Uses of Interface
com.opengamma.strata.basics.index.IborIndex

Packages that use IborIndex

Package	Description
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of IborIndex in com.opengamma.strata.basics.index

Classes in com.opengamma.strata.basics.index that implement IborIndex

Modifier and Type	Class	Description
class	ImmutableIborIndex	An Ibor index implementation based on an immutable set of rules.

Fields in com.opengamma.strata.basics.index declared as IborIndex

Modifier and Type	Field	Description
static IborIndex	IborIndices.AUD_BBSW_1M	The 1 month BBSW index.
static IborIndex	IborIndices.AUD_BBSW_2M	The 2 month BBSW index.
static IborIndex	IborIndices.AUD_BBSW_3M	The 3 month BBSW index.
static IborIndex	IborIndices.AUD_BBSW_4M	The 4 month BBSW index.
static IborIndex	IborIndices.AUD_BBSW_5M	The 5 month BBSW index.
static IborIndex	IborIndices.AUD_BBSW_6M	The 6 month BBSW index.
static IborIndex	IborIndices.CAD_CDOR_12M	Deprecated. Not published as of 2021-05-17
static IborIndex	IborIndices.CAD_CDOR_1M	The 1 month CDOR index.
static IborIndex	IborIndices.CAD_CDOR_2M	The 2 month CDOR index.
static IborIndex	IborIndices.CAD_CDOR_3M	The 3 month CDOR index.
static IborIndex	IborIndices.CAD_CDOR_6M	Deprecated. Not published as of 2021-05-17
static IborIndex	IborIndices.CHF_LIBOR_12M	The 12 month LIBOR index for CHF.
static IborIndex	IborIndices.CHF_LIBOR_1M	The 1 month LIBOR index for CHF.
static IborIndex	IborIndices.CHF_LIBOR_1W	The 1 week LIBOR index for CHF.
static IborIndex	IborIndices.CHF_LIBOR_2M	The 2 month LIBOR index for CHF.
static IborIndex	IborIndices.CHF_LIBOR_3M	The 3 month LIBOR index for CHF.
static IborIndex	IborIndices.CHF_LIBOR_6M	The 6 month LIBOR index for CHF.
static IborIndex	IborIndices.CZK_PRIBOR_12M	The 12 month PRIBOR index.
static IborIndex	IborIndices.CZK_PRIBOR_1M	The 1 month PRIBOR index.
static IborIndex	IborIndices.CZK_PRIBOR_1W	The 1 week PRIBOR index.
static IborIndex	IborIndices.CZK_PRIBOR_2M	The 2 month PRIBOR index.
static IborIndex	IborIndices.CZK_PRIBOR_2W	The 2 week PRIBOR index.
static IborIndex	IborIndices.CZK_PRIBOR_3M	The 3 month PRIBOR index.
static IborIndex	IborIndices.CZK_PRIBOR_6M	The 6 month PRIBOR index.
static IborIndex	IborIndices.CZK_PRIBOR_9M	The 9 month PRIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_12M	The 12 month CIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_1M	The 1 month CIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_1W	The 1 week CIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_2M	The 2 month CIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_2W	The 2 week CIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_3M	The 3 month CIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_6M	The 6 month CIBOR index.
static IborIndex	IborIndices.DKK_CIBOR_9M	The 9 month CIBOR index.
static IborIndex	IborIndices.EUR_EURIBOR_12M	The 12 month EURIBOR index.
