Package com.opengamma.strata.product.rate

Entity objects describing the rate-based financial instruments.

See: Description

Interface Summary

Interface	Description
OvernightRateComputation	Defines the computation of a rate from a single Overnight index.
RateComputation	Defines a mechanism for computing a rate.

Class Summary

Class	Description
FixedOvernightCompoundedAnnualRateComputation	Defines a known annual fixed rate of interest that follows overnight compounding.
FixedOvernightCompoundedAnnualRateComputation.Meta	The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
FixedRateComputation	Defines a known fixed rate of interest.
FixedRateComputation.Meta	The meta-bean for FixedRateComputation.
IborAveragedFixing	A single fixing of an index that is observed by IborAveragedRateComputation.
IborAveragedFixing.Builder	The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta	The meta-bean for IborAveragedFixing.
IborAveragedRateComputation	Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborAveragedRateComputation.Meta	The meta-bean for IborAveragedRateComputation.
IborInterpolatedRateComputation	Defines the computation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateComputation.Meta	The meta-bean for IborInterpolatedRateComputation.
IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.
IborRateComputation.Meta	The meta-bean for IborRateComputation.
InflationEndInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
InflationEndInterpolatedRateComputation.Meta	The meta-bean for InflationEndInterpolatedRateComputation.
InflationEndMonthRateComputation	Defines the computation of inflation figures from a price index where the start index value is known.
InflationEndMonthRateComputation.Meta	The meta-bean for InflationEndMonthRateComputation.
InflationInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation.
InflationInterpolatedRateComputation.Meta	The meta-bean for InflationInterpolatedRateComputation.
InflationMonthlyRateComputation	Defines the computation of inflation figures from a price index.
InflationMonthlyRateComputation.Meta	The meta-bean for InflationMonthlyRateComputation.
OvernightAveragedDailyRateComputation	Defines the computation of an averaged daily rate for a single Overnight index.
OvernightAveragedDailyRateComputation.Builder	The bean-builder for OvernightAveragedDailyRateComputation.
OvernightAveragedDailyRateComputation.Meta	The meta-bean for OvernightAveragedDailyRateComputation.
OvernightAveragedRateComputation	Defines the computation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateComputation.Builder	The bean-builder for OvernightAveragedRateComputation.
OvernightAveragedRateComputation.Meta	The meta-bean for OvernightAveragedRateComputation.
OvernightCompoundedAnnualRateComputation	Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.
OvernightCompoundedAnnualRateComputation.Builder	The bean-builder for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedAnnualRateComputation.Meta	The meta-bean for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedRateComputation	Defines the computation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateComputation.Builder	The bean-builder for OvernightCompoundedRateComputation.
OvernightCompoundedRateComputation.Meta	The meta-bean for OvernightCompoundedRateComputation.

Package com.opengamma.strata.product.rate Description

Entity objects describing the rate-based financial instruments.

This package defines an abstraction, RateComputation, that provides common ways to observe a rate, including interpolation, averaging and compounding.