Uses of Interface
com.opengamma.strata.basics.index.OvernightIndex

Packages that use OvernightIndex

Package	Description
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.

Uses of OvernightIndex in com.opengamma.strata.basics.index

Classes in com.opengamma.strata.basics.index that implement OvernightIndex

Modifier and Type	Class and Description
class	ImmutableOvernightIndex An overnight index, such as Sonia or Eonia.

Fields in com.opengamma.strata.basics.index declared as OvernightIndex

Modifier and Type	Field and Description
static OvernightIndex	OvernightIndices.AUD_AONIA The AONIA index for AUD.
static OvernightIndex	OvernightIndices.BRL_CDI The CDI index for BRL.
static OvernightIndex	OvernightIndices.CAD_CORRA The CORRA index for CAD.
static OvernightIndex	OvernightIndices.CHF_SARON The SARON index for CHF.
static OvernightIndex	OvernightIndices.CHF_TOIS Deprecated. Not published as of 2017-12-29
static OvernightIndex	OvernightIndices.DKK_TNR The TN index for DKK.
static OvernightIndex	OvernightIndices.EUR_EONIA The EONIA index for EUR.
static OvernightIndex	OvernightIndices.EUR_ESTER Deprecated. Use EUR_ESTR instead
static OvernightIndex	OvernightIndices.EUR_ESTR The ESTR index for EUR.
static OvernightIndex	OvernightIndices.GBP_SONIA The SONIA index for GBP.
static OvernightIndex	OvernightIndices.JPY_TONAR The TONAR index for JPY.
static OvernightIndex	OvernightIndices.NOK_NOWA The NOWA index for NOK.
static OvernightIndex	OvernightIndices.NZD_NZIONA The NZIONA index for NZD.
static OvernightIndex	OvernightIndices.PLN_POLONIA The PLONIA index for PLN.
static OvernightIndex	OvernightIndices.SEK_SIOR The SIOR index for SEK.
static OvernightIndex	OvernightIndices.THB_THOR The THOR index for THB.
static OvernightIndex	OvernightIndices.USD_AMERIBOR The AMERIBOR index for USD.
static OvernightIndex	OvernightIndices.USD_FED_FUND The Fed Fund index for USD.
static OvernightIndex	OvernightIndices.USD_SOFR The SOFR index for USD.
static OvernightIndex	OvernightIndices.ZAR_SABOR The SABOR index for ZAR.

Methods in com.opengamma.strata.basics.index that return OvernightIndex

Modifier and Type	Method and Description
OvernightIndex	OvernightIndexObservation.getIndex() Gets the Overnight index.
static OvernightIndex	OvernightIndex.of(String uniqueName) Obtains an instance from the specified unique name.
OvernightIndex	ImmutableFloatingRateName.toOvernightIndex()
OvernightIndex	FloatingRateName.toOvernightIndex() Converts to an OvernightIndex.

Methods in com.opengamma.strata.basics.index that return types with arguments of type OvernightIndex

Modifier and Type	Method and Description
static ExtendedEnum<OvernightIndex>	OvernightIndex.extendedEnum() Gets the extended enum helper.
org.joda.beans.MetaProperty<OvernightIndex>	OvernightIndexObservation.Meta.index() The meta-property for the index property.

Methods in com.opengamma.strata.basics.index with parameters of type OvernightIndex

Modifier and Type	Method and Description
OvernightIndexObservation.Builder	OvernightIndexObservation.Builder.index(OvernightIndex index) Sets the Overnight index.
static OvernightIndexObservation	OvernightIndexObservation.of(OvernightIndex index, LocalDate fixingDate, ReferenceData refData) Creates an IborRateObservation from an index and fixing date.