static IborIndex	IborIndices.EUR_EURIBOR_1M	The 1 month EURIBOR index.
static IborIndex	IborIndices.EUR_EURIBOR_1W	The 1 week EURIBOR index.
static IborIndex	IborIndices.EUR_EURIBOR_2M	Deprecated. Not published as of 2018-12-03
static IborIndex	IborIndices.EUR_EURIBOR_2W	Deprecated. Not published as of 2018-12-03
static IborIndex	IborIndices.EUR_EURIBOR_3M	The 3 month EURIBOR index.
static IborIndex	IborIndices.EUR_EURIBOR_6M	The 6 month EURIBOR index.
static IborIndex	IborIndices.EUR_EURIBOR_9M	Deprecated. Not published as of 2018-12-03
static IborIndex	IborIndices.EUR_LIBOR_12M	The 12 month LIBOR index for EUR.
static IborIndex	IborIndices.EUR_LIBOR_1M	The 1 month LIBOR index for EUR.
static IborIndex	IborIndices.EUR_LIBOR_1W	The 1 week LIBOR index for EUR.
static IborIndex	IborIndices.EUR_LIBOR_2M	The 2 month LIBOR index for EUR.
static IborIndex	IborIndices.EUR_LIBOR_3M	The 3 month LIBOR index for EUR.
static IborIndex	IborIndices.EUR_LIBOR_6M	The 6 month LIBOR index for EUR.
static IborIndex	IborIndices.GBP_LIBOR_12M	The 12 month LIBOR index for GBP.
static IborIndex	IborIndices.GBP_LIBOR_1M	The 1 month LIBOR index for GBP.
static IborIndex	IborIndices.GBP_LIBOR_1W	The 1 week LIBOR index for GBP.
static IborIndex	IborIndices.GBP_LIBOR_2M	The 2 month LIBOR index for GBP.
static IborIndex	IborIndices.GBP_LIBOR_3M	The 3 month LIBOR index for GBP.
static IborIndex	IborIndices.GBP_LIBOR_6M	The 6 month LIBOR index for GBP.
static IborIndex	IborIndices.HUF_BUBOR_12M	The 12 month BUBOR index.
static IborIndex	IborIndices.HUF_BUBOR_1M	The 1 month BUBOR index.
static IborIndex	IborIndices.HUF_BUBOR_1W	The 1 week BUBOR index.
static IborIndex	IborIndices.HUF_BUBOR_2M	The 2 month BUBOR index.
static IborIndex	IborIndices.HUF_BUBOR_2W	The 2 week BUBOR index.
static IborIndex	IborIndices.HUF_BUBOR_3M	The 3 month BUBOR index.
static IborIndex	IborIndices.HUF_BUBOR_6M	The 6 month BUBOR index.
static IborIndex	IborIndices.HUF_BUBOR_9M	The 9 month BUBOR index.
static IborIndex	IborIndices.JPY_LIBOR_12M	The 12 month LIBOR index for JPY.
static IborIndex	IborIndices.JPY_LIBOR_1M	The 1 month LIBOR index for JPY.
static IborIndex	IborIndices.JPY_LIBOR_1W	The 1 week LIBOR index for JPY.
static IborIndex	IborIndices.JPY_LIBOR_2M	The 2 month LIBOR index for JPY.
static IborIndex	IborIndices.JPY_LIBOR_3M	The 3 month LIBOR index for JPY.
static IborIndex	IborIndices.JPY_LIBOR_6M	The 6 month LIBOR index for JPY.
static IborIndex	IborIndices.JPY_TIBOR_EUROYEN_12M	The 12 month TIBOR (Euroyen) index.
static IborIndex	IborIndices.JPY_TIBOR_EUROYEN_1M	The 1 month TIBOR (Euroyen) index.
static IborIndex	IborIndices.JPY_TIBOR_EUROYEN_1W	The 1 week TIBOR (Euroyen) index.
static IborIndex	IborIndices.JPY_TIBOR_EUROYEN_2M	Deprecated. Not published as of 2019-04-01
static IborIndex	IborIndices.JPY_TIBOR_EUROYEN_3M	The 3 month TIBOR (Euroyen) index.
