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