| Package | Description |
|---|---|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Method and Description |
|---|---|
static IborIndexObservation |
IborIndexObservation.of(IborIndex index,
LocalDate fixingDate,
ReferenceData refData)
Creates an instance from an index and fixing date.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborIndexObservation> |
IborIndexObservation.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IborIndexObservation> |
IborIndexObservation.Meta.builder() |
Function<LocalDate,IborIndexObservation> |
ImmutableIborIndex.resolve(ReferenceData refData) |
Function<LocalDate,IborIndexObservation> |
IborIndex.resolve(ReferenceData refData)
Resolves this index using the specified reference data, returning a function.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.