static IborIndex	IborIndices.JPY_TIBOR_EUROYEN_6M	The 6 month TIBOR (Euroyen) index.
static IborIndex	IborIndices.JPY_TIBOR_JAPAN_12M	The 12 month TIBOR (Japan) index.
static IborIndex	IborIndices.JPY_TIBOR_JAPAN_1M	The 1 month TIBOR (Japan) index.
static IborIndex	IborIndices.JPY_TIBOR_JAPAN_1W	The 1 week TIBOR (Japan) index.
static IborIndex	IborIndices.JPY_TIBOR_JAPAN_2M	Deprecated. Not published as of 2019-04-01
static IborIndex	IborIndices.JPY_TIBOR_JAPAN_3M	The 3 month TIBOR (Japan) index.
static IborIndex	IborIndices.JPY_TIBOR_JAPAN_6M	The 6 month TIBOR (Japan) index.
static IborIndex	IborIndices.MXN_TIIE_13W	The 13 week TIIE index.
static IborIndex	IborIndices.MXN_TIIE_26W	The 26 week TIIE index.
static IborIndex	IborIndices.MXN_TIIE_4W	The 4 week TIIE index.
static IborIndex	IborIndices.NOK_NIBOR_1M	The 1 month NIBOR index.
static IborIndex	IborIndices.NOK_NIBOR_1W	The 1 week NIBOR index.
static IborIndex	IborIndices.NOK_NIBOR_2M	The 2 month NIBOR index.
static IborIndex	IborIndices.NOK_NIBOR_3M	The 3 month NIBOR index.
static IborIndex	IborIndices.NOK_NIBOR_6M	The 6 month NIBOR index.
static IborIndex	IborIndices.NZD_BKBM_1M	The 1 month BKBM index.
static IborIndex	IborIndices.NZD_BKBM_2M	The 2 month BKBM index.
static IborIndex	IborIndices.NZD_BKBM_3M	The 3 month BKBM index.
static IborIndex	IborIndices.NZD_BKBM_4M	The 4 month BKBM index.
static IborIndex	IborIndices.NZD_BKBM_5M	The 5 month BKBM index.
static IborIndex	IborIndices.NZD_BKBM_6M	The 6 month BKBM index.
static IborIndex	IborIndices.PLN_WIBOR_12M	The 12 month WIBOR index.
static IborIndex	IborIndices.PLN_WIBOR_1M	The 1 month WIBOR index.
static IborIndex	IborIndices.PLN_WIBOR_1W	The 1 week WIBOR index.
static IborIndex	IborIndices.PLN_WIBOR_3M	The 3 month WIBOR index.
static IborIndex	IborIndices.PLN_WIBOR_6M	The 6 month WIBOR index.
static IborIndex	IborIndices.SEK_STIBOR_1M	The 1 month STIBOR index.
static IborIndex	IborIndices.SEK_STIBOR_1W	The 1 week STIBOR index.
static IborIndex	IborIndices.SEK_STIBOR_2M	The 2 month STIBOR index.
static IborIndex	IborIndices.SEK_STIBOR_3M	The 3 month STIBOR index.
static IborIndex	IborIndices.SEK_STIBOR_6M	The 6 month STIBOR index.
static IborIndex	IborIndices.USD_LIBOR_12M	The 12 month LIBOR index for USD.
static IborIndex	IborIndices.USD_LIBOR_1M	The 1 month LIBOR index for USD.
static IborIndex	IborIndices.USD_LIBOR_1W	The 1 week LIBOR index for USD.
static IborIndex	IborIndices.USD_LIBOR_2M	The 2 month LIBOR index for USD.
static IborIndex	IborIndices.USD_LIBOR_3M	The 3 month LIBOR index for USD.
static IborIndex	IborIndices.USD_LIBOR_6M	The 6 month LIBOR index for USD.
static IborIndex	IborIndices.ZAR_JIBAR_12M	The 12 month JIBAR index.
static IborIndex	IborIndices.ZAR_JIBAR_1M	The 1 month JIBAR index.
static IborIndex	IborIndices.ZAR_JIBAR_3M	The 3 month JIBAR index.
static IborIndex	IborIndices.ZAR_JIBAR_6M	The 6 month JIBAR index.

