com.opengamma.strata.basics.index

Interface RateIndex

All Superinterfaces:

FloatingRate, FloatingRateIndex, Index, Named

All Known Subinterfaces:

IborIndex, OvernightIndex

All Known Implementing Classes:

ImmutableIborIndex, ImmutableOvernightIndex

public interface RateIndex
extends FloatingRateIndex

A index of interest rates, such as an Overnight or Inter-Bank rate.

Many financial products require knowledge of interest rate indices, such as Libor. Implementations of this interface define these indices. See IborIndex and OvernightIndex.

All implementations of this interface must be immutable and thread-safe.

Method Summary

Modifier and Type	Method and Description
HolidayCalendarId	getFixingCalendar() Gets the calendar that determines which dates are fixing dates.
String	getName() Gets the name that uniquely identifies this index.
Tenor	getTenor() Gets the tenor of the index.
static RateIndex	of(String uniqueName) Obtains an instance from the specified unique name.

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateIndex

getCurrency, getDayCount, getDefaultFixedLegDayCount, getFloatingRateName, isActive, parse, parse, tryParse, tryParse

Methods inherited from interface com.opengamma.strata.collect.named.Named

of

Method Detail

of

static RateIndex of(String uniqueName)

Obtains an instance from the specified unique name.

This parses names from IborIndex and OvernightIndex.

Specified by:

of in interface FloatingRateIndex

Specified by:

of in interface Index

Parameters:

uniqueName - the unique name

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

getName

String getName()

Gets the name that uniquely identifies this index.

This name is used in serialization and can be parsed using of(String).

Specified by:

getName in interface FloatingRateIndex

Specified by:

getName in interface Index

Specified by:

getName in interface Named

Returns:

the unique name

getFixingCalendar

HolidayCalendarId getFixingCalendar()

Gets the calendar that determines which dates are fixing dates.

The rate will be fixed on each business day in this calendar.

Returns:

the calendar used to determine the fixing dates of the index

getTenor

Tenor getTenor()

Gets the tenor of the index.

Returns:

the tenor