| Package | Description |
|---|---|
| com.opengamma.strata.product.capfloor |
Entity objects describing Ibor cap/floor.
|
| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightCompoundedRateComputation |
OvernightInArrearsCapletFloorletPeriod.getOvernightRate()
Gets the rate to be observed.
|
OvernightCompoundedRateComputation |
OvernightInArrearsCapletFloorletBinaryPeriod.getOvernightRate()
Gets the rate to be observed.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<OvernightCompoundedRateComputation> |
OvernightInArrearsCapletFloorletPeriod.Meta.overnightRate()
The meta-property for the
overnightRate property. |
org.joda.beans.MetaProperty<OvernightCompoundedRateComputation> |
OvernightInArrearsCapletFloorletBinaryPeriod.Meta.overnightRate()
The meta-property for the
overnightRate property. |
| Modifier and Type | Method and Description |
|---|---|
OvernightInArrearsCapletFloorletPeriod.Builder |
OvernightInArrearsCapletFloorletPeriod.Builder.overnightRate(OvernightCompoundedRateComputation overnightRate)
Sets the rate to be observed.
|
OvernightInArrearsCapletFloorletBinaryPeriod.Builder |
OvernightInArrearsCapletFloorletBinaryPeriod.Builder.overnightRate(OvernightCompoundedRateComputation overnightRate)
Sets the rate to be observed.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightCompoundedRateComputation |
OvernightCompoundedRateComputation.Builder.build() |
static OvernightCompoundedRateComputation |
OvernightCompoundedRateComputation.of(OvernightIndex index,
LocalDate startDate,
LocalDate endDate,
int rateCutOffDays,
ReferenceData refData)
Creates an instance from an index, period dates and rate cut-off.
|
static OvernightCompoundedRateComputation |
OvernightCompoundedRateComputation.of(OvernightIndex index,
LocalDate startDate,
LocalDate endDate,
ReferenceData refData)
Creates an instance from an index and period dates
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightCompoundedRateComputation> |
OvernightCompoundedRateComputation.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.