| Package | Description |
|---|---|
| com.opengamma.strata.basics |
Basic types for modelling reference data.
|
| com.opengamma.strata.basics.currency |
Representations of currency and money.
|
| com.opengamma.strata.basics.date |
Tools for working with dates.
|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| com.opengamma.strata.basics.schedule |
Basic financial tools for working with date-based schedules.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableReferenceData
An immutable set of reference data
|
| Modifier and Type | Method and Description |
|---|---|
default ReferenceData |
ReferenceData.combinedWith(ReferenceData other)
Combines this reference data with another.
|
ReferenceData |
ImmutableReferenceData.combinedWith(ReferenceData other) |
static ReferenceData |
ReferenceData.empty()
Obtains an instance containing no reference data.
|
static ReferenceData |
ReferenceData.minimal()
Obtains the minimal set of reference data.
|
static ReferenceData |
ReferenceData.of(Map<? extends ReferenceDataId<?>,?> values)
Obtains an instance from a map of reference data.
|
static ReferenceData |
ReferenceData.standard()
Obtains an instance of standard reference data.
|
| Modifier and Type | Method and Description |
|---|---|
default ReferenceData |
ReferenceData.combinedWith(ReferenceData other)
Combines this reference data with another.
|
ReferenceData |
ImmutableReferenceData.combinedWith(ReferenceData other) |
default T |
ReferenceDataId.queryValueOrNull(ReferenceData refData)
Low-level method to query the reference data value associated with this identifier,
returning null if not found.
|
T |
Resolvable.resolve(ReferenceData refData)
Resolves this object using the specified reference data.
|
CalculationTarget |
ResolvableCalculationTarget.resolveTarget(ReferenceData refData)
Resolves this target, returning the resolved instance.
|
| Modifier and Type | Method and Description |
|---|---|
Payment |
AdjustablePayment.resolve(ReferenceData refData)
Resolves the date on this payment, returning a payment with a fixed date.
|
| Modifier and Type | Method and Description |
|---|---|
static ReferenceData |
HolidayCalendars.defaultingReferenceData(ReferenceData underlying)
Decorates a
ReferenceData instance such that all requests for
a HolidayCalendarId will return a value. |
| Modifier and Type | Method and Description |
|---|---|
LocalDate |
DaysAdjustment.adjust(LocalDate date,
ReferenceData refData)
Adjusts the date, adding the period in days using the holiday calendar
and then applying the business day adjustment.
|
LocalDate |
BusinessDayAdjustment.adjust(LocalDate date,
ReferenceData refData)
Adjusts the date as necessary if it is not a business day.
|
LocalDate |
TenorAdjustment.adjust(LocalDate date,
ReferenceData refData)
Adjusts the date, adding the tenor and then applying the business day adjustment.
|
LocalDate |
PeriodAdjustment.adjust(LocalDate date,
ReferenceData refData)
Adjusts the date, adding the period and then applying the business day adjustment.
|
ImmutableList<LocalDate> |
AdjustableDates.adjusted(ReferenceData refData)
Adjusts the dates using the business day adjustment.
|
LocalDate |
AdjustableDate.adjusted(ReferenceData refData)
Adjusts the date using the business day adjustment.
|
static ReferenceData |
HolidayCalendars.defaultingReferenceData(ReferenceData underlying)
Decorates a
ReferenceData instance such that all requests for
a HolidayCalendarId will return a value. |
HolidayCalendar |
HolidayCalendarId.queryValueOrNull(ReferenceData refData) |
HolidayCalendar |
HolidayCalendarId.resolve(ReferenceData refData)
Resolves this identifier to a holiday calendar using the specified reference data.
|
DateAdjuster |
DaysAdjustment.resolve(ReferenceData refData)
Resolves this adjustment using the specified reference data, returning an adjuster.
|
DateAdjuster |
BusinessDayAdjustment.resolve(ReferenceData refData)
Resolves this adjustment using the specified reference data, returning an adjuster.
|
DateAdjuster |
TenorAdjustment.resolve(ReferenceData refData)
Resolves this adjustment using the specified reference data, returning an adjuster.
|
DateAdjuster |
PeriodAdjustment.resolve(ReferenceData refData)
Resolves this adjustment using the specified reference data, returning an adjuster.
|
| Modifier and Type | Method and Description |
|---|---|
LocalDate |
OvernightIndex.calculateEffectiveFromFixing(LocalDate fixingDate,
ReferenceData refData)
Calculates the effective date from the fixing date.
|
LocalDate |
ImmutableOvernightIndex.calculateEffectiveFromFixing(LocalDate fixingDate,
ReferenceData refData) |
LocalDate |
ImmutableIborIndex.calculateEffectiveFromFixing(LocalDate fixingDate,
ReferenceData refData) |
LocalDate |
IborIndex.calculateEffectiveFromFixing(LocalDate fixingDate,
ReferenceData refData)
Calculates the effective date from the fixing date.
