| 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 |
|---|---|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.active(boolean active)
Sets whether the index is active, defaulted to true.
|
static ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.builder()
Returns a builder used to create an instance of the bean.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Meta.builder() |
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.currency(Currency currency)
Sets the currency of the index.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)
Sets the default day count convention for the associated fixed leg.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.effectiveDateOffset(int effectiveDateOffset)
Sets the number of days to add to the fixing date to obtain the effective date.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)
Sets the calendar that the index uses.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.name(String name)
Sets the index name, such as 'GBP-SONIA'.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.publicationDateOffset(int publicationDateOffset)
Sets the number of days to add to the fixing date to obtain the publication date.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.set(String propertyName,
Object newValue) |
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.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.