| 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 |
|---|---|
static OvernightIndexObservation.Builder |
OvernightIndexObservation.builder()
Returns a builder used to create an instance of the bean.
|
OvernightIndexObservation.Builder |
OvernightIndexObservation.Meta.builder() |
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.effectiveDate(LocalDate effectiveDate)
Sets the effective date of the investment implied by the fixing date.
|
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.fixingDate(LocalDate fixingDate)
Sets the date of the index fixing.
|
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.index(OvernightIndex index)
Sets the Overnight index.
|
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.maturityDate(LocalDate maturityDate)
Sets the maturity date of the investment implied by the fixing date.
|
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.publicationDate(LocalDate publicationDate)
Sets the date that the rate implied by the fixing date is published.
|
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.set(org.joda.beans.MetaProperty<?> property,
Object value) |
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.set(String propertyName,
Object newValue) |
OvernightIndexObservation.Builder |
OvernightIndexObservation.toBuilder()
Returns a builder that allows this bean to be mutated.
|
OvernightIndexObservation.Builder |
OvernightIndexObservation.Builder.yearFraction(double yearFraction)
Sets the year fraction of the investment implied by the fixing date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.