Methods in com.opengamma.strata.basics.index that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborIndexObservation.getIndex()	Gets the Ibor index.
static IborIndex	IborIndex.of(String uniqueName)	Obtains an instance from the specified unique name.
IborIndex	FloatingRateName.toIborIndex(Tenor tenor)	Checks and returns an Ibor index.
IborIndex	ImmutableFloatingRateName.toIborIndex(Tenor tenor)

Methods in com.opengamma.strata.basics.index that return types with arguments of type IborIndex

Modifier and Type	Method	Description
static ExtendedEnum<IborIndex>	IborIndex.extendedEnum()	Gets the extended enum helper.
org.joda.beans.MetaProperty<IborIndex>	IborIndexObservation.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.basics.index with parameters of type IborIndex

Modifier and Type	Method	Description
static IborIndexObservation	IborIndexObservation.of(IborIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an instance from an index and fixing date.

Uses of IborIndex in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return types with arguments of type IborIndex

Modifier and Type	Method	Description
ImmutableSet<IborIndex>	IborCapFloorMarketDataLookup.getVolatilityIndices()	Gets the set of indices that volatilities are provided for.

Methods in com.opengamma.strata.measure.capfloor with parameters of type IborIndex

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	IborCapFloorMarketDataLookup.getVolatilityIds(IborIndex index)	Gets the identifiers used to obtain the volatilities for the specified currency.
static IborCapFloorMarketDataLookup	IborCapFloorMarketDataLookup.of(IborIndex index, IborCapletFloorletVolatilitiesId volatilityId)	Obtains an instance based on a single mapping from index to volatility identifier.
default FunctionRequirements	IborCapFloorMarketDataLookup.requirements(IborIndex... indices)	Creates market data requirements for the specified indices.
IborCapletFloorletVolatilities	IborCapFloorMarketData.volatilities(IborIndex index)	Gets the volatilities for the specified Ibor index.
IborCapletFloorletVolatilities	IborCapFloorMarketDataLookup.volatilities(IborIndex index, MarketData marketData)	Obtains cap/floor volatilities based on the specified market data.

Method parameters in com.opengamma.strata.measure.capfloor with type arguments of type IborIndex

Modifier and Type	Method	Description
static IborCapFloorMarketDataLookup	IborCapFloorMarketDataLookup.of(Map<IborIndex,IborCapletFloorletVolatilitiesId> volatilityIds)	Obtains an instance based on a map of volatility identifiers.
FunctionRequirements	IborCapFloorMarketDataLookup.requirements(Set<IborIndex> indices)	Creates market data requirements for the specified indices.

Uses of IborIndex in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index that return types with arguments of type IborIndex

Modifier and Type	Method	Description
ImmutableSet<IborIndex>	IborFutureOptionMarketDataLookup.getVolatilityIndices()	Gets the set of indices that volatilities are provided for.

Methods in com.opengamma.strata.measure.index with parameters of type IborIndex

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	IborFutureOptionMarketDataLookup.getVolatilityIds(IborIndex index)	Gets the identifiers used to obtain the volatilities for the specified currency.
static IborFutureOptionMarketDataLookup	IborFutureOptionMarketDataLookup.of(IborIndex index, IborFutureOptionVolatilitiesId volatilityId)	Obtains an instance based on a single mapping from index to volatility identifier.
default FunctionRequirements	IborFutureOptionMarketDataLookup.requirements(IborIndex... indices)	Creates market data requirements for the specified indices.
IborFutureOptionVolatilities	IborFutureOptionMarketData.volatilities(IborIndex index)	Gets the volatilities for the specified Ibor index.
IborFutureOptionVolatilities	IborFutureOptionMarketDataLookup.volatilities(IborIndex index, MarketData marketData)	Obtains Ibor future option volatilities based on the specified market data.

Method parameters in com.opengamma.strata.measure.index with type arguments of type IborIndex

Modifier and Type	Method	Description
static IborFutureOptionMarketDataLookup	IborFutureOptionMarketDataLookup.of(Map<IborIndex,IborFutureOptionVolatilitiesId> volatilityIds)	Obtains an instance based on a map of volatility identifiers.
FunctionRequirements	IborFutureOptionMarketDataLookup.requirements(Set<IborIndex> indices)	Creates market data requirements for the specified indices.

Uses of IborIndex in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return IborIndex

