
LocalTime expiryTime
The expiry time of the option.The expiry time is related to the expiry date and time-zone.
-
expiryZone
ZoneId expiryZone
The time-zone of the expiry time.The expiry time-zone is related to the expiry date and time.
-
longShort
LongShort longShort
Whether the option is long or short.Long indicates that the owner wants the option to be in the money at expiry. Short indicates that the owner wants the option to be out of the money at expiry.
-
swaptionSettlement
SwaptionSettlement swaptionSettlement
Settlement method.The settlement of the option is specified by
SwaptionSettlement
. -
underlying
Swap underlying
The underlying swap.At expiry, if the option is exercised, this swap will be entered into. The swap description is the swap as viewed by the party long the option.
-
-
Class com.opengamma.strata.product.swaption.SwaptionExercise extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
dateDefinition
AdjustableDates dateDefinition
An explicit list of exercise dates.A European swaption has one date in the list. A Bermudan swaption has at least two dates in the list. An American swaption has at exactly two dates in the list, the earliest and latest dates.
-
frequency
Frequency frequency
The frequency of exercise between the earliest and latest dates.An American swaption must set this to one day.
A Bermudan swaption might set this to a specific frequency instead of pre-calculating the dates. If it does this, there must only be two dates in the list. The intermediate dates will be calculated by adding multiples of the frequency to the earliest date.
-
swapStartDateOffset
DaysAdjustment swapStartDateOffset
The offset to the swap start date.Each adjusted exercise date has this offset applied to get the start date of the underlying swap.
-
-
Class com.opengamma.strata.product.swaption.SwaptionExerciseDate extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
exerciseDate
LocalDate exerciseDate
The adjusted exercise date.This date has been adjusted to be a business day.
-
swapStartDate
LocalDate swapStartDate
The adjusted swap start date.This date has been adjusted to be a business day.
-
unadjustedExerciseDate
LocalDate unadjustedExerciseDate
The unadjusted exercise date.This date may be a non-business day.
-
-
Class com.opengamma.strata.product.swaption.SwaptionExerciseDates extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
allDates
boolean allDates
Whether all dates are valid dates for swaption exercise between the first and last date.This will be true for an American swaption, and false otherwise.
-
dates
ImmutableList<SwaptionExerciseDate> dates
An explicit list of exercise dates.A European swaption has one date in the list. A Bermudan swaption has at least two dates in the list. An American swaption has at exactly two dates in the list, the earliest and latest dates.
-
-
Class com.opengamma.strata.product.swaption.SwaptionTrade extends Object implements Serializable
- serialVersionUID:
- 1L
-
Serialized Fields
-
info
TradeInfo info
The additional trade information, defaulted to an empty instance.This allows additional information to be attached to the trade.
-
premium
AdjustablePayment premium
The premium of the swaption.The premium sign should be compatible with the product Long/Short flag. This means that the premium is negative for long and positive for short.
-
product
Swaption product
The swaption product that was agreed when the trade occurred.The product captures the contracted financial details of the trade.
-
-


Description
CS:GO is a multiplayer first-person shooter video game. The game pits two teams of 5 players against each other: the Terrorists and the Counter-Terrorists. Both sides are tasked with eliminating the other while also completing separate objectives, the Terrorists must either plant the bomb, while the Counter-Terrorists must prevent the bomb from being planted, defuse the bomb.
RULES:
- Team of 5 players
- Match length – First to 16 round wins (Classic competitive match).
- All server commands set to classic matchmaking values.
- Tie breakers will go to overtime.
- An overtime will be played with mp_max rounds 6 and mp_start money 16000.
- Each team has one timeout per each half.
- Maps will be decided by a coin toss prior to the setup phase.
- Use of third-party software and or scripts is not allowed.
- We will be accepting at max 8 teams on a first come first serve basis.
- You can bring your own equipment.
Team size:
Team of 5
Event location:
Auditorium, III floor, Block A
Contact :Brandon:<PHONE_NUMBER> & Krishanu:<PHONE_NUMBER>


