| 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 |
|---|---|
OvernightIndexObservation |
OvernightIndexObservation.Builder.build() |
static OvernightIndexObservation |
OvernightIndexObservation.of(OvernightIndex index,
LocalDate fixingDate,
ReferenceData refData)
Creates an
IborRateObservation from an index and fixing date. |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightIndexObservation> |
OvernightIndexObservation.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.