Modifier and Type	Method	Description
IborIndex	BlackIborCapletFloorletExpiryFlatVolatilities.getIndex()	Gets the Ibor index.
IborIndex	BlackIborCapletFloorletExpiryStrikeVolatilities.getIndex()	Gets the Ibor index.
IborIndex	DirectIborCapletFloorletFlatVolatilityDefinition.getIndex()	Gets the Ibor index for which the data is valid.
IborIndex	DirectIborCapletFloorletVolatilityDefinition.getIndex()	Gets the Ibor index for which the data is valid.
IborIndex	IborCapletFloorletVolatilities.getIndex()	Gets the Ibor index for which the data is valid.
IborIndex	IborCapletFloorletVolatilityDefinition.getIndex()	Gets the Ibor index for which the data is valid.
IborIndex	NormalIborCapletFloorletExpiryFlatVolatilities.getIndex()	Gets the Ibor index.
IborIndex	NormalIborCapletFloorletExpiryStrikeVolatilities.getIndex()	Gets the Ibor index.
IborIndex	NormalSabrParametersIborCapletFloorletVolatilities.getIndex()	Gets the Ibor index.
IborIndex	SabrIborCapletFloorletVolatilityBootstrapDefinition.getIndex()	Gets the Ibor index for which the data is valid.
IborIndex	SabrIborCapletFloorletVolatilityCalibrationDefinition.getIndex()	Gets the Ibor index for which the data is valid.
IborIndex	SabrParametersIborCapletFloorletVolatilities.getIndex()	Gets the Ibor index.
IborIndex	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.getIndex()	Gets the Ibor index.
IborIndex	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	BlackIborCapletFloorletExpiryFlatVolatilities.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	BlackIborCapletFloorletExpiryStrikeVolatilities.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	DirectIborCapletFloorletFlatVolatilityDefinition.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	DirectIborCapletFloorletVolatilityDefinition.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	NormalIborCapletFloorletExpiryFlatVolatilities.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	NormalIborCapletFloorletExpiryStrikeVolatilities.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	NormalSabrParametersIborCapletFloorletVolatilities.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	SabrParametersIborCapletFloorletVolatilities.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type IborIndex

Modifier and Type	Method	Description
DirectIborCapletFloorletFlatVolatilityDefinition.Builder	DirectIborCapletFloorletFlatVolatilityDefinition.Builder.index(IborIndex index)	Sets the Ibor index for which the data is valid.
DirectIborCapletFloorletVolatilityDefinition.Builder	DirectIborCapletFloorletVolatilityDefinition.Builder.index(IborIndex index)	Sets the Ibor index for which the data is valid.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder	SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder.index(IborIndex index)	Sets the Ibor index for which the data is valid.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder	SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder.index(IborIndex index)	Sets the Ibor index for which the data is valid.
SabrParametersIborCapletFloorletVolatilities.Builder	SabrParametersIborCapletFloorletVolatilities.Builder.index(IborIndex index)	Sets the Ibor index.
static BlackIborCapletFloorletExpiryFlatVolatilities	BlackIborCapletFloorletExpiryFlatVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Curve curve)	Obtains an instance from the implied volatility curve and the date-time for which it is valid.
static BlackIborCapletFloorletExpiryStrikeVolatilities	BlackIborCapletFloorletExpiryStrikeVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator)	Obtains an instance with flat extrapolators.
static DirectIborCapletFloorletFlatVolatilityDefinition	DirectIborCapletFloorletFlatVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambda, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight)	Obtains an instance.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator)	Obtains an instance with zero shift.
static DirectIborCapletFloorletVolatilityDefinition	DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double lambdaExpiry, double lambdaStrike, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with shift curve.
static NormalIborCapletFloorletExpiryFlatVolatilities	NormalIborCapletFloorletExpiryFlatVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Curve curve)	Obtains an instance from the implied volatility curve and the date-time for which it is valid.
static NormalIborCapletFloorletExpiryStrikeVolatilities	NormalIborCapletFloorletExpiryStrikeVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static NormalSabrParametersIborCapletFloorletVolatilities	NormalSabrParametersIborCapletFloorletVolatilities.of(IborCapletFloorletVolatilitiesName name, IborIndex index, ZonedDateTime valuationDateTime, SabrParameters parameters)	Obtains an instance from the SABR model parameters and the date-time for which it is valid.
static SabrParametersIborCapletFloorletVolatilities	SabrParametersIborCapletFloorletVolatilities.of(IborCapletFloorletVolatilitiesName name, IborIndex index, ZonedDateTime valuationDateTime, SabrParameters parameters)	Obtains an instance from the SABR model parameters and the date-time for which it is valid.
static ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Surface surface, Curve shiftCurve)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator)	Obtains an instance with time interpolator and strike interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, CurveInterpolator timeInterpolator, CurveInterpolator strikeInterpolator, Curve shiftCurve)	Obtains an instance with time interpolator, strike interpolator and shift curve.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator)	Obtains an instance with gird surface interpolator.
static SurfaceIborCapletFloorletVolatilityBootstrapDefinition	SurfaceIborCapletFloorletVolatilityBootstrapDefinition.of(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, GridSurfaceInterpolator interpolator, Curve shiftCurve)	Obtains an instance with gird surface interpolator and shift curve.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double beta, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedBeta(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray rhoCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed beta, zero shift and initial values.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with constant beta and shift.
static SabrIborCapletFloorletVolatilityBootstrapDefinition	SabrIborCapletFloorletVolatilityBootstrapDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with zero shift and constant beta.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and nonzero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double shift, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, nonzero shift and initial values.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, double rho, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho and zero shift.
static SabrIborCapletFloorletVolatilityCalibrationDefinition	SabrIborCapletFloorletVolatilityCalibrationDefinition.ofFixedRho(IborCapletFloorletVolatilitiesName name, IborIndex index, DayCount dayCount, DoubleArray alphaCurveNodes, DoubleArray betaCurveNodes, DoubleArray nuCurveNodes, DoubleArray initialParameters, CurveInterpolator interpolator, CurveExtrapolator extrapolatorLeft, CurveExtrapolator extrapolatorRight, SabrVolatilityFormula sabrVolatilityFormula)	Obtains an instance with fixed rho, zero shift and initial values.