:: com :: sun :: star :: text ::
|
| deprecated |
constants group DateDisplayFormat |
|
|
- Usage Restrictions
- deprecated
- Description
- This constants define how a date field is formated before it is displayed.
The format may also depend on the system or document locale. The samples
are in German.
|
| Constants' Details |
STANDARD_SHORT
const short STANDARD_SHORT = 0;
- Description
- the shortest system standard
|
|
STANDARD_LONG
const short STANDARD_LONG = 1;
- Description
- the longest system standard
|
|
MMDDYY
const short MMDDYY = 2;
- Description
- 22.11.73
|
|
MMDDYYYY
const short MMDDYYYY = 3;
- Description
- 22.11.1973
|
|
DDMMMYYYY
const short DDMMMYYYY = 4;
- Description
- 22. Nov 1973
|
|
DDMMMMYYYY
const short DDMMMMYYYY = 5;
- Description
- 22. November 1973
|
|
NNDDMMMMYYYY
const short NNDDMMMMYYYY = 6;
- Description
- Do, 22. November 1973
|
|
NNNNDDMMMMYYYY
const short NNNNDDMMMMYYYY = 7;
- Description
- Donnerstag, 22. November 1973
|
|
Top of Page
Copyright © 2013, The Apache Software Foundation, Licensed under the Apache License, Version 2.0. Apache, the Apache feather logo, Apache OpenOffice and OpenOffice.org are trademarks of The Apache Software Foundation. Other names may be trademarks of their respective owners.


