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.
|
Modifier and Type | Method and Description |
---|---|
static PriceIndexObservation |
PriceIndexObservation.of(PriceIndex index,
YearMonth fixingMonth)
Creates an instance from an index and fixing date.
|
Modifier and Type | Method and Description |
---|---|
Class<? extends PriceIndexObservation> |
PriceIndexObservation.Meta.beanType() |
BeanBuilder<? extends PriceIndexObservation> |
PriceIndexObservation.Meta.builder() |
Modifier and Type | Method and Description |
---|---|
PriceIndexObservation |
InflationRateSensitivity.getObservation()
Gets the Price index observation.
|
Modifier and Type | Method and Description |
---|---|
MetaProperty<PriceIndexObservation> |
InflationRateSensitivity.Meta.observation()
The meta-property for the
observation property. |
Modifier and Type | Method and Description |
---|---|
static InflationRateSensitivity |
InflationRateSensitivity.of(PriceIndexObservation observation,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the observation and sensitivity value,
specifying the currency of the value.
|
static InflationRateSensitivity |
InflationRateSensitivity.of(PriceIndexObservation observation,
double sensitivity)
Obtains an instance from the observation and sensitivity value.
|
double |
SimplePriceIndexValues.value(PriceIndexObservation observation) |
double |
PriceIndexValues.value(PriceIndexObservation observation)
Gets the historic or forward rate at the specified fixing month.
|
PointSensitivityBuilder |
SimplePriceIndexValues.valuePointSensitivity(PriceIndexObservation observation) |
PointSensitivityBuilder |
PriceIndexValues.valuePointSensitivity(PriceIndexObservation observation)
Calculates the point sensitivity of the historic or forward value at the specified fixing month.
|
Modifier and Type | Method and Description |
---|---|
PriceIndexObservation |
InflationMonthlyRateComputation.getEndObservation()
Gets the observation at the end.
|
PriceIndexObservation |
InflationInterpolatedRateComputation.getEndObservation()
Gets the observation at the end.
|
PriceIndexObservation |
InflationEndMonthRateComputation.getEndObservation()
Gets the observation at the end.
|
PriceIndexObservation |
InflationEndInterpolatedRateComputation.getEndObservation()
Gets the observation at the end.
|
PriceIndexObservation |
InflationInterpolatedRateComputation.getEndSecondObservation()
Gets the observation for interpolation at the end.
|
PriceIndexObservation |
InflationEndInterpolatedRateComputation.getEndSecondObservation()
Gets the observation for interpolation at the end.
|
PriceIndexObservation |
InflationMonthlyRateComputation.getStartObservation()
Gets the observation at the start.
|
PriceIndexObservation |
InflationInterpolatedRateComputation.getStartObservation()
Gets the observation at the start.
|
PriceIndexObservation |
InflationInterpolatedRateComputation.getStartSecondObservation()
Gets the observation for interpolation at the start.
|
Modifier and Type | Method and Description |
---|---|
MetaProperty<PriceIndexObservation> |
InflationMonthlyRateComputation.Meta.endObservation()
The meta-property for the
endObservation property. |
MetaProperty<PriceIndexObservation> |
InflationInterpolatedRateComputation.Meta.endObservation()
The meta-property for the
endObservation property. |
MetaProperty<PriceIndexObservation> |
InflationEndMonthRateComputation.Meta.endObservation()
The meta-property for the
endObservation property. |
MetaProperty<PriceIndexObservation> |
InflationEndInterpolatedRateComputation.Meta.endObservation()
The meta-property for the
endObservation property. |
MetaProperty<PriceIndexObservation> |
InflationInterpolatedRateComputation.Meta.endSecondObservation()
The meta-property for the
endSecondObservation property. |
MetaProperty<PriceIndexObservation> |
InflationEndInterpolatedRateComputation.Meta.endSecondObservation()
The meta-property for the
endSecondObservation property. |
MetaProperty<PriceIndexObservation> |
InflationMonthlyRateComputation.Meta.startObservation()
The meta-property for the
startObservation property. |
MetaProperty<PriceIndexObservation> |
InflationInterpolatedRateComputation.Meta.startObservation()
The meta-property for the
startObservation property. |
MetaProperty<PriceIndexObservation> |
InflationInterpolatedRateComputation.Meta.startSecondObservation()
The meta-property for the
startSecondObservation property. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.