| Package | Description |
|---|---|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxIndexObservation
Information about a single observation of an FX index.
|
class |
IborIndexObservation
Defines the observation of a rate of interest from a single Ibor index.
|
class |
OvernightIndexObservation
Information about a single observation of an Overnight index.
|
class |
PriceIndexObservation
Information about a single observation of a Price index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.