| Package | Description |
|---|---|
| com.opengamma.strata.market.curve.node |
Curve nodes.
|
| com.opengamma.strata.market.observable |
Market data for quotes.
|
| Modifier and Type | Method and Description |
|---|---|
QuoteId |
OvernightFutureCurveNode.getRateId()
Gets the identifier of the market data value which provides the price.
|
QuoteId |
IborFutureCurveNode.getRateId()
Gets the identifier of the market data value which provides the price.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<QuoteId> |
OvernightFutureCurveNode.Meta.rateId()
The meta-property for the
rateId property. |
org.joda.beans.MetaProperty<QuoteId> |
IborFutureCurveNode.Meta.rateId()
The meta-property for the
rateId property. |
| Modifier and Type | Method and Description |
|---|---|
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.
|
static OvernightFutureCurveNode |
OvernightFutureCurveNode.of(OvernightFutureTemplate template,
QuoteId rateId)
Obtains a curve node for an Overnight Future using the specified contract and rate key.
|
static OvernightFutureCurveNode |
OvernightFutureCurveNode.of(OvernightFutureTemplate template,
QuoteId rateId,
double additionalSpread)
Obtains a curve node for an Overnight Future using the specified contract, rate key and spread.
|
static OvernightFutureCurveNode |
OvernightFutureCurveNode.of(OvernightFutureTemplate template,
QuoteId rateId,
double additionalSpread,
String label)
Obtains a curve node for an Overnight Future using the specified contract, rate key, spread and label.
|
OvernightFutureCurveNode.Builder |
OvernightFutureCurveNode.Builder.rateId(QuoteId rateId)
Sets the identifier of the market data value which provides the price.
|
IborFutureCurveNode.Builder |
IborFutureCurveNode.Builder.rateId(QuoteId rateId)
Sets the identifier of the market data value which provides the price.
|
| Modifier and Type | Method and Description |
|---|---|
QuoteId |
QuoteScenarioArrayId.getId()
Gets the market data key identifying the quote.
|
QuoteId |
QuoteScenarioArrayId.getMarketDataId() |
QuoteId |
Quote.getQuoteId()
Gets the identifier of the quoted value.
|
static QuoteId |
QuoteId.of(StandardId standardId)
Obtains an instance used to obtain an observable value.
|
static QuoteId |
QuoteId.of(StandardId standardId,
FieldName fieldName)
Obtains an instance used to obtain an observable value.
|
static QuoteId |
QuoteId.of(StandardId standardId,
FieldName fieldName,
ObservableSource obsSource)
Obtains an instance used to obtain an observable value,
specifying the source of observable market data.
|
QuoteId |
QuoteId.withObservableSource(ObservableSource obsSource) |
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<QuoteId> |
QuoteScenarioArrayId.Meta.id()
The meta-property for the
id property. |
static org.joda.beans.TypedMetaBean<QuoteId> |
QuoteId.meta()
The meta-bean for
QuoteId. |
org.joda.beans.TypedMetaBean<QuoteId> |
QuoteId.metaBean() |
org.joda.beans.MetaProperty<QuoteId> |
Quote.Meta.quoteId()
The meta-property for the
quoteId property. |
| Modifier and Type | Method and Description |
|---|---|
static QuoteScenarioArrayId |
QuoteScenarioArrayId.of(QuoteId quoteId)
Returns a key identifying the same market data as the quote key.
|
static Quote |
Quote.of(QuoteId quoteId,
double value)
Obtains an instance from the quote identifier and value.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.