| 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 | Method and Description |
|---|---|
TenorAdjustment |
TenorAdjustment.Builder.build() |
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.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends TenorAdjustment> |
TenorAdjustment.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
TenorAdjustment |
ImmutableIborIndex.getMaturityDateOffset()
Gets the adjustment applied to the effective date to obtain the maturity date.
|
TenorAdjustment |
IborIndex.getMaturityDateOffset()
Gets the adjustment applied to the effective date to obtain the maturity date.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<TenorAdjustment> |
ImmutableIborIndex.Meta.maturityDateOffset()
The meta-property for the
maturityDateOffset property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.maturityDateOffset(TenorAdjustment maturityDateOffset)
Sets the adjustment applied to the effective date to obtain the maturity date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.