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