| Package | Description |
|---|---|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.active(boolean active)
Sets whether the index is active, defaulted to true.
|
static ImmutableIborIndex.Builder |
ImmutableIborIndex.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Meta.builder() |
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.currency(Currency currency)
Sets the currency of the index.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)
Sets the default day count convention for the associated fixed leg.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.effectiveDateOffset(DaysAdjustment effectiveDateOffset)
Sets the adjustment applied to the fixing date to obtain the effective date.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)
Sets the calendar that determines which dates are fixing dates.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the adjustment applied to the effective date to obtain the fixing date.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.fixingTime(LocalTime fixingTime)
Sets the fixing time.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.fixingZone(ZoneId fixingZone)
Sets the fixing time-zone.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.maturityDateOffset(TenorAdjustment maturityDateOffset)
Sets the adjustment applied to the effective date to obtain the maturity date.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.name(String name)
Sets the index name, such as 'GBP-LIBOR-3M'.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.set(String propertyName,
Object newValue) |
ImmutableIborIndex.Builder |
ImmutableIborIndex.toBuilder()
Returns a builder that allows this bean to be mutated.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.