| Package | Description |
|---|---|
| com.opengamma.strata.market.curve |
Definitions of curves.
|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Field and Description |
|---|---|
static CurveNodeDate |
CurveNodeDate.END
An instance defining the curve node date as the end date of the trade.
|
static CurveNodeDate |
CurveNodeDate.LAST_FIXING
An instance defining the curve node date as the last fixing date date of the trade.
|
| Modifier and Type | Method and Description |
|---|---|
static CurveNodeDate |
CurveNodeDate.of(LocalDate date)
Obtains an instance specifying a fixed date.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends CurveNodeDate> |
CurveNodeDate.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends CurveNodeDate> |
CurveNodeDate.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
CurveNodeDate |
XCcyOvernightOvernightSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
XCcyIborIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
ThreeLegBasisSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
TermDepositCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
OvernightIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
OvernightFutureCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
IborIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
IborFutureCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
IborFixingDepositCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
FxSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
FraCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
FixedOvernightSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
FixedInflationSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
CurveNodeDate |
FixedIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CurveNodeDate> |
XCcyOvernightOvernightSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
XCcyIborIborSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
ThreeLegBasisSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
TermDepositCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
OvernightIborSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
OvernightFutureCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
IborIborSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
IborFutureCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
IborFixingDepositCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
FxSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
FraCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
FixedOvernightSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
FixedInflationSwapCurveNode.Meta.date()
The meta-property for the
date property. |
org.joda.beans.MetaProperty<CurveNodeDate> |
FixedIborSwapCurveNode.Meta.date()
The meta-property for the
date property. |
| Modifier and Type | Method and Description |
|---|---|
XCcyOvernightOvernightSwapCurveNode.Builder |
XCcyOvernightOvernightSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
XCcyIborIborSwapCurveNode.Builder |
XCcyIborIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
ThreeLegBasisSwapCurveNode.Builder |
ThreeLegBasisSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
TermDepositCurveNode.Builder |
TermDepositCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
OvernightIborSwapCurveNode.Builder |
OvernightIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
OvernightFutureCurveNode.Builder |
OvernightFutureCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
IborIborSwapCurveNode.Builder |
IborIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
IborFutureCurveNode.Builder |
IborFutureCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
IborFixingDepositCurveNode.Builder |
IborFixingDepositCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
FxSwapCurveNode.Builder |
FxSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
FraCurveNode.Builder |
FraCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
FixedOvernightSwapCurveNode.Builder |
FixedOvernightSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
FixedInflationSwapCurveNode.Builder |
FixedInflationSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
FixedIborSwapCurveNode.Builder |
FixedIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
|
XCcyOvernightOvernightSwapCurveNode |
XCcyOvernightOvernightSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
XCcyIborIborSwapCurveNode |
XCcyIborIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
ThreeLegBasisSwapCurveNode |
ThreeLegBasisSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
TermDepositCurveNode |
TermDepositCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
OvernightIborSwapCurveNode |
OvernightIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
OvernightFutureCurveNode |
OvernightFutureCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
IborIborSwapCurveNode |
IborIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
IborFutureCurveNode |
IborFutureCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
IborFixingDepositCurveNode |
IborFixingDepositCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
FxSwapCurveNode |
FxSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
FraCurveNode |
FraCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
FixedInflationSwapCurveNode |
FixedInflationSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
FixedIborSwapCurveNode |
FixedIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.