Uses of IborIndex in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborFutureOptionVolatilities.getIndex()	Gets the index of the underlying future for which the data is valid.
IborIndex	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.getIndex()	Gets the index of the underlying future.

Methods in com.opengamma.strata.pricer.index that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.pricer.index with parameters of type IborIndex

Modifier and Type	Method	Description
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder.index(IborIndex index)	Sets the index of the underlying future.
static NormalIborFutureOptionExpirySimpleMoneynessVolatilities	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.of(IborIndex index, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the volatility surface and the date-time for which it is valid.

Uses of IborIndex in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return IborIndex

Modifier and Type	Method	Description
IborIndex	DiscountIborIndexRates.getIndex()	Gets the index that the rates are for.
IborIndex	HistoricIborIndexRates.getIndex()	Gets the index that the rates are for.
IborIndex	IborIndexRates.getIndex()	Gets the Ibor index.
IborIndex	IborRateSensitivity.getIndex()	Gets the Ibor index that the sensitivity refers to.
IborIndex	SimpleIborIndexRates.getIndex()	Gets the index that the rates are for.

Methods in com.opengamma.strata.pricer.rate that return types with arguments of type IborIndex

Modifier and Type	Method	Description
ImmutableSet<IborIndex>	ImmutableRatesProvider.getIborIndices()
Set<IborIndex>	RatesProvider.getIborIndices()	Gets the set of Ibor indices that are available.
org.joda.beans.MetaProperty<IborIndex>	DiscountIborIndexRates.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	HistoricIborIndexRates.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	SimpleIborIndexRates.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.pricer.rate with parameters of type IborIndex

Modifier and Type	Method	Description
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.iborIndexCurve(IborIndex index, Curve forwardCurve)	Adds an Ibor index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.iborIndexCurve(IborIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an Ibor index forward curve to the provider with associated time-series.
IborIndexRates	ImmutableRatesProvider.iborIndexRates(IborIndex index)
IborIndexRates	RatesProvider.iborIndexRates(IborIndex index)	Gets the rates for an Ibor index.
static DiscountIborIndexRates	DiscountIborIndexRates.of(IborIndex index, DiscountFactors discountFactors)	Obtains an instance based on discount factors with no historic fixings.
static DiscountIborIndexRates	DiscountIborIndexRates.of(IborIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on discount factors and historic fixings.
static HistoricIborIndexRates	HistoricIborIndexRates.of(IborIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a time-series of fixings.
static IborIndexRates	IborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve forwardCurve)	Obtains an instance from a forward curve, with an empty time-series of fixings.
static IborIndexRates	IborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
static SimpleIborIndexRates	SimpleIborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve, with an empty time-series of fixings.
static SimpleIborIndexRates	SimpleIborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve curve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixing.

Uses of IborIndex in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborCapFloorLeg.getIndex()	Gets the Ibor index.
IborIndex	IborCapletFloorletBinaryPeriod.getIndex()	Gets the Ibor index.
IborIndex	IborCapletFloorletPeriod.getIndex()	Gets the Ibor index.
IborIndex	ResolvedIborCapFloorLeg.getIndex()	Gets the Ibor index of the leg.

