| Package | Description |
|---|---|
| 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.
|
| Modifier and Type | Field and Description |
|---|---|
static Tenor |
Tenor.TENOR_10M
A tenor of 10 months.
|
static Tenor |
Tenor.TENOR_10Y
A tenor of 10 years.
|
static Tenor |
Tenor.TENOR_11M
A tenor of 11 months.
|
static Tenor |
Tenor.TENOR_11Y
A tenor of 11 years.
|
static Tenor |
Tenor.TENOR_12M
A tenor of 12 months.
|
static Tenor |
Tenor.TENOR_12Y
A tenor of 12 years.
|
static Tenor |
Tenor.TENOR_13W
A tenor of 13 weeks.
|
static Tenor |
Tenor.TENOR_13Y
A tenor of 13 years.
|
static Tenor |
Tenor.TENOR_14Y
A tenor of 14 years.
|
static Tenor |
Tenor.TENOR_15M
A tenor of 15 months.
|
static Tenor |
Tenor.TENOR_15Y
A tenor of 15 years.
|
static Tenor |
Tenor.TENOR_18M
A tenor of 18 months.
|
static Tenor |
Tenor.TENOR_1D
A tenor of one day.
|
static Tenor |
Tenor.TENOR_1M
A tenor of 1 month.
|
static Tenor |
Tenor.TENOR_1W
A tenor of 1 week.
|
static Tenor |
Tenor.TENOR_1Y
A tenor of 1 year.
|
static Tenor |
Tenor.TENOR_20Y
A tenor of 20 years.
|
static Tenor |
Tenor.TENOR_21M
A tenor of 21 months.
|
static Tenor |
Tenor.TENOR_25Y
A tenor of 25 years.
|
static Tenor |
Tenor.TENOR_26W
A tenor of 26 weeks.
|
static Tenor |
Tenor.TENOR_2D
A tenor of two days.
|
static Tenor |
Tenor.TENOR_2M
A tenor of 2 months.
|
static Tenor |
Tenor.TENOR_2W
A tenor of 2 weeks.
|
static Tenor |
Tenor.TENOR_2Y
A tenor of 2 years.
|
static Tenor |
Tenor.TENOR_30Y
A tenor of 30 years.
|
static Tenor |
Tenor.TENOR_35Y
A tenor of 35 years.
|
static Tenor |
Tenor.TENOR_3D
A tenor of three days.
|
static Tenor |
Tenor.TENOR_3M
A tenor of 3 months.
|
static Tenor |
Tenor.TENOR_3W
A tenor of 3 weeks.
|
static Tenor |
Tenor.TENOR_3Y
A tenor of 3 years.
|
static Tenor |
Tenor.TENOR_40Y
A tenor of 40 years.
|
static Tenor |
Tenor.TENOR_45Y
A tenor of 45 years.
|
static Tenor |
Tenor.TENOR_4M
A tenor of 4 months.
|
static Tenor |
Tenor.TENOR_4W
A tenor of 4 weeks.
|
static Tenor |
Tenor.TENOR_4Y
A tenor of 4 years.
|
static Tenor |
Tenor.TENOR_50Y
A tenor of 50 years.
|
static Tenor |
Tenor.TENOR_52W
A tenor of 52 weeks.
|
static Tenor |
Tenor.TENOR_5M
A tenor of 5 months.
|
static Tenor |
Tenor.TENOR_5Y
A tenor of 5 years.
|
static Tenor |
Tenor.TENOR_6M
A tenor of 6 months.
|
static Tenor |
Tenor.TENOR_6W
A tenor of 6 weeks.
|
static Tenor |
Tenor.TENOR_6Y
A tenor of 6 years.
|
static Tenor |
Tenor.TENOR_7M
A tenor of 7 months.
|
static Tenor |
Tenor.TENOR_7Y
A tenor of 7 years.
|
static Tenor |
Tenor.TENOR_8M
A tenor of 8 months.
|
static Tenor |
Tenor.TENOR_8Y
A tenor of 8 years.
|
static Tenor |
Tenor.TENOR_9M
A tenor of 9 months.
|
static Tenor |
Tenor.TENOR_9Y
A tenor of 9 years.
|
| Modifier and Type | Method and Description |
|---|---|
Tenor |
MarketTenor.getTenor()
Gets the tenor of the instrument.
|
Tenor |
TenorAdjustment.getTenor()
Gets the tenor to be added.
|
Tenor |
Tenor.normalized()
Normalizes the months and years of this tenor.
|
static Tenor |
Tenor.of(Period period)
Obtains an instance from a
Period. |
static Tenor |
Tenor.ofDays(int days)
Obtains an instance backed by a period of days.
|
static Tenor |
Tenor.ofMonths(int months)
Obtains an instance backed by a period of months.
|
static Tenor |
Tenor.ofWeeks(int weeks)
Obtains an instance backed by a period of weeks.
|
static Tenor |
Tenor.ofYears(int years)
Obtains an instance backed by a period of years.
|
static Tenor |
Tenor.parse(String toParse)
Parses a formatted string representing the tenor.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Tenor> |
TenorAdjustment.Meta.tenor()
The meta-property for the
tenor property. |
| Modifier and Type | Method and Description |
|---|---|
int |
Tenor.compareTo(Tenor other)
Compares this tenor to another tenor.
|
static TenorAdjustment |
TenorAdjustment.of(Tenor tenor,
PeriodAdditionConvention additionConvention,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor.
|
static TenorAdjustment |
TenorAdjustment.ofLastBusinessDay(Tenor tenor,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor using the
last business day of month convention.
|
static TenorAdjustment |
TenorAdjustment.ofLastDay(Tenor tenor,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor using the
last day of month convention.
|
static MarketTenor |
MarketTenor.ofSpot(Tenor tenor)
Obtains an instance from a
Tenor with spot implied. |
TenorAdjustment.Builder |
TenorAdjustment.Builder.tenor(Tenor tenor)
Sets the tenor to be added.
|
| Modifier and Type | Method and Description |
|---|---|
default Tenor |
FloatingRateName.getDefaultTenor()
Gets a default tenor applicable for this floating rate.
|
Tenor |
RateIndex.getTenor()
Gets the tenor of the index.
|
Tenor |
ImmutableOvernightIndex.getTenor() |
Tenor |
ImmutableIborIndex.getTenor() |
| Modifier and Type | Method and Description |
|---|---|
Set<Tenor> |
ImmutableFloatingRateName.getTenors() |
Set<Tenor> |
FloatingRateName.getTenors()
Gets the active tenors that are applicable for this floating rate.
|
| Modifier and Type | Method and Description |
|---|---|
static FloatingRateIndex |
FloatingRateIndex.parse(String indexStr,
Tenor defaultIborTenor)
Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
|
default FloatingRateIndex |
FloatingRateName.toFloatingRateIndex(Tenor iborTenor)
Returns a floating rate index.
|
IborIndex |
ImmutableFloatingRateName.toIborIndex(Tenor tenor) |
IborIndex |
FloatingRateName.toIborIndex(Tenor tenor)
Checks and returns an Ibor index.
|
static Optional<FloatingRateIndex> |
FloatingRateIndex.tryParse(String indexStr,
Tenor defaultIborTenor)
Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.