| Package | Description |
|---|---|
| com.opengamma.strata.product.index |
Entity objects describing contracts based on rate indices.
|
| com.opengamma.strata.product.index.type |
Conventions and templates to aid the construction of rate index products.
|
| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| com.opengamma.strata.product.swap.type |
Conventions and templates to aid the construction of rate swaps.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightAccrualMethod |
OvernightFutureSecurity.getAccrualMethod()
Gets the method of accruing Overnight interest.
|
OvernightAccrualMethod |
OvernightFuture.getAccrualMethod()
Gets the method of accruing Overnight interest.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<OvernightAccrualMethod> |
OvernightFutureSecurity.Meta.accrualMethod()
The meta-property for the
accrualMethod property. |
org.joda.beans.MetaProperty<OvernightAccrualMethod> |
OvernightFuture.Meta.accrualMethod()
The meta-property for the
accrualMethod property. |
| Modifier and Type | Method and Description |
|---|---|
OvernightFutureSecurity.Builder |
OvernightFutureSecurity.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest.
|
OvernightFuture.Builder |
OvernightFuture.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightAccrualMethod |
ImmutableOvernightFutureContractSpec.getAccrualMethod()
Gets the method of accruing Overnight interest.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableOvernightFutureContractSpec.Builder |
ImmutableOvernightFutureContractSpec.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest.
|
| 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.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightAccrualMethod |
OvernightRateCalculation.getAccrualMethod()
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
|
static OvernightAccrualMethod |
OvernightAccrualMethod.of(String name)
Obtains an instance from the specified name.
|
static OvernightAccrualMethod |
OvernightAccrualMethod.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static OvernightAccrualMethod[] |
OvernightAccrualMethod.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<OvernightAccrualMethod> |
OvernightRateCalculation.Meta.accrualMethod()
The meta-property for the
accrualMethod property. |
| Modifier and Type | Method and Description |
|---|---|
OvernightRateCalculation.Builder |
OvernightRateCalculation.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightAccrualMethod |
OvernightRateSwapLegConvention.getAccrualMethod()
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<OvernightAccrualMethod> |
OvernightRateSwapLegConvention.Meta.accrualMethod()
The meta-property for the
accrualMethod property. |
| Modifier and Type | Method and Description |
|---|---|
OvernightRateSwapLegConvention.Builder |
OvernightRateSwapLegConvention.Builder.accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
|
static OvernightRateSwapLegConvention |
OvernightRateSwapLegConvention.of(OvernightIndex index,
Frequency frequency,
int paymentOffsetDays,
OvernightAccrualMethod accrualMethod)
Creates a convention based on the specified index, specifying the accrual method.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.