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THE BIG HIT (1998)
Rating: 2.0 stars (out of 4.0) ******************************** Key to rating system: 2.0 stars - Debatable 2.5 stars - Some people may like it 3.0 stars - I liked it 3.5 stars - I am biased in favor of the movie 4.0 stars - I felt the movie's impact personally or it stood out ********************************* A Movie Review by David Sunga
Directed by: Che-kirk Wong
Written by: Ben Ramsey
Starring: Mark Wahlberg, Lou Diamond Phillips, Christina Applegate, Avery Brooks, Bokeem Woodbine, Lela Rochon, China Chow, Antonio Sabāto Jr.
Ingredients: Hip young hitmen, suburban love problems, kidnapping plan that backfires, running gags about masturbation and an overdue video tape
Synopsis: THE BIG HIT is an action comedy about the weekend adventure of Mel, who leads a double life as both an accomplished hitman, and a handsome but wishy-washy suburban 20-something. In the story Mel (Mark Wahlberg), Cisco (Lou Diamond Phillips), Crunch (Bokeem Woodbine), and Vinnie (Antonio Sabāto Jr.) are hip, young guys who make easy money as hitmen for mob boss Paris (Avery Brooks). Unknown to their boss, one day the boys moonlight by taking a kidnapping job on the side. But it all backfires when their victim, a Japanese tycoon's daughter named Keiko (China Chow), turns out to be Paris' godchild. When boss Paris comes a-calling, Cisco, in saving his own hide, frames Mel.
Talk about a bad weekend for poor Maalox-swigging Mel! Aside from the mob coming after him, several things happen: His mistress Chantel (Lela Rochon) runs off with his money and another man. Mel must also field a visit from his fiancee Pam's irritating parents. A zealous video store clerk hounds Mel for an overdue video. Lastly, Mel begins falling in love with the kidnappee.
Will nice hitman Mel ever get his life together?
Opinion: On paper it sounds great, but in the theater it's different. The action content is fine, but the audience is asked to swallow some improbable characterizations. For example, when - - early in the movie - - Mel forks over his entire salary to Cisco; it seems like an odd thing to do. Also in the movie the kidnap victim Keiko falls in love with her kidnapper Mel after about two seconds. That's a little quick.
As Mel, Mark Wahlberg (formerly singer Marky Mark) does an admirable acting job. His action is pretty good, too, though Marky throws the left hook a little slow because the deltoid is stiff. Similarly Lou Diamond Phillips entertains adequately as the over-the-top fast-talking, knife-swinging, gold-toothed Cisco.
Unfortunately, THE BIG HIT tries to be hip, but ends up feeling fluffy and mindless because the action is pretty, but the comedy doesn't quite succeed. This makes THE BIG HIT watchable in a cute, 'pop' sort of way, but plot-wise the movie doesn't seem to go anywhere, even with cinematic gunfire and explosions in the background.
I lived a number of years in Tokyo, where comic books are filled with pop idol characters - - muscular arms, westernized, doe-eyed young hunks with hip hairstyles; and female Japanese schoolgirl characters: all blouses and skirts and high socks (or sailor suits), and the occasional fatherly Asian tycoon stereotype.
The concept behind THE BIG HIT is to insert these popular types of characters into a Western setting, mixing American pop music, lingo, and apparel with Hong Kong style action, choreography, and balletic cinematography. This is all part of a larger trend - - something I call the 1990s Hong Kong/ Hollywood connection, whose biggest players are producer Terence Chang and director John Woo.
Basically, in recent years a lot of Chinese talent has come to Tinsel Town. Think of directors John Woo (Face/off), Tsui Hark (Double Team), or Stanley Tong (Mr. Magoo). Or actors/actresses Michelle Yeoh (Tomorrow Never Dies), Chow Yun-fat (Replacement Killers), or Jackie Chan (Rumble in the Bronx). All of these people, in one way or another, are on a quest for a Holy Grail, the grail being a Hollywood formula that blends elements of East with West to create box office success.
I think this formula is feasible, as all of these people have had some measure of success. But the 'magic' formula that works very time has not yet been found. Some things work, and some things don't, sometimes.
And audiences genuinely enjoy action scenes and graceful cinematography, especially if they augment an already strong plot. Watching a John Woo or Jackie Chan film, one is impressed with the meticulous attention paid to choreography sequences and graceful cinematography. Choreography is one element of Eastern film culture that has successfully taken root in America. Let's face it, nobody in the movies fights like John Wayne anymore!
A less successful element has been the idea of mixing action with comedy. Hong Kong film likes to mix quirky comedy in with the action. Most Western film stick with straight action (Diehard), but Quentin Tarantino does the action/comedy thing, too. However, there's an important East/West difference in the concept of comedy:
Much of Western comedy is situation driven. For example, in SEINFELD, none of the main characters is a sendup of a stereotype, but each main character is a bit eccentric, and gets into goofy comedic situations. On the other hand, a lot of Eastern comedy is character driven. Actors typically do over-the-top sendups of well-known racial or occupational stereotypes.
This comedic cultural difference has consequences. In THE BIG HIT Mel meets his fiancee's parents. One is a comedic sendup of an alcoholic, and the other is racial sendup of a Jewish mother. The portrayal is meant to be funny, but I didn't hear a single laugh in the theater. Similarly, another character in THE BIG HIT is an exaggerated nerdy video store clerk; he didn't get an laughs, either. The sendup of the Japanese tycoon father also fell flat. I see this as a cultural difference. In the West, loony situation comedy goes over much better than racial or occupational character sendups, which may be considered borderline politically incorrect.
Another difference is the use of pop culture references in movies. Both East and West use them. In Eastern movies, pop culture supplies a decorative element of familiarity, much like the character sendups. But in Western film, pop culture is always mixed with witty repartee or dialogue (SCREAM, PULP FICTION, etc.). But in the West, pop culture alone, minus the wittiness, is considered mindless MTV fluff.
THE BIG HIT could be stronger if it replaces the overdone sendups with eccentric originals, switched to more situational suspense for comedy, pushes a stronger plot, and throws in wittier barbs. To make a long story short, I like two things about THE BIG HIT. I like the premise (a competent hit man doubles as an inept 20-something), and I like the action sequences. On the other hand THE BIG HIT unsuccessfully tries to squeeze comedy out of character stereotypes, and lacks snappy dialogue. This succeeds to some extent, but comes off as 'okay' rather than truly big.
Reviewed by David Sunga April 24, 1998
Copyright Š 1998 This review and others like it can be found at THE CRITIC ZOO: http://www.criticzoo.com email<EMAIL_ADDRESS>The review above was posted to the
rec.arts.movies.reviews newsgroup (de.rec.film.kritiken for German reviews).
The Internet Movie Database accepts no responsibility for the contents of the
review and has no editorial control. Unless stated otherwise, the copyright
belongs to the author.
Please direct comments/criticisms of the review to relevant newsgroups.
Broken URLs inthe reviews are the responsibility of the author.
The formatting of the review is likely to differ from the original due
to ASCII to HTML conversion.
Related links: index of all rec.arts.movies.reviews reviews


