| 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 |
ImmutablePriceIndex
A price index implementation based on an immutable set of rules.
|
| Modifier and Type | Field and Description |
|---|---|
static PriceIndex |
PriceIndices.CH_CPI
The consumer price index for Switzerland,
"Non-revised Consumer Price Index".
|
static PriceIndex |
PriceIndices.EU_AI_CPI
The consumer price index for Europe,
"Non-revised Harmonised Index of Consumer Prices All Items".
|
static PriceIndex |
PriceIndices.EU_EXT_CPI
The consumer price index for Europe,
"Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
|
static PriceIndex |
PriceIndices.FR_EXT_CPI
The consumer price index for France,
"Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
|
static PriceIndex |
PriceIndices.GB_HICP
The harmonized consumer price index for the United Kingdom,
"Non-revised Harmonised Index of Consumer Prices".
|
static PriceIndex |
PriceIndices.GB_RPI
The retail price index for the United Kingdom,
"Non-revised Retail Price Index All Items in the United Kingdom".
|
static PriceIndex |
PriceIndices.GB_RPIX
The retail price index for the United Kingdom excluding mortgage interest payments,
"Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
|
static PriceIndex |
PriceIndices.JP_CPI_EXF
The consumer price index for Japan excluding fresh food,
"Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
|
static PriceIndex |
PriceIndices.US_CPI_U
The consumer price index for US Urban consumers,
"Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
|
| Modifier and Type | Method and Description |
|---|---|
PriceIndex |
PriceIndexObservation.getIndex()
Gets the FX index.
|
static PriceIndex |
PriceIndex.of(String uniqueName)
Obtains an instance from the specified unique name.
|
PriceIndex |
ImmutableFloatingRateName.toPriceIndex() |
PriceIndex |
FloatingRateName.toPriceIndex()
Converts to an
PriceIndex. |
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<PriceIndex> |
PriceIndex.extendedEnum()
Gets the extended enum helper.
|
org.joda.beans.MetaProperty<PriceIndex> |
PriceIndexObservation.Meta.index()
The meta-property for the
index property. |
| Modifier and Type | Method and Description |
|---|---|
static PriceIndexObservation |
PriceIndexObservation.of(PriceIndex index,
YearMonth fixingMonth)
Creates an instance from an index and fixing date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.