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

Packages that use PriceIndex

Package	Description
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
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.
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 PriceIndex in com.opengamma.strata.basics.index

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

Modifier and Type	Class	Description
class	ImmutablePriceIndex	A price index implementation based on an immutable set of rules.

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

Modifier and Type	Field	Description
static PriceIndex	PriceIndices.CH_CPI	The consumer price index for Switzerland, "Non-revised Consumer Price Index".
static PriceIndex	PriceIndices.EU_AI_CPI	The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".
static PriceIndex	PriceIndices.EU_EXT_CPI	The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
static PriceIndex	PriceIndices.FR_EXT_CPI	The consumer price index for France, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
static PriceIndex	PriceIndices.GB_HICP	The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".
static PriceIndex	PriceIndices.GB_RPI	The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".
static PriceIndex	PriceIndices.GB_RPIX	The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
static PriceIndex	PriceIndices.JP_CPI_EXF	The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
static PriceIndex	PriceIndices.US_CPI_U	The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".

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

Modifier and Type	Method	Description
PriceIndex	PriceIndexObservation.getIndex()	Gets the FX index.
static PriceIndex	PriceIndex.of(String uniqueName)	Obtains an instance from the specified unique name.
PriceIndex	FloatingRateName.toPriceIndex()	Converts to an PriceIndex.
PriceIndex	ImmutableFloatingRateName.toPriceIndex()

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

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

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

Modifier and Type	Method	Description
static PriceIndexObservation	PriceIndexObservation.of(PriceIndex index, YearMonth fixingMonth)	Creates an instance from an index and fixing date.

Uses of PriceIndex in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return PriceIndex

Modifier and Type	Method	Description
PriceIndex	FpmlDocument.parsePriceIndex(XmlElement baseEl)	Converts an FpML 'FloatingRateIndex.model' to a PriceIndex.

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

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

Modifier and Type	Method	Description
PriceIndex	HistoricPriceIndexValues.getIndex()	Gets the index that the values are for.
PriceIndex	InflationRateSensitivity.getIndex()	Gets the Ibor index that the sensitivity refers to.
PriceIndex	PriceIndexValues.getIndex()	Gets the Price index.
PriceIndex	SimplePriceIndexValues.getIndex()	Gets the index that the values are for.

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

Modifier and Type	Method	Description
ImmutableSet<PriceIndex>	ImmutableRatesProvider.getPriceIndices()
Set<PriceIndex>	RatesProvider.getPriceIndices()	Gets the set of Price indices that are available.
org.joda.beans.MetaProperty<PriceIndex>	HistoricPriceIndexValues.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<PriceIndex>	SimplePriceIndexValues.Meta.index()	The meta-property for the index property.

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

Modifier and Type	Method	Description
static HistoricPriceIndexValues	HistoricPriceIndexValues.of(PriceIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a time-series of fixings.
static PriceIndexValues	PriceIndexValues.of(PriceIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
static SimplePriceIndexValues	SimplePriceIndexValues.of(PriceIndex index, LocalDate valuationDate, Curve curve, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on a curve with no seasonality adjustment.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.priceIndexCurve(PriceIndex index, Curve forwardCurve)	Adds a Price index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.priceIndexCurve(PriceIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an index forward curve to the provider with associated time-series.
PriceIndexValues	ImmutableRatesProvider.priceIndexValues(PriceIndex index)
PriceIndexValues	RatesProvider.priceIndexValues(PriceIndex index)	Gets the values for an Price index.

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

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

Modifier and Type	Method	Description
PriceIndex	InflationEndInterpolatedRateComputation.getIndex()	Gets the Price index.
PriceIndex	InflationEndMonthRateComputation.getIndex()	Gets the Price index.
PriceIndex	InflationInterpolatedRateComputation.getIndex()	Gets the Price index.
PriceIndex	InflationMonthlyRateComputation.getIndex()	Gets the Price index.

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

Modifier and Type	Method	Description
static InflationEndInterpolatedRateComputation	InflationEndInterpolatedRateComputation.of(PriceIndex index, double startIndexValue, YearMonth referenceEndMonth, double weight)	Creates an instance from an index, start index value and reference end month.
static InflationEndMonthRateComputation	InflationEndMonthRateComputation.of(PriceIndex index, double startIndexValue, YearMonth referenceEndMonth)	Creates an instance from an index, start index value and reference end month.
static InflationInterpolatedRateComputation	InflationInterpolatedRateComputation.of(PriceIndex index, YearMonth referenceStartMonth, YearMonth referenceEndMonth, double weight)	Creates an instance from an index, reference start month and reference end month.
static InflationMonthlyRateComputation	InflationMonthlyRateComputation.of(PriceIndex index, YearMonth referenceStartMonth, YearMonth referenceEndMonth)	Creates an instance from an index, reference start month and reference end month.

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

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

Modifier and Type	Method	Description
PriceIndex	InflationRateCalculation.getIndex()	Gets the index of prices.

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

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

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

Modifier and Type	Method	Description
InflationRateCalculation.Builder	InflationRateCalculation.Builder.index(PriceIndex index)	Sets the index of prices.
static InflationRateCalculation	InflationRateCalculation.of(PriceIndex index, int monthLag, PriceIndexCalculationMethod indexCalculationMethod)	Obtains a rate calculation for the specified price index.
static InflationRateCalculation	InflationRateCalculation.of(PriceIndex index, int monthLag, PriceIndexCalculationMethod indexCalculationMethod, double firstIndexValue)	Obtains a rate calculation for the specified price index with known start index value.

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

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

Modifier and Type	Method	Description
PriceIndex	InflationRateSwapLegConvention.getIndex()	Gets the Price index.

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

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

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

Modifier and Type	Method	Description
InflationRateSwapLegConvention.Builder	InflationRateSwapLegConvention.Builder.index(PriceIndex index)	Sets the Price index.
static InflationRateSwapLegConvention	InflationRateSwapLegConvention.of(PriceIndex index, Period lag, PriceIndexCalculationMethod priceIndexCalculationMethod, BusinessDayAdjustment businessDayAdjustment)	Obtains a convention based on the specified index.