Before Change
scores_dict[scores_key].append(float(frame.attrib[scores_key]))
for i_feature, feature in enumerate(self.FEATURES):
try:
feature_scores[i_feature].append(float(frame.attrib["integer_" + feature]))
except KeyError:
try:
feature_scores[i_feature].append(float(frame.attrib[feature])) //
except KeyError:
After Change
for i_feature, feature in enumerate(self.FEATURES):
// first look for exact match integer_xxx
feature_found = self._discover_feature_exact(
frame, i_feature,
"integer_" + feature, feature,
feature_scores, feature_nicknames)
if feature_found:
continue
// look for exact match xxx
feature_found = self._discover_feature_exact(
frame, i_feature,
feature, feature,
feature_scores, feature_nicknames)
if feature_found:
continue
// wildcard discovery: look for integer_xxx_*
feature_found = self._discover_feature_wildcard(
frame, i_feature,
"integer_" + feature + "_", feature,
feature_scores, feature_nicknames)
if feature_found:
continue
// wildcard discovery: look for xxx_*
feature_found = self._discover_feature_wildcard(
frame, i_feature,
feature + "_", feature,
feature_scores, feature_nicknames)
for scores_key in scores_keys:
assert len(scores_dict[scores_key]) != 0 \
or any([len(feature_score) != 0 for feature_score in feature_scores])


Documentation for classes includes syntax, usage information, and code samples for methods, properties, and event handlers and listeners for those APIs that belong to a specific class in ActionScript. The classes are listed alphabetically. If you are not sure to which class a certain method or property belongs, you can look it up in the Index.
| Class | Package | Description | |
|---|---|---|---|
| Actor
| org.si.cml.extensions | Extension of CMLObject that implements scope, life, hit test, drawing priority and management of instances. | |
| ActorFactory
| org.si.cml.extensions | Factory class of Actors. | |
| BMLParser
| org.si.cml.core | You can use the XML object of BulletML in CMLSequence constructor directly, So this class is only for a translation purpose. | |
| BulletRunner
| org.si.cml.extensions | The BulletRunner is simple class to apply CannonML. | |
| CannonML
| org.si.cml | Cannon ML infomation | |
| CMLBarrage
| org.si.cml.core | The implement of bm/bs/br commands. | |
| CMLFiber
| org.si.cml | Class for the fiber (Fiber is called as "micro thread" in some other languages). | |
| CMLMovieClip
| org.si.b3 | CMLMovieClip is a very simple framework for shmups ! This class manages scenes, controler, fps, screen and basic cannonML operations. |
|
| CMLMovieClipControl
| org.si.b3.modules | Controler operating module | |
| CMLMovieClipFPS
| org.si.b3.modules | FPS controling module | |
| CMLMovieClipKeyLogger
| org.si.b3.modules | Key logger | |
| CMLMovieClipScene
| org.si.b3.modules | CMLMovieClipScene manages scene transition. | |
| CMLMovieClipSprite
| org.si.b3 | CMLMovieClipSprite is a sprite class on CMLMovieClip. | |
| CMLMovieClipTexture
| org.si.b3 | CMLMovieClipTexture provides BitmapData for CMLMovieClip. | |
| CMLObject
| org.si.cml | Basic class for all objects. | |
| CMLSequence
| org.si.cml | Class for the sequences created from the cannonML or the bulletML. | |
| ScopeLimitObject
| org.si.cml.extensions | Extension of CMLObject that implements scope limitation. |


