| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableList<CurveNode> |
CurveDefinition.getNodes()
Gets the nodes that define the curve.
|
ImmutableList<CurveNode> |
ParameterizedFunctionalCurveDefinition.getNodes()
Gets the nodes of the underlying instruments.
|
ImmutableList<CurveNode> |
InterpolatedNodalCurveDefinition.getNodes()
Gets the nodes in the curve.
|
org.joda.beans.MetaProperty<ImmutableList<CurveNode>> |
ParameterizedFunctionalCurveDefinition.Meta.nodes()
The meta-property for the
nodes property. |
org.joda.beans.MetaProperty<ImmutableList<CurveNode>> |
InterpolatedNodalCurveDefinition.Meta.nodes()
The meta-property for the
nodes property. |
| Modifier and Type | Method and Description |
|---|---|
ParameterizedFunctionalCurveDefinition.Builder |
ParameterizedFunctionalCurveDefinition.Builder.nodes(CurveNode... nodes)
Sets the
nodes property in the builder
from an array of objects. |
InterpolatedNodalCurveDefinition.Builder |
InterpolatedNodalCurveDefinition.Builder.nodes(CurveNode... nodes)
Sets the
nodes property in the builder
from an array of objects. |
| Modifier and Type | Method and Description |
|---|---|
ParameterizedFunctionalCurveDefinition.Builder |
ParameterizedFunctionalCurveDefinition.Builder.nodes(List<? extends CurveNode> nodes)
Sets the nodes of the underlying instruments.
|
InterpolatedNodalCurveDefinition.Builder |
InterpolatedNodalCurveDefinition.Builder.nodes(List<? extends CurveNode> nodes)
Sets the nodes in the curve.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FixedIborSwapCurveNode
A curve node whose instrument is a Fixed-Ibor interest rate swap.
|
class |
FixedInflationSwapCurveNode
A curve node whose instrument is a Fixed-Inflation swap.
|
class |
FixedOvernightSwapCurveNode
A curve node whose instrument is a Fixed-Overnight interest rate swap.
|
class |
FraCurveNode
A curve node whose instrument is a Forward Rate Agreement (FRA).
|
class |
FxSwapCurveNode
A curve node whose instrument is an FX Swap.
|
class |
IborFixingDepositCurveNode
A curve node whose instrument is an Ibor fixing deposit.
|
class |
IborFutureCurveNode
A curve node whose instrument is an Ibor Future.
|
class |
IborIborSwapCurveNode
A curve node whose instrument is a Ibor-Ibor interest rate swap.
|
class |
OvernightFutureCurveNode
A curve node whose instrument is an Overnight Future.
|
class |
OvernightIborSwapCurveNode
A curve node whose instrument is an Overnight-Ibor interest rate swap.
|
class |
TermDepositCurveNode
A curve node whose instrument is a term deposit.
|
class |
ThreeLegBasisSwapCurveNode
A curve node whose instrument is a three leg basis swap.
|
class |
XCcyIborIborSwapCurveNode
A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
|
class |
XCcyOvernightOvernightSwapCurveNode
A curve node whose instrument is a cross-currency overnight-overnight interest rate swap.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.