| Package | Description |
|---|---|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Modifier and Type | Method and Description |
|---|---|
FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.Builder.build() |
static FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template,
ObservableId rateId)
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template and rate.
|
static FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template,
ObservableId rateId,
double additionalSpread)
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key and spread.
|
static FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template,
ObservableId rateId,
double additionalSpread,
String label)
Returns a curve node for a Fixed-Overnight interest rate swap using the
specified instrument template, rate key, spread and label.
|
FixedOvernightSwapCurveNode |
FixedOvernightSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FixedOvernightSwapCurveNode> |
FixedOvernightSwapCurveNode.Meta.beanType() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.