The next product to be released will be the eco 1 litter picking robot
The next microbit software will be BootOS 3.5.4 which has major performance upgrades and BootOS [beta version] will be updated to version 4.4.3


{% extends 'base.html' %} {% block title %}Help · Parsifal{% endblock %} {% block fullwidthheader %}
If you didn't find what you were looking for, contact us support@parsif.al.


Survey!
Do you like this a lot?
Yes
No
May be
Result table:
#
Vote
Created At
Total votes:
0
Yes count:
0
No count:
0
May be count:
0
Clear


Man and woman arrested over murder of man in Kildare in 2018
by Ruairi Scott ByrneA man and a woman have been arrested in relation to the fatal shooting of a man in Leixlip, Co.Kildare that occurred last year.
On November 15, 2018, gardaí and emergency services were called to the scene of an incident outside a house at Glen Easton Way, Leixlip, following a report of a shooting at about 9.15pm that night.
50-year-old Clive Staunton was treated at the scene for serious injuries but was later pronounced dead.
Today, Gardai announced that two people, a man and a woman, were arrested in relation to the incident.
They are being detained in relation to the murder under section 50 of the Criminal Justice Act 2007 in Kildare Garda Stations.
More to Follow


Mink
Mink is a Google Chrome extension that uses the Memento protocol to indicate that a page a user is viewing on the live web has an archived copy and to give the user access to the copy. If no copies exist, the extension provides one-button access to preserve the page in various web archives and to easily view the page once it has been preserved.
Archival Sources
Mink requests archival captures (mementos) for the URI currently being viewed from a source of archives. By default, a Memento aggregator is used. When a user requests a list of mementos from an aggregator, the aggregator in turn relays this request to a set of archives. An aggregator is not mandatory but simplifies the configuration. Mink is setup to use the Memento aggregator at https://memgator.cs.odu.edu by default. This can be changed below by changing the aggregator as well as adding or removing additional archival sources.
Cached TimeMaps
A request for a TimeMap, which contains archival captures, can take some time for an archival source to provide. Mink retains these TimeMaps until enough newer TimeMaps are received or the cache is cleared. This section allows you to manipulate the cache.
Ignore List
You may not want Mink to run on certain sites. On these sites, no request will be sent to the archival sources (above) to get a list of captures. This can be useful for sites like Gmail, which you would not expect archives to have a copy due to the authentication requirement when accessing the site on the live Web.


Pest/Disease Alert Sent
Your alert has been saved and sent through emails to farmers around you, Thanks.


Web Crypto: exportKey
This page shows the use of the exportKey()
function of the Web Crypto API.
On page load, it generates four keys:
- An AES-GCM secret key
- An RSA-PSS signing key pair
- An RSA-OAEP encryption key pair
- An ECDSA signing key pair
It provides four buttons across the top:
- Export the AES-GCM key in raw format
- Export the RSA-PSS private key in PKCS #8 format
- Export the RSA-OAEP public key in SubjectPublicKeyInfo format
- Export the ECDSA private key in JWK format
The exported key is written to the area below the buttons. PKCS #8 and SubjectPublicKeyInfo formats are further encoded as PEM objects.


controllers.de.fuhsen.wrappers
Created on 2/29/16.
Specifies how to transform content via a Silk transformation
Holds the data for a Silk transformation request.
The task id of the transformation task of the project.
a function that generates the XML request body having the API response as parameter. Use the curried version of SilkTransformableTrait.createSilkTransformationRequestBody to create these functions.
Holds the data for a Silk transformation request.
The task id of the transformation task of the project.
a function that generates the XML request body having the API response as parameter. Use the curried version of SilkTransformableTrait.createSilkTransformationRequestBody to create these functions.