Uses of IborIndex in com.opengamma.strata.product.deposit

Methods in com.opengamma.strata.product.deposit that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborFixingDeposit.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.product.deposit that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	IborFixingDeposit.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.deposit with parameters of type IborIndex

Modifier and Type	Method	Description
IborFixingDeposit.Builder	IborFixingDeposit.Builder.index(IborIndex index)	Sets the Ibor index.

Uses of IborIndex in com.opengamma.strata.product.deposit.type

Methods in com.opengamma.strata.product.deposit.type that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborFixingDepositConvention.getIndex()	Gets the Ibor index.
IborIndex	ImmutableIborFixingDepositConvention.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.product.deposit.type that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	ImmutableIborFixingDepositConvention.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.deposit.type with parameters of type IborIndex

Modifier and Type	Method	Description
ImmutableIborFixingDepositConvention.Builder	ImmutableIborFixingDepositConvention.Builder.index(IborIndex index)	Sets the Ibor index.
static IborFixingDepositConvention	IborFixingDepositConvention.of(IborIndex index)	Obtains a convention based on the specified index.
static IborFixingDepositTemplate	IborFixingDepositTemplate.of(IborIndex index)	Obtains a template based on the specified index.
static IborFixingDepositTemplate	IborFixingDepositTemplate.of(Period depositPeriod, IborIndex index)	Obtains a template based on the specified period and index.
static ImmutableIborFixingDepositConvention	ImmutableIborFixingDepositConvention.of(IborIndex index)	Obtains a convention based on the specified index.

Uses of IborIndex in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return IborIndex

Modifier and Type	Method	Description
IborIndex	Fra.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.product.fra that return types with arguments of type IborIndex

Modifier and Type	Method	Description
Set<IborIndex>	ResolvedFra.allIndices()	Returns the set of indices referred to by the FRA.
Optional<IborIndex>	Fra.getIndexInterpolated()	Gets the second Ibor index to be used for linear interpolation, optional.
org.joda.beans.MetaProperty<IborIndex>	Fra.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	Fra.Meta.indexInterpolated()	The meta-property for the indexInterpolated property.

Methods in com.opengamma.strata.product.fra with parameters of type IborIndex

Modifier and Type	Method	Description
Fra.Builder	Fra.Builder.index(IborIndex index)	Sets the Ibor index.
Fra.Builder	Fra.Builder.indexInterpolated(IborIndex indexInterpolated)	Sets the second Ibor index to be used for linear interpolation, optional.

Uses of IborIndex in com.opengamma.strata.product.fra.type

Methods in com.opengamma.strata.product.fra.type that return IborIndex

Modifier and Type	Method	Description
IborIndex	FraConvention.getIndex()	Gets the Ibor index.
IborIndex	ImmutableFraConvention.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.product.fra.type that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	ImmutableFraConvention.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.fra.type with parameters of type IborIndex

Modifier and Type	Method	Description
ImmutableFraConvention.Builder	ImmutableFraConvention.Builder.index(IborIndex index)	Sets the Ibor index.
static FraConvention	FraConvention.of(IborIndex index)	Obtains a convention based on the specified index.
static FraConvention	FraConventions.of(IborIndex index)	Obtains a convention based on the specified index.
static FraTemplate	FraTemplate.of(Period periodToStart, IborIndex index)	Obtains a template based on the specified period and index.
static ImmutableFraConvention	ImmutableFraConvention.of(IborIndex index)	Obtains a convention based on the specified index.

Uses of IborIndex in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborFuture.getIndex()	Gets the underlying Ibor index.
IborIndex	IborFutureOption.getIndex()	Gets the Ibor index that the option is based on.
IborIndex	IborFutureSecurity.getIndex()	Gets the underlying Ibor index.
IborIndex	ResolvedIborFuture.getIndex()	Gets the Ibor index that the future is based on.
IborIndex	ResolvedIborFutureOption.getIndex()	Gets the Ibor index that the option is based on.

