| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| Modifier and Type | Method and Description |
|---|---|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addCurve(CurveDefinition curveDefinition,
Currency currency,
RateIndex index,
RateIndex... otherIndices)
Adds the definition of a curve to the curve group definition which is used to provide
discount rates and forward rates.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addCurve(CurveName curveName,
Currency currency,
RateIndex index,
RateIndex... otherIndices)
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveDefinition curveDefinition,
Currency currency,
Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveName curveName,
Currency currency,
Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveDefinition curveDefinition,
Index index,
Index... otherIndices)
Adds the definition of a forward curve to the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveName curveName,
Index index,
Index... otherIndices)
Adds the definition of a forward curve to the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.addSeasonality(CurveName curveName,
SeasonalityDefinition seasonalityDefinition)
Adds a seasonality to the curve group definition.
|
static RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinition.builder()
Returns a mutable builder for building the definition for a curve group.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.computeJacobian(boolean computeJacobian)
Sets the 'compute Jacobian' flag of the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.computePvSensitivityToMarketQuote(boolean computePvSensitivityToMarketQuote)
Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinitionBuilder.name(CurveGroupName name)
Sets the name of the curve group definition.
|
RatesCurveGroupDefinitionBuilder |
RatesCurveGroupDefinition.toBuilder()
Converts to builder.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.