| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.deposit |
Entity objects describing financial instruments representing a simple deposit with interest.
|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
|
| Modifier and Type | Method and Description |
|---|---|
IborRateComputation |
IborCapletFloorletPeriod.getIborRate()
Gets the rate to be observed.
|
IborRateComputation |
IborCapletFloorletBinaryPeriod.getIborRate()
Gets the rate to be observed.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<IborRateComputation> |
IborCapletFloorletPeriod.Meta.iborRate()
The meta-property for the
iborRate property. |
org.joda.beans.MetaProperty<IborRateComputation> |
IborCapletFloorletBinaryPeriod.Meta.iborRate()
The meta-property for the
iborRate property. |
| Modifier and Type | Method and Description |
|---|---|
IborCapletFloorletPeriod.Builder |
IborCapletFloorletPeriod.Builder.iborRate(IborRateComputation iborRate)
Sets the rate to be observed.
|
IborCapletFloorletBinaryPeriod.Builder |
IborCapletFloorletBinaryPeriod.Builder.iborRate(IborRateComputation iborRate)
Sets the rate to be observed.
|
| Modifier and Type | Method and Description |
|---|---|
IborRateComputation |
ResolvedIborFixingDeposit.getFloatingRate()
Gets the floating rate of interest.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<IborRateComputation> |
ResolvedIborFixingDeposit.Meta.floatingRate()
The meta-property for the
floatingRate property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborFixingDeposit.Builder |
ResolvedIborFixingDeposit.Builder.floatingRate(IborRateComputation floatingRate)
Sets the floating rate of interest.
|
| Modifier and Type | Method and Description |
|---|---|
IborRateComputation |
ResolvedIborFuture.getIborRate()
Gets the Ibor rate observation.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<IborRateComputation> |
ResolvedIborFuture.Meta.iborRate()
The meta-property for the
iborRate property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedIborFuture.Builder |
ResolvedIborFuture.Builder.iborRate(IborRateComputation iborRate)
Sets the Ibor rate observation.
|
| Modifier and Type | Method and Description |
|---|---|
static IborRateComputation |
IborRateComputation.of(IborIndex index,
LocalDate fixingDate,
ReferenceData refData)
Creates an instance from an index and fixing date.
|
static IborRateComputation |
IborRateComputation.of(IborIndexObservation underlyingObservation)
Creates an instance from the underlying index observation.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborRateComputation> |
IborRateComputation.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IborRateComputation> |
IborRateComputation.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.