Methods in com.opengamma.strata.product.index that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	IborFuture.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	IborFutureSecurity.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.index with parameters of type IborIndex

Modifier and Type	Method	Description
IborFuture.Builder	IborFuture.Builder.index(IborIndex index)	Sets the underlying Ibor index.
IborFutureSecurity.Builder	IborFutureSecurity.Builder.index(IborIndex index)	Sets the underlying Ibor index.

Uses of IborIndex in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborFutureContractSpec.getIndex()	Gets the Ibor index.
IborIndex	IborFutureConvention.getIndex()	Deprecated. Gets the Ibor index.
IborIndex	IborFutureTemplate.getIndex()	Gets the underlying index.
IborIndex	ImmutableIborFutureContractSpec.getIndex()	Gets the Ibor index.
IborIndex	ImmutableIborFutureConvention.getIndex()	Deprecated. Gets the Ibor index.

Methods in com.opengamma.strata.product.index.type that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	ImmutableIborFutureConvention.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.index.type with parameters of type IborIndex

Modifier and Type	Method	Description
ImmutableIborFutureContractSpec.Builder	ImmutableIborFutureContractSpec.Builder.index(IborIndex index)	Sets the Ibor index.
ImmutableIborFutureConvention.Builder	ImmutableIborFutureConvention.Builder.index(IborIndex index)	Sets the Ibor index.
static ImmutableIborFutureConvention	ImmutableIborFutureConvention.of(IborIndex index, DateSequence dateSequence)	Deprecated. Creates a convention based on the specified index and the sequence of dates.

Uses of IborIndex in com.opengamma.strata.product.rate

Methods in com.opengamma.strata.product.rate that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborAveragedRateComputation.getIndex()	Gets the Ibor index.
IborIndex	IborRateComputation.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.product.rate with parameters of type IborIndex

Modifier and Type	Method	Description
static IborInterpolatedRateComputation	IborInterpolatedRateComputation.of(IborIndex index1, IborIndex index2, LocalDate fixingDate, ReferenceData refData)	Creates an instance from two indices and fixing date.
static IborRateComputation	IborRateComputation.of(IborIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an instance from an index and fixing date.

Uses of IborIndex in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborRateCalculation.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.product.swap that return types with arguments of type IborIndex

Modifier and Type	Method	Description
Optional<IborIndex>	IborRateStubCalculation.getIndex()	Gets the Ibor index to be used for the stub.
Optional<IborIndex>	IborRateStubCalculation.getIndexInterpolated()	Gets the second Ibor index to be used for the stub, linearly interpolated.
org.joda.beans.MetaProperty<IborIndex>	IborRateCalculation.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	IborRateStubCalculation.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<IborIndex>	IborRateStubCalculation.Meta.indexInterpolated()	The meta-property for the indexInterpolated property.

Methods in com.opengamma.strata.product.swap with parameters of type IborIndex

Modifier and Type	Method	Description
IborRateCalculation.Builder	IborRateCalculation.Builder.index(IborIndex index)	Sets the Ibor index.
IborRateStubCalculation.Builder	IborRateStubCalculation.Builder.index(IborIndex index)	Sets the Ibor index to be used for the stub.
IborRateStubCalculation.Builder	IborRateStubCalculation.Builder.indexInterpolated(IborIndex indexInterpolated)	Sets the second Ibor index to be used for the stub, linearly interpolated.
static IborRateCalculation	IborRateCalculation.of(IborIndex index)	Obtains a rate calculation for the specified index.
static IborRateStubCalculation	IborRateStubCalculation.ofIborInterpolatedRate(IborIndex index1, IborIndex index2)	Obtains an instance with linear interpolation of two floating rates.
static IborRateStubCalculation	IborRateStubCalculation.ofIborRate(IborIndex index)	Obtains an instance with a single floating rate.

Uses of IborIndex in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return IborIndex

Modifier and Type	Method	Description
IborIndex	IborRateSwapLegConvention.getIndex()	Gets the Ibor index.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type IborIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborIndex>	IborRateSwapLegConvention.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.swap.type with parameters of type IborIndex

Modifier and Type	Method	Description
IborRateSwapLegConvention.Builder	IborRateSwapLegConvention.Builder.index(IborIndex index)	Sets the Ibor index.
static IborRateSwapLegConvention	IborRateSwapLegConvention.of(IborIndex index)	Obtains a convention based on the specified index.