| Package | Description |
|---|---|
| com.opengamma.strata.data |
Basic types to model market data.
|
| Modifier and Type | Field and Description |
|---|---|
static FieldName |
FieldName.CLEAN_NOMINAL_PRICE
The field name for the clean nominal price of a capital indexed bond.
|
static FieldName |
FieldName.CLEAN_PRICE
The field name for the clean price of a coupon bond.
|
static FieldName |
FieldName.CLEAN_REAL_PRICE
The field name for the clean real price of a capital indexed bond.
|
static FieldName |
FieldName.DIRTY_PRICE
The field name for the dirty price of a coupon bond.
|
static FieldName |
FieldName.MARKET_VALUE
The field name for the market value - 'MarketValue'.
|
static FieldName |
FieldName.NOMINAL_YIELD_TO_MATURITY
The field name for the nominal yield.
|
static FieldName |
FieldName.PAR_YIELD
The field name for the par yield.
|
static FieldName |
FieldName.REAL_YIELD_TO_MATURITY
The field name for the real yield.
|
static FieldName |
FieldName.SETTLEMENT_PRICE
The field name for the settlement price - 'SettlementPrice'.
|
static FieldName |
FieldName.VOLATILITY
The field name for the volatility of an asset.
|
static FieldName |
FieldName.YIELD_TO_MATURITY
The field name for the yield to maturity.
|
| Modifier and Type | Method and Description |
|---|---|
FieldName |
ObservableId.getFieldName()
Gets the field name in the market data record that contains the market data item.
|
static FieldName |
FieldName.of(String name)
Obtains an instance from the specified name.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.