| Package | Description |
|---|---|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FloatingRateIndex
An index used to provide floating rates, typically in interest rate swaps.
|
interface |
FxIndex
An index of foreign exchange rates.
|
interface |
IborIndex
An inter-bank lending rate index, such as Libor or Euribor.
|
interface |
OvernightIndex
An Overnight index, such as Sonia or Eonia.
|
interface |
PriceIndex
An index of prices.
|
interface |
RateIndex
A index of interest rates, such as an Overnight or Inter-Bank rate.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFxIndex
A foreign exchange index implementation based on an immutable set of rules.
|
class |
ImmutableIborIndex
An Ibor index implementation based on an immutable set of rules.
|
class |
ImmutableOvernightIndex
An overnight index, such as Sonia or Eonia.
|
class |
ImmutablePriceIndex
A price index implementation based on an immutable set of rules.
|
| Modifier and Type | Method and Description |
|---|---|
Index |
IndexObservation.getIndex()
Gets the index to be observed.
|
static Index |
Index.of(String uniqueName)
Obtains an instance from the specified unique name.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.