|
LocalDate |
OvernightIndex.calculateFixingFromEffective(LocalDate effectiveDate,
ReferenceData refData)
Calculates the fixing date from the effective date.
|
LocalDate |
ImmutableOvernightIndex.calculateFixingFromEffective(LocalDate effectiveDate,
ReferenceData refData) |
LocalDate |
ImmutableIborIndex.calculateFixingFromEffective(LocalDate effectiveDate,
ReferenceData refData) |
LocalDate |
IborIndex.calculateFixingFromEffective(LocalDate effectiveDate,
ReferenceData refData)
Calculates the fixing date from the effective date.
|
LocalDate |
ImmutableFxIndex.calculateFixingFromMaturity(LocalDate maturityDate,
ReferenceData refData) |
LocalDate |
FxIndex.calculateFixingFromMaturity(LocalDate maturityDate,
ReferenceData refData)
Calculates the fixing date from the maturity date.
|
LocalDate |
OvernightIndex.calculateMaturityFromEffective(LocalDate effectiveDate,
ReferenceData refData)
Calculates the maturity date from the effective date.
|
LocalDate |
ImmutableOvernightIndex.calculateMaturityFromEffective(LocalDate effectiveDate,
ReferenceData refData) |
LocalDate |
ImmutableIborIndex.calculateMaturityFromEffective(LocalDate effectiveDate,
ReferenceData refData) |
LocalDate |
IborIndex.calculateMaturityFromEffective(LocalDate effectiveDate,
ReferenceData refData)
Calculates the maturity date from the effective date.
|
LocalDate |
OvernightIndex.calculateMaturityFromFixing(LocalDate fixingDate,
ReferenceData refData)
Calculates the maturity date from the fixing date.
|
LocalDate |
ImmutableOvernightIndex.calculateMaturityFromFixing(LocalDate fixingDate,
ReferenceData refData) |
LocalDate |
ImmutableIborIndex.calculateMaturityFromFixing(LocalDate fixingDate,
ReferenceData refData) |
LocalDate |
ImmutableFxIndex.calculateMaturityFromFixing(LocalDate fixingDate,
ReferenceData refData) |
LocalDate |
IborIndex.calculateMaturityFromFixing(LocalDate fixingDate,
ReferenceData refData)
Calculates the maturity date from the fixing date.
|
LocalDate |
FxIndex.calculateMaturityFromFixing(LocalDate fixingDate,
ReferenceData refData)
Calculates the maturity date from the fixing date.
|
LocalDate |
OvernightIndex.calculatePublicationFromFixing(LocalDate fixingDate,
ReferenceData refData)
Calculates the publication date from the fixing date.
|
LocalDate |
ImmutableOvernightIndex.calculatePublicationFromFixing(LocalDate fixingDate,
ReferenceData refData) |
static FxIndexObservation |
FxIndexObservation.of(FxIndex index,
LocalDate fixingDate,
ReferenceData refData)
Creates an instance from an index and fixing date.
|
static IborIndexObservation |
IborIndexObservation.of(IborIndex index,
LocalDate fixingDate,
ReferenceData refData)
Creates an instance from an index and fixing date.
|
static OvernightIndexObservation |
OvernightIndexObservation.of(OvernightIndex index,
LocalDate fixingDate,
ReferenceData refData)
Creates an
IborRateObservation from an index and fixing date. |
Function<LocalDate,IborIndexObservation> |
ImmutableIborIndex.resolve(ReferenceData refData) |
Function<LocalDate,FxIndexObservation> |
ImmutableFxIndex.resolve(ReferenceData refData) |
Function<LocalDate,IborIndexObservation> |
IborIndex.resolve(ReferenceData refData)
Resolves this index using the specified reference data, returning a function.
|
Function<LocalDate,FxIndexObservation> |
FxIndex.resolve(ReferenceData refData)
Resolves this index using the specified reference data, returning a function.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableList<LocalDate> |
PeriodicSchedule.createAdjustedDates(ReferenceData refData)
Creates the list of adjusted dates in the schedule.
|
Schedule |
PeriodicSchedule.createSchedule(ReferenceData refData)
Creates the schedule from the definition, see
PeriodicSchedule.createSchedule(ReferenceData, boolean). |
Schedule |
PeriodicSchedule.createSchedule(ReferenceData refData,
boolean combinePeriodsIfNecessary)
Creates the schedule from the definition.
|
ImmutableList<LocalDate> |
PeriodicSchedule.createUnadjustedDates(ReferenceData refData)
Creates the list of unadjusted dates in the schedule.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.