## Uses of Classcom.opengamma.strata.basics.index.OvernightIndexObservation

• Packages that use OvernightIndexObservation
Package Description
com.opengamma.strata.basics.index
Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.pricer.rate
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.product.rate
Entity objects describing the rate-based financial instruments.
• ### Uses of OvernightIndexObservation in com.opengamma.strata.basics.index

Methods in com.opengamma.strata.basics.index that return OvernightIndexObservation
Modifier and Type Method and Description
OvernightIndexObservation OvernightIndexObservation.Builder.build()
static OvernightIndexObservation OvernightIndexObservation.of(OvernightIndex index, LocalDate fixingDate, ReferenceData refData)
Creates an IborRateObservation from an index and fixing date.
Methods in com.opengamma.strata.basics.index that return types with arguments of type OvernightIndexObservation
Modifier and Type Method and Description
Class<? extends OvernightIndexObservation> OvernightIndexObservation.Meta.beanType()
• ### Uses of OvernightIndexObservation in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return OvernightIndexObservation
Modifier and Type Method and Description
OvernightIndexObservation OvernightRateSensitivity.getObservation()
Gets the Overnight rate observation.
Methods in com.opengamma.strata.pricer.rate that return types with arguments of type OvernightIndexObservation
Modifier and Type Method and Description
MetaProperty<OvernightIndexObservation> OvernightRateSensitivity.Meta.observation()
The meta-property for the observation property.
Methods in com.opengamma.strata.pricer.rate with parameters of type OvernightIndexObservation
Modifier and Type Method and Description
static OvernightRateSensitivity OvernightRateSensitivity.of(OvernightIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
static OvernightRateSensitivity OvernightRateSensitivity.of(OvernightIndexObservation observation, double sensitivity)
Obtains an instance from the observation and sensitivity value.
static OvernightRateSensitivity OvernightRateSensitivity.ofPeriod(OvernightIndexObservation observation, LocalDate endDate, Currency sensitivityCurrency, double sensitivity)
Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.
static OvernightRateSensitivity OvernightRateSensitivity.ofPeriod(OvernightIndexObservation observation, LocalDate endDate, double sensitivity)
Obtains an instance for a period observation of the index from the observation and sensitivity value.
double OvernightIndexRates.periodRate(OvernightIndexObservation startDateObservation, LocalDate endDate)
Gets the historic or forward rate at the specified fixing period.
double DiscountOvernightIndexRates.periodRate(OvernightIndexObservation startDateObservation, LocalDate endDate)
PointSensitivityBuilder OvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
PointSensitivityBuilder DiscountOvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)
double OvernightIndexRates.rate(OvernightIndexObservation observation)
Gets the historic or forward rate at the specified fixing date.
double DiscountOvernightIndexRates.rate(OvernightIndexObservation observation)
double OvernightIndexRates.rateIgnoringFixings(OvernightIndexObservation observation)
Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.
double DiscountOvernightIndexRates.rateIgnoringFixings(OvernightIndexObservation observation)
PointSensitivityBuilder OvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation observation)
Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
PointSensitivityBuilder DiscountOvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder OvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
PointSensitivityBuilder DiscountOvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)
• ### Uses of OvernightIndexObservation in com.opengamma.strata.product.rate

Methods in com.opengamma.strata.product.rate that return OvernightIndexObservation
Modifier and Type Method and Description
OvernightIndexObservation OvernightCompoundedRateComputation.observeOn(LocalDate fixingDate)
Creates an observation object for the specified fixing date.
OvernightIndexObservation OvernightAveragedRateComputation.observeOn(LocalDate fixingDate)
Creates an observation object for the specified fixing date.