Silent Computing, LLC214-299-2748 2401 Worthington Drive Suite 133-B Denton, TX 76207
We are currently building our website, keep tuned for more information Our current goal is enclosure designs using glass, aluminum, bamboo, and plastics


{{define "index"}} {{template "header"}}
MMSd API receives, lists and publishes events about products procuced by a production hub at MET Norway
Posting and watching for new events uses NATS. Listing of all available events for the last few days can be done through a REST endpoint. Please read about the terms of use for the API, as well as MET's privacy policy statement
For more information about MMS see the MMS repo on GitHub
Issues with the MMSd software can be reported directly in GitHub
Please email<EMAIL_ADDRESS>if you have questions about MMSd, and it will be directed to the appropriate people.
{{template "footer"}} {{end}}


Please enter First Name
Please enter Last Name
Please enter Email Address
Invalid Email
Please enter Contact Number
Please enter valid Contact Number
Please enter valid Contact No
Please enter Password
Password between 8 and 20 characters; must contain at least one lowercase letter, one uppercase letter, one numeric digit, and one special character, but cannot contain whitespace.
Please enter Confirm Password
Passwords must match


What problem is this site solving? This site makes it easy for comic lovers to quickly browse and buy the comic they want. The website layout is visually appealing and well organized. I think the biggest challenge for the compnay was to decide the order and placement of the content in order to best grab the attention of buyers and help them find what they are looking for quickly. The website is also user friendly for those who are not already comic fans and has a link to help new users find what they are looking for. I like the section on the right side showing the top 10 comics, this makes it easy to find what the most popular items of the week are. Another cool visual feature of the site is that you can hover over any of the comic books and a button pops up allowing you to purchase the item on the spot. This is a good strategy for the Company as people are more likely to buy the product if it is easy to do so. Overall, I think the site is well designed and the content is displayed in an orderly and strategic manner.


Item 3.9.2.g.
Discuss and defend whether you would classify this "calculator" as good information, misleading information, or misinformation? Or, is it independent/objective 'content' or advertising? Is it "useful" content regardless of how you classify it?in-context


| Application | Plan | Created On | |
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Schema and schema adapter classes for accessing XMP metadata. The schema classes provide information about a particular XMP schema. The adapter classes are wrappers around a Metadata object and provide easy Java read and write access to XMP metadata.


Visual Hierarchy
The concept of visual hierarchy, also called ‘figure-ground phenomenon’ or ‘visual level' pertains to the ‘perceptual organisation’ of the map. It enables the map reader to perceive a difference between the information that compose the foreground (figure) and the information in the background (ground).
Part 1 – Ground Assignment
The visual level of each layers is determined using information provided by the user and by the geoportal regarding the map and the layers: layer geometries, layer themes and categories, map type and main layers of the map.
The function assigns the layers to the different grounds based on the information the user provided before and the type of layers and map type selected. First, some general rules are applied to assign layers to background and foreground. Then, based on the chosen map type, additional specific rules are used.
General rules:
- All main layers are assigned to the foreground.
- Raster and ready-to-use maps are then assigned to the background.
- Polygon layers that are not water-themed nor main layers are assigned to the background
- The rest of the layers are assigned to the middle ground.
Specific rules:
- In thematic maps , thematic layers are assigned to the foreground.
- In political maps, administrative layers are assigned to the foreground.
Part 2 – Background Symbolization
The second part of the function can change the symbolization of the background layer(s) to render them less prominent and thus support a better visual hierarchy within the map.
Grayscale (luminance)
Grayscale formulae
"Average" method: gray = (R + G + B)/3
"Desaturation" method: gray = [Max(R,G,B) + Min(R,G,B)]/2
"Luminance" method: gray = R*0.3 + G*0.59 * B*0.11