| Package | Description |
|---|---|
| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightAveragedRateComputation |
OvernightAveragedRateComputation.Builder.build() |
static OvernightAveragedRateComputation |
OvernightAveragedRateComputation.of(OvernightIndex index,
LocalDate startDate,
LocalDate endDate,
int rateCutOffDays,
ReferenceData refData)
Creates an instance from an index, accrual period dates and rate cut-off.
|
static OvernightAveragedRateComputation |
OvernightAveragedRateComputation.of(OvernightIndex index,
LocalDate startDate,
LocalDate endDate,
ReferenceData refData)
Creates an instance from an index and accrual period dates
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightAveragedRateComputation> |
OvernightAveragedRateComputation.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.