| Package | Description |
|---|---|
| com.opengamma.strata.product.swap |
Entity objects describing a swap.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightRateCalculation |
OvernightRateCalculation.Builder.build() |
static OvernightRateCalculation |
OvernightRateCalculation.of(OvernightIndex index)
Obtains a rate calculation for the specified index with accrual by compounding.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightRateCalculation> |
OvernightRateCalculation.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.