Uses of Package
com.opengamma.strata.product.rate

Packages that use com.opengamma.strata.product.rate

Package	Description
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.bond

Class and Description
RateComputation Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.capfloor

Class and Description
IborRateComputation Defines the computation of a rate of interest from a single Ibor index.
OvernightCompoundedRateComputation Defines the computation of a rate from a single Overnight index that is compounded daily.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.deposit

Class and Description
IborRateComputation Defines the computation of a rate of interest from a single Ibor index.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.fra

Class and Description
RateComputation Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.index

Class and Description
IborRateComputation Defines the computation of a rate of interest from a single Ibor index.
OvernightRateComputation Defines the computation of a rate from a single Overnight index.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.rate

Class and Description
FixedOvernightCompoundedAnnualRateComputation Defines a known annual fixed rate of interest that follows overnight compounding.
FixedOvernightCompoundedAnnualRateComputation.Meta The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
FixedRateComputation Defines a known fixed rate of interest.
FixedRateComputation.Meta The meta-bean for FixedRateComputation.
IborAveragedFixing A single fixing of an index that is observed by IborAveragedRateComputation.
IborAveragedFixing.Builder The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta The meta-bean for IborAveragedFixing.
IborAveragedRateComputation Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborAveragedRateComputation.Meta The meta-bean for IborAveragedRateComputation.
IborInterpolatedRateComputation Defines the computation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateComputation.Meta The meta-bean for IborInterpolatedRateComputation.
IborRateComputation Defines the computation of a rate of interest from a single Ibor index.
IborRateComputation.Meta The meta-bean for IborRateComputation.
InflationEndInterpolatedRateComputation Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
InflationEndInterpolatedRateComputation.Meta The meta-bean for InflationEndInterpolatedRateComputation.
InflationEndMonthRateComputation Defines the computation of inflation figures from a price index where the start index value is known.
InflationEndMonthRateComputation.Meta The meta-bean for InflationEndMonthRateComputation.
InflationInterpolatedRateComputation Defines the computation of inflation figures from a price index with interpolation.
InflationInterpolatedRateComputation.Meta The meta-bean for InflationInterpolatedRateComputation.
InflationMonthlyRateComputation Defines the computation of inflation figures from a price index.
InflationMonthlyRateComputation.Meta The meta-bean for InflationMonthlyRateComputation.
OvernightAveragedDailyRateComputation Defines the computation of an averaged daily rate for a single Overnight index.
OvernightAveragedDailyRateComputation.Builder The bean-builder for OvernightAveragedDailyRateComputation.
OvernightAveragedDailyRateComputation.Meta The meta-bean for OvernightAveragedDailyRateComputation.
OvernightAveragedRateComputation Defines the computation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateComputation.Builder The bean-builder for OvernightAveragedRateComputation.
OvernightAveragedRateComputation.Meta The meta-bean for OvernightAveragedRateComputation.
OvernightCompoundedAnnualRateComputation Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.
OvernightCompoundedAnnualRateComputation.Builder The bean-builder for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedAnnualRateComputation.Meta The meta-bean for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedRateComputation Defines the computation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateComputation.Builder The bean-builder for OvernightCompoundedRateComputation.
OvernightCompoundedRateComputation.Meta The meta-bean for OvernightCompoundedRateComputation.
OvernightRateComputation Defines the computation of a rate from a single Overnight index.
RateComputation Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.swap

Class and Description
RateComputation Defines a mechanism for computing a rate.