| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
static LegalEntityGroup |
LegalEntityGroup.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve> |
LegalEntityCurveGroup.getIssuerCurves()
Gets the issuer curves in the curve group, keyed by legal entity group and currency.
|
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>> |
LegalEntityCurveGroup.Meta.issuerCurves()
The meta-property for the
issuerCurves property. |
| Modifier and Type | Method and Description |
|---|---|
Optional<Curve> |
LegalEntityCurveGroup.findIssuerCurve(LegalEntityGroup legalEntityGroup,
Currency currency)
Finds the issuer curve for the legal entity group and currency if there is one in the group.
|
| Modifier and Type | Method and Description |
|---|---|
LegalEntityCurveGroup.Builder |
LegalEntityCurveGroup.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)
Sets the issuer curves in the curve group, keyed by legal entity group and currency.
|
static LegalEntityCurveGroup |
LegalEntityCurveGroup.of(CurveGroupName name,
Map<Pair<RepoGroup,Currency>,Curve> repoCurves,
Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)
Returns a curve group containing the specified curves.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.