Uses of Interface
com.opengamma.strata.product.rate.OvernightRateComputation

Packages that use OvernightRateComputation

Package	Description
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.

Uses of OvernightRateComputation in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return OvernightRateComputation

Modifier and Type	Method and Description
OvernightRateComputation	ResolvedOvernightFuture.getOvernightRate() Gets the Overnight rate observation.

Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightRateComputation

Modifier and Type	Method and Description
org.joda.beans.MetaProperty<OvernightRateComputation>	ResolvedOvernightFuture.Meta.overnightRate() The meta-property for the overnightRate property.

Methods in com.opengamma.strata.product.index with parameters of type OvernightRateComputation

Modifier and Type	Method and Description
ResolvedOvernightFuture.Builder	ResolvedOvernightFuture.Builder.overnightRate(OvernightRateComputation overnightRate) Sets the Overnight rate observation.

Uses of OvernightRateComputation in com.opengamma.strata.product.rate

Classes in com.opengamma.strata.product.rate that implement OvernightRateComputation

Modifier and Type	Class and Description
class	OvernightAveragedDailyRateComputation Defines the computation of an averaged daily rate for a single Overnight index.
class	OvernightAveragedRateComputation Defines the computation of a rate from a single Overnight index that is averaged daily.
class	OvernightCompoundedAnnualRateComputation Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.
class	OvernightCompoundedRateComputation Defines the computation of a rate from a single Overnight index that is compounded daily.

Methods in com.opengamma.strata.product.rate that return OvernightRateComputation

Modifier and Type	Method and Description
static OvernightRateComputation	OvernightRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, OvernightAccrualMethod accrualMethod, ReferenceData referenceData) Obtains an instance.