| Package | Description |
|---|---|
| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
|
| Modifier and Type | Method and Description |
|---|---|
IborAveragedFixing |
IborAveragedFixing.Builder.build() |
static IborAveragedFixing |
IborAveragedFixing.of(IborIndexObservation observation)
Creates a
IborAveragedFixing from the fixing date with a weight of 1. |
static IborAveragedFixing |
IborAveragedFixing.of(IborIndexObservation observation,
Double fixedRate)
Creates a
IborAveragedFixing from the fixing date with a weight of 1. |
static IborAveragedFixing |
IborAveragedFixing.ofDaysInResetPeriod(IborIndexObservation observation,
LocalDate startDate,
LocalDate endDate)
Creates a
IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period. |
static IborAveragedFixing |
IborAveragedFixing.ofDaysInResetPeriod(IborIndexObservation observation,
LocalDate startDate,
LocalDate endDate,
Double fixedRate)
Creates a
IborAveragedFixing from the fixing date, calculating the weight
from the number of days in the reset period. |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborAveragedFixing> |
IborAveragedFixing.Meta.beanType() |
org.joda.beans.MetaProperty<ImmutableList<IborAveragedFixing>> |
IborAveragedRateComputation.Meta.fixings()
The meta-property for the
fixings property. |
ImmutableList<IborAveragedFixing> |
IborAveragedRateComputation.getFixings()
Gets the list of fixings.
|
| Modifier and Type | Method and Description |
|---|---|
static IborAveragedRateComputation |
IborAveragedRateComputation.of(List<IborAveragedFixing> fixings)
Creates an instance from the individual fixings.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.