Uses of Package
com.opengamma.strata.basics.index

Packages that use com.opengamma.strata.basics.index

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

Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.basics.index

Class and Description
FloatingRate An index or group of indices used to provide floating rates, typically in interest rate swaps.
FloatingRateIndex An index used to provide floating rates, typically in interest rate swaps.
FloatingRateName A floating rate index name, such as Libor, Euribor or US Fed Fund.
FloatingRateType The type of a floating rate index.
FxIndex An index of foreign exchange rates.
FxIndexObservation Information about a single observation of an FX index.
FxIndexObservation.Meta The meta-bean for FxIndexObservation.
IborIndex An inter-bank lending rate index, such as Libor or Euribor.
IborIndexObservation Defines the observation of a rate of interest from a single Ibor index.
IborIndexObservation.Meta The meta-bean for IborIndexObservation.
ImmutableFloatingRateName An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
ImmutableFloatingRateName.Meta The meta-bean for ImmutableFloatingRateName.
ImmutableFxIndex A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta The meta-bean for ImmutableFxIndex.
ImmutableIborIndex An Ibor index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta The meta-bean for ImmutableIborIndex.
ImmutableOvernightIndex An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta The meta-bean for ImmutablePriceIndex.
Index An index of values, such as LIBOR, FED FUND or daily exchange rates.
IndexObservation A single observation of an index.
OvernightIndex An Overnight index, such as Sonia or Eonia.
OvernightIndexObservation Information about a single observation of an Overnight index.
OvernightIndexObservation.Builder The bean-builder for OvernightIndexObservation.
OvernightIndexObservation.Meta The meta-bean for OvernightIndexObservation.
PriceIndex An index of prices.
PriceIndexObservation Information about a single observation of a Price index.
PriceIndexObservation.Meta The meta-bean for PriceIndexObservation.
RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate.