| Package | Description |
|---|---|
| com.opengamma.strata.product.bond |
Entity objects describing bonds.
|
| com.opengamma.strata.product.fra |
Entity objects describing a forward rate agreement (FRA).
|
| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
RateComputation |
CapitalIndexedBondPaymentPeriod.getRateComputation()
Gets the rate to be computed.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<RateComputation> |
CapitalIndexedBondPaymentPeriod.Meta.rateComputation()
The meta-property for the
rateComputation property. |
| Modifier and Type | Method and Description |
|---|---|
CapitalIndexedBondPaymentPeriod.Builder |
CapitalIndexedBondPaymentPeriod.Builder.rateComputation(RateComputation rateComputation)
Sets the rate to be computed.
|
| Modifier and Type | Method and Description |
|---|---|
RateComputation |
ResolvedFra.getFloatingRate()
Gets the floating rate of interest.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<RateComputation> |
ResolvedFra.Meta.floatingRate()
The meta-property for the
floatingRate property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFra.Builder |
ResolvedFra.Builder.floatingRate(RateComputation floatingRate)
Sets the floating rate of interest.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
OvernightRateComputation
Defines the computation of a rate from a single Overnight index.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FixedOvernightCompoundedAnnualRateComputation
Defines a known annual fixed rate of interest that follows overnight compounding.
|
class |
FixedRateComputation
Defines a known fixed rate of interest.
|
class |
IborAveragedRateComputation
Defines the computation of a rate of interest based on the average of multiple
fixings of a single Ibor floating rate index.
|
class |
IborInterpolatedRateComputation
Defines the computation of a rate of interest interpolated from two Ibor indices.
|
class |
IborRateComputation
Defines the computation of a rate of interest from a single Ibor index.
|
class |
InflationEndInterpolatedRateComputation
Defines the computation of inflation figures from a price index with interpolation
where the start index value is known.
|
class |
InflationEndMonthRateComputation
Defines the computation of inflation figures from a price index
where the start index value is known.
|
class |
InflationInterpolatedRateComputation
Defines the computation of inflation figures from a price index with interpolation.
|
class |
InflationMonthlyRateComputation
Defines the computation of inflation figures from a price index.
|
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.
|
| Modifier and Type | Method and Description |
|---|---|
RateComputation |
InflationRateCalculation.createRateComputation(LocalDate endDate)
Creates a rate observation where the start index value is known.
|
RateComputation |
RateAccrualPeriod.getRateComputation()
Gets the rate to be computed.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<RateComputation> |
RateAccrualPeriod.Meta.rateComputation()
The meta-property for the
rateComputation property. |
| Modifier and Type | Method and Description |
|---|---|
RateAccrualPeriod.Builder |
RateAccrualPeriod.Builder.rateComputation(RateComputation rateComputation)
Sets the rate to be computed.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.