| Package | Description |
|---|---|
| com.opengamma.strata.basics.date |
Tools for working with dates.
|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| com.opengamma.strata.basics.schedule |
Basic financial tools for working with date-based schedules.
|
| Modifier and Type | Field and Description |
|---|---|
static DayCount |
DayCounts.ACT_360
The 'Act/360' day count, which divides the actual number of days by 360.
|
static DayCount |
DayCounts.ACT_364
The 'Act/364' day count, which divides the actual number of days by 364.
|
static DayCount |
DayCounts.ACT_365_25
The 'Act/365.25' day count, which divides the actual number of days by 365.25.
|
static DayCount |
DayCounts.ACT_365_ACTUAL
The 'Act/365 Actual' day count, which divides the actual number of days by 366
if a leap day is contained, or by 365 if not.
|
static DayCount |
DayCounts.ACT_365F
The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
|
static DayCount |
DayCounts.ACT_365L
The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
|
static DayCount |
DayCounts.ACT_ACT_AFB
The 'Act/Act AFB' day count, which divides the actual number of days by 366
if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
|
static DayCount |
DayCounts.ACT_ACT_ICMA
The 'Act/Act ICMA' day count, which divides the actual number of days by
the actual number of days in the coupon period multiplied by the frequency.
|
static DayCount |
DayCounts.ACT_ACT_ISDA
The 'Act/Act ISDA' day count, which divides the actual number of days in a
leap year by 366 and the actual number of days in a standard year by 365.
|
static DayCount |
DayCounts.ACT_ACT_YEAR
The 'Act/Act Year' day count, which divides the actual number of days
by the number of days in the year from the start date.
|
static DayCount |
DayCounts.NL_360
The 'NL/360' day count, which divides the actual number of days omitting leap days by 360.
|
static DayCount |
DayCounts.NL_365
The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
|
static DayCount |
DayCounts.ONE_ONE
The '1/1' day count, which always returns a day count of 1.
|
static DayCount |
DayCounts.THIRTY_360_ISDA
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
|
static DayCount |
DayCounts.THIRTY_360_PSA
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
|
static DayCount |
DayCounts.THIRTY_E_360
The '30E/360' day count, which treats input day-of-month 31 specially.
|
static DayCount |
DayCounts.THIRTY_E_360_ISDA
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
|
static DayCount |
DayCounts.THIRTY_E_365
The '30E/365' day count, which treats input day-of-month 31 and end of February specially.
|
static DayCount |
DayCounts.THIRTY_EPLUS_360
The '30E+/360' day count, which treats input day-of-month 31 specially.
|
static DayCount |
DayCounts.THIRTY_U_360
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
|
static DayCount |
DayCounts.THIRTY_U_360_EOM
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
|
| Modifier and Type | Method and Description |
|---|---|
static DayCount |
DayCount.of(String uniqueName)
Obtains an instance from the specified unique name.
|
static DayCount |
DayCount.ofBus252(HolidayCalendarId calendar)
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<DayCount> |
DayCount.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
default DayCount |
PriceIndex.getDayCount()
Gets the day count convention of the index, which is '1/1'.
|
DayCount |
ImmutableOvernightIndex.getDayCount()
Gets the day count convention.
|
DayCount |
ImmutableIborIndex.getDayCount()
Gets the day count convention.
|
DayCount |
FloatingRateIndex.getDayCount()
Gets the day count convention of the index.
|
DayCount |
ImmutableOvernightIndex.getDefaultFixedLegDayCount()
Gets the default day count convention for the associated fixed leg.
|
DayCount |
ImmutableIborIndex.getDefaultFixedLegDayCount()
Gets the default day count convention for the associated fixed leg.
|
default DayCount |
FloatingRateIndex.getDefaultFixedLegDayCount()
Gets the default day count convention for the associated fixed leg.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<DayCount> |
ImmutableOvernightIndex.Meta.dayCount()
The meta-property for the
dayCount property. |
org.joda.beans.MetaProperty<DayCount> |
ImmutableIborIndex.Meta.dayCount()
The meta-property for the
dayCount property. |
org.joda.beans.MetaProperty<DayCount> |
ImmutableOvernightIndex.Meta.defaultFixedLegDayCount()
The meta-property for the
defaultFixedLegDayCount property. |
org.joda.beans.MetaProperty<DayCount> |
ImmutableIborIndex.Meta.defaultFixedLegDayCount()
The meta-property for the
defaultFixedLegDayCount property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.dayCount(DayCount dayCount)
Sets the day count convention.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)
Sets the default day count convention for the associated fixed leg.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.defaultFixedLegDayCount(DayCount defaultFixedLegDayCount)
Sets the default day count convention for the associated fixed leg.
|
| Modifier and Type | Method and Description |
|---|---|
double |
SchedulePeriod.yearFraction(DayCount dayCount,
Schedule schedule)
Calculates the year fraction using the specified day count.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.