| Package | Description |
|---|---|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| Class and Description |
|---|
| CdsIndexIsdaCreditCurveNode
An ISDA compliant curve node whose instrument is a CDS index.
|
| CdsIndexIsdaCreditCurveNode.Builder
The bean-builder for
CdsIndexIsdaCreditCurveNode. |
| CdsIndexIsdaCreditCurveNode.Meta
The meta-bean for
CdsIndexIsdaCreditCurveNode. |
| CdsIsdaCreditCurveNode
An ISDA compliant curve node whose instrument is a credit default swap.
|
| CdsIsdaCreditCurveNode.Builder
The bean-builder for
CdsIsdaCreditCurveNode. |
| CdsIsdaCreditCurveNode.Meta
The meta-bean for
CdsIsdaCreditCurveNode. |
| FixedIborSwapCurveNode
A curve node whose instrument is a Fixed-Ibor interest rate swap.
|
| FixedIborSwapCurveNode.Builder
The bean-builder for
FixedIborSwapCurveNode. |
| FixedIborSwapCurveNode.Meta
The meta-bean for
FixedIborSwapCurveNode. |
| FixedInflationSwapCurveNode
A curve node whose instrument is a Fixed-Inflation swap.
|
| FixedInflationSwapCurveNode.Builder
The bean-builder for
FixedInflationSwapCurveNode. |
| FixedInflationSwapCurveNode.Meta
The meta-bean for
FixedInflationSwapCurveNode. |
| FixedOvernightSwapCurveNode
A curve node whose instrument is a Fixed-Overnight interest rate swap.
|
| FixedOvernightSwapCurveNode.Builder
The bean-builder for
FixedOvernightSwapCurveNode. |
| FixedOvernightSwapCurveNode.Meta
The meta-bean for
FixedOvernightSwapCurveNode. |
| FraCurveNode
A curve node whose instrument is a Forward Rate Agreement (FRA).
|
| FraCurveNode.Builder
The bean-builder for
FraCurveNode. |
| FraCurveNode.Meta
The meta-bean for
FraCurveNode. |
| FxSwapCurveNode
A curve node whose instrument is an FX Swap.
|
| FxSwapCurveNode.Builder
The bean-builder for
FxSwapCurveNode. |
| FxSwapCurveNode.Meta
The meta-bean for
FxSwapCurveNode. |
| IborFixingDepositCurveNode
A curve node whose instrument is an Ibor fixing deposit.
|
| IborFixingDepositCurveNode.Builder
The bean-builder for
IborFixingDepositCurveNode. |
| IborFixingDepositCurveNode.Meta
The meta-bean for
IborFixingDepositCurveNode. |
| IborFutureCurveNode
A curve node whose instrument is an Ibor Future.
|
| IborFutureCurveNode.Builder
The bean-builder for
IborFutureCurveNode. |
| IborFutureCurveNode.Meta
The meta-bean for
IborFutureCurveNode. |
| IborIborSwapCurveNode
A curve node whose instrument is a Ibor-Ibor interest rate swap.
|
| IborIborSwapCurveNode.Builder
The bean-builder for
IborIborSwapCurveNode. |
| IborIborSwapCurveNode.Meta
The meta-bean for
IborIborSwapCurveNode. |
| OvernightFutureCurveNode
A curve node whose instrument is an Overnight Future.
|
| OvernightFutureCurveNode.Builder
The bean-builder for
OvernightFutureCurveNode. |
| OvernightFutureCurveNode.Meta
The meta-bean for
OvernightFutureCurveNode. |
| OvernightIborSwapCurveNode
A curve node whose instrument is an Overnight-Ibor interest rate swap.
|
| OvernightIborSwapCurveNode.Builder
The bean-builder for
OvernightIborSwapCurveNode. |
| OvernightIborSwapCurveNode.Meta
The meta-bean for
OvernightIborSwapCurveNode. |
| TermDepositCurveNode
A curve node whose instrument is a term deposit.
|
| TermDepositCurveNode.Builder
The bean-builder for
TermDepositCurveNode. |
| TermDepositCurveNode.Meta
The meta-bean for
TermDepositCurveNode. |
| ThreeLegBasisSwapCurveNode
A curve node whose instrument is a three leg basis swap.
|
| ThreeLegBasisSwapCurveNode.Builder
The bean-builder for
ThreeLegBasisSwapCurveNode. |
| ThreeLegBasisSwapCurveNode.Meta
The meta-bean for
ThreeLegBasisSwapCurveNode. |
| XCcyIborIborSwapCurveNode
A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
|
| XCcyIborIborSwapCurveNode.Builder
The bean-builder for
XCcyIborIborSwapCurveNode. |
| XCcyIborIborSwapCurveNode.Meta
The meta-bean for
XCcyIborIborSwapCurveNode. |
| XCcyOvernightOvernightSwapCurveNode
A curve node whose instrument is a cross-currency overnight-overnight interest rate swap.
|
| XCcyOvernightOvernightSwapCurveNode.Builder
The bean-builder for
XCcyOvernightOvernightSwapCurveNode. |
| XCcyOvernightOvernightSwapCurveNode.Meta
The meta-bean for
XCcyOvernightOvernightSwapCurveNode. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.