| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Field and Description |
|---|---|
static CurveNodeDateOrder |
CurveNodeDateOrder.DEFAULT
The default instance, that throws an exception if the node is on the same date
or before another node.
|
| Modifier and Type | Method and Description |
|---|---|
CurveNodeDateOrder |
CurveNode.getDateOrder()
Gets the date order rules that apply to this node within the curve.
|
static CurveNodeDateOrder |
CurveNodeDateOrder.of(int minGapInDays,
CurveNodeClashAction action)
Obtains an instance from the minimum gap, allowing reordering flag and clash action.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CurveNodeDateOrder> |
CurveNodeDateOrder.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CurveNodeDateOrder> |
CurveNodeDateOrder.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
CurveNodeDateOrder |
XCcyOvernightOvernightSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
XCcyIborIborSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
ThreeLegBasisSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
TermDepositCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
OvernightIborSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
OvernightFutureCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
IborIborSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
IborFutureCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
IborFixingDepositCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
FxSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
FraCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
FixedOvernightSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
FixedInflationSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
CurveNodeDateOrder |
FixedIborSwapCurveNode.getDateOrder()
Gets the date order rules, used to ensure that the dates in the curve are in order.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
XCcyOvernightOvernightSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
XCcyIborIborSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
ThreeLegBasisSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
TermDepositCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
OvernightIborSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
OvernightFutureCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
IborIborSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
IborFutureCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
IborFixingDepositCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
FxSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
FraCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
FixedOvernightSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
FixedInflationSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
org.joda.beans.MetaProperty<CurveNodeDateOrder> |
FixedIborSwapCurveNode.Meta.dateOrder()
The meta-property for the
dateOrder property. |
| Modifier and Type | Method and Description |
|---|---|
XCcyOvernightOvernightSwapCurveNode.Builder |
XCcyOvernightOvernightSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
XCcyIborIborSwapCurveNode.Builder |
XCcyIborIborSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
ThreeLegBasisSwapCurveNode.Builder |
ThreeLegBasisSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
TermDepositCurveNode.Builder |
TermDepositCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
OvernightIborSwapCurveNode.Builder |
OvernightIborSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
OvernightFutureCurveNode.Builder |
OvernightFutureCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
IborIborSwapCurveNode.Builder |
IborIborSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
IborFutureCurveNode.Builder |
IborFutureCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
IborFixingDepositCurveNode.Builder |
IborFixingDepositCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
FxSwapCurveNode.Builder |
FxSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
FraCurveNode.Builder |
FraCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
FixedOvernightSwapCurveNode.Builder |
FixedOvernightSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
FixedInflationSwapCurveNode.Builder |
FixedInflationSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
FixedIborSwapCurveNode.Builder |
FixedIborSwapCurveNode.Builder.dateOrder(CurveNodeDateOrder dateOrder)
Sets the date order rules, used to ensure that the dates in the curve are in order.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.