| 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 PriceIndexObservation |
PriceIndexObservation.of(PriceIndex index,
YearMonth fixingMonth)
Creates an instance from an index and fixing date.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends PriceIndexObservation> |
PriceIndexObservation.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends PriceIndexObservation> |
PriceIndexObservation.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.