| Package | Description |
|---|---|
| com.opengamma.strata.product.rate |
Entity objects describing the rate-based financial instruments.
|
| Modifier and Type | Method and Description |
|---|---|
static IborInterpolatedRateComputation |
IborInterpolatedRateComputation.of(IborIndex index1,
IborIndex index2,
LocalDate fixingDate,
ReferenceData refData)
Creates an instance from two indices and fixing date.
|
static IborInterpolatedRateComputation |
IborInterpolatedRateComputation.of(IborIndexObservation shortObservation,
IborIndexObservation longObservation)
Creates an instance from the two underlying index observations.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends IborInterpolatedRateComputation> |
IborInterpolatedRateComputation.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends IborInterpolatedRateComputation> |
IborInterpolatedRateComputation.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.