| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| com.opengamma.strata.market.param |
Market data based on parameters.
|
| Modifier and Type | Method and Description |
|---|---|
default DatedParameterMetadata |
IsdaCreditCurveNode.metadata(LocalDate nodeDate)
Returns metadata for the node from the node date.
|
DatedParameterMetadata |
CurveNode.metadata(LocalDate valuationDate,
ReferenceData refData)
Returns metadata for the node.
|
| Modifier and Type | Method and Description |
|---|---|
DatedParameterMetadata |
CdsIsdaCreditCurveNode.metadata(LocalDate nodeDate) |
DatedParameterMetadata |
CdsIndexIsdaCreditCurveNode.metadata(LocalDate nodeDate) |
DatedParameterMetadata |
XCcyOvernightOvernightSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
XCcyIborIborSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
ThreeLegBasisSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
TermDepositCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
OvernightIborSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
OvernightFutureCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
IborIborSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
IborFutureCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
IborFixingDepositCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
FxSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
FraCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
FixedOvernightSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
FixedInflationSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
DatedParameterMetadata |
FixedIborSwapCurveNode.metadata(LocalDate valuationDate,
ReferenceData refData) |
| Modifier and Type | Class and Description |
|---|---|
class |
LabelDateParameterMetadata
Parameter metadata based on a date and label.
|
class |
TenorDateParameterMetadata
Parameter metadata based on a date and tenor.
|
class |
YearMonthDateParameterMetadata
Parameter metadata based on a date and year-month.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.