| Package | Description |
|---|---|
| com.opengamma.strata.basics.date |
Tools for working with dates.
|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| com.opengamma.strata.basics.schedule |
Basic financial tools for working with date-based schedules.
|
| com.opengamma.strata.basics.value |
Basic financial tools for working with values.
|
| Modifier and Type | Method and Description |
|---|---|
default Frequency |
DayCount.ScheduleInfo.getFrequency()
Gets the periodic frequency of the schedule period.
|
| Modifier and Type | Method and Description |
|---|---|
Frequency |
PriceIndex.getPublicationFrequency()
Gets the frequency that the index is published.
|
Frequency |
ImmutablePriceIndex.getPublicationFrequency()
Gets the publication frequency of the index.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Frequency> |
ImmutablePriceIndex.Meta.publicationFrequency()
The meta-property for the
publicationFrequency property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutablePriceIndex.Builder |
ImmutablePriceIndex.Builder.publicationFrequency(Frequency publicationFrequency)
Sets the publication frequency of the index.
|
| Modifier and Type | Field and Description |
|---|---|
static Frequency |
Frequency.P12M
A periodic frequency of 12 months (1 year).
|
static Frequency |
Frequency.P13W
A periodic frequency of 13 weeks (91 days).
|
static Frequency |
Frequency.P1D
A periodic frequency of one day.
|
static Frequency |
Frequency.P1M
A periodic frequency of 1 month.
|
static Frequency |
Frequency.P1W
A periodic frequency of 1 week (7 days).
|
static Frequency |
Frequency.P26W
A periodic frequency of 26 weeks (182 days).
|
static Frequency |
Frequency.P2M
A periodic frequency of 2 months.
|
static Frequency |
Frequency.P2W
A periodic frequency of 2 weeks (14 days).
|
static Frequency |
Frequency.P3M
A periodic frequency of 3 months.
|
static Frequency |
Frequency.P4M
A periodic frequency of 4 months.
|
static Frequency |
Frequency.P4W
A periodic frequency of 4 weeks (28 days).
|
static Frequency |
Frequency.P52W
A periodic frequency of 52 weeks (364 days).
|
static Frequency |
Frequency.P6M
A periodic frequency of 6 months.
|
static Frequency |
Frequency.TERM
A periodic frequency matching the term.
|
| Modifier and Type | Method and Description |
|---|---|
Frequency |
Schedule.getFrequency()
Gets the periodic frequency used when building the schedule.
|
Frequency |
PeriodicSchedule.getFrequency()
Gets the regular periodic frequency to use.
|
Frequency |
Frequency.normalized()
Normalizes the months and years of this tenor.
|
static Frequency |
Frequency.of(Period period)
Obtains an instance from a
Period. |
static Frequency |
Frequency.ofDays(int days)
Obtains an instance backed by a period of days.
|
static Frequency |
Frequency.ofMonths(int months)
Obtains an instance backed by a period of months.
|
static Frequency |
Frequency.ofWeeks(int weeks)
Obtains an instance backed by a period of weeks.
|
static Frequency |
Frequency.ofYears(int years)
Obtains an instance backed by a period of years.
|
static Frequency |
Frequency.parse(String toParse)
Parses a formatted string representing the frequency.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Frequency> |
Schedule.Meta.frequency()
The meta-property for the
frequency property. |
org.joda.beans.MetaProperty<Frequency> |
PeriodicSchedule.Meta.frequency()
The meta-property for the
frequency property. |
| Modifier and Type | Method and Description |
|---|---|
int |
Frequency.exactDivide(Frequency other)
Exactly divides this frequency by another.
|
Schedule.Builder |
Schedule.Builder.frequency(Frequency frequency)
Sets the periodic frequency used when building the schedule.
|
PeriodicSchedule.Builder |
PeriodicSchedule.Builder.frequency(Frequency frequency)
Sets the regular periodic frequency to use.
|
boolean |
SchedulePeriod.isRegular(Frequency frequency,
RollConvention rollConvention)
Checks if this period is regular according to the specified frequency and roll convention.
|
default LocalDate |
RollConvention.next(LocalDate date,
Frequency periodicFrequency)
Calculates the next date in the sequence after the input date.
|
static PeriodicSchedule |
PeriodicSchedule.of(LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate,
Frequency frequency,
BusinessDayAdjustment businessDayAdjustment,
StubConvention stubConvention,
boolean preferEndOfMonth)
Obtains an instance based on a stub convention and end-of-month flag.
|
static PeriodicSchedule |
PeriodicSchedule.of(LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate,
Frequency frequency,
BusinessDayAdjustment businessDayAdjustment,
StubConvention stubConvention,
RollConvention rollConvention)
Obtains an instance based on roll and stub conventions.
|
default LocalDate |
RollConvention.previous(LocalDate date,
Frequency periodicFrequency)
Calculates the previous date in the sequence after the input date.
|
PeriodicSchedule |
SchedulePeriod.subSchedule(Frequency frequency,
RollConvention rollConvention,
StubConvention stubConvention,
BusinessDayAdjustment adjustment)
Creates a sub-schedule within this period.
|
RollConvention |
StubConvention.toRollConvention(LocalDate start,
LocalDate end,
Frequency frequency,
boolean preferEndOfMonth)
Converts this stub convention to the appropriate roll convention.
|
| Modifier and Type | Method and Description |
|---|---|
Frequency |
ValueStepSequence.getFrequency()
Gets the frequency of the sequence.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Frequency> |
ValueStepSequence.Meta.frequency()
The meta-property for the
frequency property. |
| Modifier and Type | Method and Description |
|---|---|
static ValueStepSequence |
ValueStepSequence.of(LocalDate firstStepDate,
LocalDate lastStepDate,
Frequency frequency,
ValueAdjustment adjustment)
Obtains an instance from the dates, frequency and change.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.