| Package | Description |
|---|---|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Method and Description |
|---|---|
OvernightIborSwapCurveNode |
OvernightIborSwapCurveNode.Builder.build() |
static OvernightIborSwapCurveNode |
OvernightIborSwapCurveNode.of(OvernightIborSwapTemplate template,
ObservableId rateId)
Obtains a curve node for an Overnight-Ibor interest rate swap using the
specified instrument template and rate.
|
static OvernightIborSwapCurveNode |
OvernightIborSwapCurveNode.of(OvernightIborSwapTemplate template,
ObservableId rateId,
double additionalSpread)
Obtains a curve node for an Overnight-Ibor interest rate swap using the
specified instrument template, rate key and spread.
|
static OvernightIborSwapCurveNode |
OvernightIborSwapCurveNode.of(OvernightIborSwapTemplate template,
ObservableId rateId,
double additionalSpread,
String label)
Obtains a curve node for an Overnight-Ibor interest rate swap using the
specified instrument template, rate key, spread and label.
|
OvernightIborSwapCurveNode |
OvernightIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends OvernightIborSwapCurveNode> |
OvernightIborSwapCurveNode.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.