| Package | Description |
|---|---|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFloatingRateName
An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
|
| Modifier and Type | Field and Description |
|---|---|
static FloatingRateName |
FloatingRateNames.AUD_AONIA
Constant for AUD-AONIA Overnight index.
|
static FloatingRateName |
FloatingRateNames.AUD_BBSW
Constant for AUD-BBSW.
|
static FloatingRateName |
FloatingRateNames.BRL_CDI
Constant for BRL-CDI Overnight index.
|
static FloatingRateName |
FloatingRateNames.CAD_CDOR
Constant for CAD-CDOR.
|
static FloatingRateName |
FloatingRateNames.CAD_CORRA
Constant for CAD-CORRA Overnight index.
|
static FloatingRateName |
FloatingRateNames.CHF_LIBOR
Constant for CHF-LIBOR.
|
static FloatingRateName |
FloatingRateNames.CHF_SARON
Constant for CHF-SARON Overnight index.
|
static FloatingRateName |
FloatingRateNames.CHF_TOIS
Deprecated.
Not published as of 2017-12-29
|
static FloatingRateName |
FloatingRateNames.CZK_PRIBOR
Constant for CZK-PRIBOR.
|
static FloatingRateName |
FloatingRateNames.DKK_CIBOR
Constant for DKK-CIBOR.
|
static FloatingRateName |
FloatingRateNames.DKK_TNR
Constant for DKK-TNR Overnight index.
|
static FloatingRateName |
FloatingRateNames.EU_EXT_CPI
Constant for EU-EXT-CPI Price index.
|
static FloatingRateName |
FloatingRateNames.EUR_EONIA
Constant for EUR-EONIA Overnight index.
|
static FloatingRateName |
FloatingRateNames.EUR_ESTER
Deprecated.
Use EUR_ESTR instead
|
static FloatingRateName |
FloatingRateNames.EUR_ESTR
Constant for EUR-ESTR Overnight index.
|
static FloatingRateName |
FloatingRateNames.EUR_EURIBOR
Constant for EUR-EURIBOR.
|
static FloatingRateName |
FloatingRateNames.EUR_LIBOR
Constant for EUR-LIBOR.
|
static FloatingRateName |
FloatingRateNames.FR_EXT_CPI
Constant for FR-EXT-CPI Price index.
|
static FloatingRateName |
FloatingRateNames.GB_RPI
Constant for GB-RPI Price index.
|
static FloatingRateName |
FloatingRateNames.GBP_LIBOR
Constant for GBP-LIBOR.
|
static FloatingRateName |
FloatingRateNames.GBP_SONIA
Constant for GBP-SONIA Overnight index.
|
static FloatingRateName |
FloatingRateNames.HUF_BUBOR
Constant for HUF-BUBOR.
|
static FloatingRateName |
FloatingRateNames.JPY_LIBOR
Constant for JPY-LIBOR.
|
static FloatingRateName |
FloatingRateNames.JPY_TONAR
Constant for JPY-TONAR Overnight index.
|
static FloatingRateName |
FloatingRateNames.MXN_TIIE
Constant for MXN-TIIE.
|
static FloatingRateName |
FloatingRateNames.NOK_NIBOR
Constant for NOK-NIBOR.
|
static FloatingRateName |
FloatingRateNames.NOK_NOWA
Constant for NOK-NOWA Overnight index.
|
static FloatingRateName |
FloatingRateNames.NZD_BKBM
Constant for NZD-BKBM.
|
static FloatingRateName |
FloatingRateNames.PLN_POLONIA
Constant for PLN-POLONIA Overnight index.
|
static FloatingRateName |
FloatingRateNames.PLN_WIBOR
Constant for PLN-WIBOR.
|
static FloatingRateName |
FloatingRateNames.SEK_SIOR
Constant for SEK-SIOR Overnight index.
|
static FloatingRateName |
FloatingRateNames.SEK_STIBOR
Constant for SEK-STIBOR.
|
static FloatingRateName |
FloatingRateNames.THB_THOR
Constant for THB-THOR Overnight index.
|
static FloatingRateName |
FloatingRateNames.US_CPI_U
Constant for US-CPI-U Price index.
|
static FloatingRateName |
FloatingRateNames.USD_BSBY
Constant for USD-BSBY.
|
static FloatingRateName |
FloatingRateNames.USD_FED_FUND
Constant for USD-FED-FUND Overnight index.
|
static FloatingRateName |
FloatingRateNames.USD_FED_FUND_AVG
Constant for USD-FED-FUND Overnight index using averaging.
|
static FloatingRateName |
FloatingRateNames.USD_LIBOR
Constant for USD-LIBOR.
|
static FloatingRateName |
FloatingRateNames.USD_SOFR
Constant for USD-SOFR Overnight index.
|
static FloatingRateName |
FloatingRateNames.ZAR_JIBAR
Constant for ZAR-JIBAR.
|
| Modifier and Type | Method and Description |
|---|---|
static FloatingRateName |
FloatingRateName.defaultIborIndex(Currency currency)
Gets the default Ibor index for a currency.
|
static FloatingRateName |
FloatingRateName.defaultOvernightIndex(Currency currency)
Gets the default Overnight index for a currency.
|
FloatingRateName |
ImmutablePriceIndex.getFloatingRateName() |
FloatingRateName |
ImmutableOvernightIndex.getFloatingRateName() |
FloatingRateName |
ImmutableIborIndex.getFloatingRateName() |
FloatingRateName |
ImmutableFloatingRateName.getFloatingRateName() |
FloatingRateName |
FloatingRateIndex.getFloatingRateName()
Gets the floating rate name for this index.
|
FloatingRateName |
FloatingRate.getFloatingRateName()
Gets the associated floating rate name.
|
FloatingRateName |
ImmutableFloatingRateName.normalized() |
FloatingRateName |
FloatingRateName.normalized()
Gets the normalized form of the floating rate name.
|
static FloatingRateName |
FloatingRateName.of(String uniqueName)
Obtains an instance from the specified unique name.
|
static FloatingRateName |
FloatingRateName.parse(String str)
Parses a string, with extended handling of indices.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<FloatingRateName> |
FloatingRateName.extendedEnum()
Gets the extended enum helper.
|
static Optional<FloatingRateName> |
FloatingRateName.tryParse(String str)
Tries to parse a string, with extended handling of indices.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.