| 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.
|
| Modifier and Type | Field and Description |
|---|---|
static DaysAdjustment |
DaysAdjustment.NONE
An instance that performs no adjustment.
|
| Modifier and Type | Method and Description |
|---|---|
DaysAdjustment |
MarketTenor.adjustSpotLag(DaysAdjustment marketConventionalSpotLag)
Adjusts the market conventional spot lag to match the market tenor.
|
DaysAdjustment |
DaysAdjustment.Builder.build() |
DaysAdjustment |
DaysAdjustment.normalized()
Normalizes the adjustment.
|
static DaysAdjustment |
DaysAdjustment.ofBusinessDays(int numberOfDays,
HolidayCalendarId holidayCalendar)
Obtains an instance that can adjust a date by a specific number of business days.
|
static DaysAdjustment |
DaysAdjustment.ofBusinessDays(int numberOfDays,
HolidayCalendarId holidayCalendar,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of business days.
|
static DaysAdjustment |
DaysAdjustment.ofCalendarDays(int numberOfDays)
Obtains an instance that can adjust a date by a specific number of calendar days.
|
static DaysAdjustment |
DaysAdjustment.ofCalendarDays(int numberOfDays,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of calendar days.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends DaysAdjustment> |
DaysAdjustment.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
DaysAdjustment |
MarketTenor.adjustSpotLag(DaysAdjustment marketConventionalSpotLag)
Adjusts the market conventional spot lag to match the market tenor.
|
| Modifier and Type | Method and Description |
|---|---|
DaysAdjustment |
ImmutableIborIndex.getEffectiveDateOffset()
Gets the adjustment applied to the fixing date to obtain the effective date.
|
DaysAdjustment |
IborIndex.getEffectiveDateOffset()
Gets the adjustment applied to the fixing date to obtain the effective date.
|
DaysAdjustment |
ImmutableIborIndex.getFixingDateOffset()
Gets the adjustment applied to the effective date to obtain the fixing date.
|
DaysAdjustment |
ImmutableFxIndex.getFixingDateOffset()
Gets the adjustment applied to the maturity date to obtain the fixing date.
|
DaysAdjustment |
IborIndex.getFixingDateOffset()
Gets the adjustment applied to the effective date to obtain the fixing date.
|
DaysAdjustment |
FxIndex.getFixingDateOffset()
Gets the adjustment applied to the maturity date to obtain the fixing date.
|
DaysAdjustment |
ImmutableFxIndex.getMaturityDateOffset()
Gets the adjustment applied to the fixing date to obtain the maturity date.
|
DaysAdjustment |
FxIndex.getMaturityDateOffset()
Gets the adjustment applied to the fixing date to obtain the maturity date.
|
DaysAdjustment |
ImmutableFloatingRateName.toIborIndexFixingOffset() |
default DaysAdjustment |
FloatingRateName.toIborIndexFixingOffset()
Checks and returns the fixing offset associated with the Ibor index.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<DaysAdjustment> |
ImmutableIborIndex.Meta.effectiveDateOffset()
The meta-property for the
effectiveDateOffset property. |
org.joda.beans.MetaProperty<DaysAdjustment> |
ImmutableIborIndex.Meta.fixingDateOffset()
The meta-property for the
fixingDateOffset property. |
org.joda.beans.MetaProperty<DaysAdjustment> |
ImmutableFxIndex.Meta.fixingDateOffset()
The meta-property for the
fixingDateOffset property. |
org.joda.beans.MetaProperty<DaysAdjustment> |
ImmutableFxIndex.Meta.maturityDateOffset()
The meta-property for the
maturityDateOffset property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.effectiveDateOffset(DaysAdjustment effectiveDateOffset)
Sets the adjustment applied to the fixing date to obtain the effective date.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the adjustment applied to the effective date to obtain the fixing date.
|
ImmutableFxIndex.Builder |
ImmutableFxIndex.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the adjustment applied to the maturity date to obtain the fixing date.
|
ImmutableFxIndex.Builder |
ImmutableFxIndex.Builder.maturityDateOffset(DaysAdjustment maturityDateOffset)
Sets the adjustment applied to the fixing date to obtain the maturity date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.