Package com.opengamma.strata.basics.index

Entity objects describing common market indices, such as LIBOR and FED FUND.

See: Description

Interface Summary

Interface	Description
FloatingRate	An index or group of indices used to provide floating rates, typically in interest rate swaps.
FloatingRateIndex	An index used to provide floating rates, typically in interest rate swaps.
FloatingRateName	A floating rate index name, such as Libor, Euribor or US Fed Fund.
FxIndex	An index of foreign exchange rates.
IborIndex	An inter-bank lending rate index, such as Libor or Euribor.
Index	An index of values, such as LIBOR, FED FUND or daily exchange rates.
IndexObservation	A single observation of an index.
OvernightIndex	An Overnight index, such as Sonia or Eonia.
PriceIndex	An index of prices.
RateIndex	A index of interest rates, such as an Overnight or Inter-Bank rate.

Class Summary

Class	Description
FloatingRateNames	Constants and implementations for commonly used Floating rate names.
FxIndexObservation	Information about a single observation of an FX index.
FxIndexObservation.Meta	The meta-bean for FxIndexObservation.
FxIndices	Constants and implementations for standard foreign exchange indices.
IborIndexObservation	Defines the observation of a rate of interest from a single Ibor index.
IborIndexObservation.Meta	The meta-bean for IborIndexObservation.
IborIndices	Constants and implementations for commonly used Ibor indices.
ImmutableFloatingRateName	An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
ImmutableFloatingRateName.Meta	The meta-bean for ImmutableFloatingRateName.
ImmutableFxIndex	A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder	The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta	The meta-bean for ImmutableFxIndex.
ImmutableIborIndex	An Ibor index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder	The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta	The meta-bean for ImmutableIborIndex.
ImmutableOvernightIndex	An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder	The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta	The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex	A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder	The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta	The meta-bean for ImmutablePriceIndex.
OvernightIndexObservation	Information about a single observation of an Overnight index.
OvernightIndexObservation.Builder	The bean-builder for OvernightIndexObservation.
OvernightIndexObservation.Meta	The meta-bean for OvernightIndexObservation.
OvernightIndices	Constants and implementations for standard Overnight rate indices.
PriceIndexObservation	Information about a single observation of a Price index.
PriceIndexObservation.Meta	The meta-bean for PriceIndexObservation.
PriceIndices	Constants and implementations for standard price indices.

Enum Summary

Enum	Description
FloatingRateType	The type of a floating rate index.

Package com.opengamma.strata.basics.index Description

Entity objects describing common market indices, such as LIBOR and FED FUND.

An index is an agreed mechanism for determining certain financial indicators, such as exchange rate or interest rates. Most common indices are fixed daily.