Entity objects describing common market indices, such as LIBOR and FED FUND.
An index is an agreed mechanism for determining certain financial indicators, such as exchange rate or interest rates. Most common indices are fixed daily.
Interface Summary Interface Description FloatingRateIndexAn index used to provide floating rates, typically in interest rate swaps. FloatingRateNameA floating rate index name, such as Libor, Euribor or US Fed Fund. FxIndexAn index of foreign exchange rates. IborIndexAn inter-bank lending rate index, such as Libor or Euribor. IndexAn index of values, such as LIBOR, FED FUND or daily exchange rates. IndexObservationA single observation of an index. OvernightIndexAn Overnight index, such as Sonia or Eonia. PriceIndexAn index of prices. RateIndexA index of interest rates, such as an Overnight or Inter-Bank rate.
Class Summary Class Description FloatingRateNamesConstants and implementations for standard Floating rate names. FxIndexObservationInformation about a single observation of an FX index. FxIndexObservation.MetaThe meta-bean for
FxIndicesConstants and implementations for standard foreign exchange indices. IborIndexObservationDefines the observation of a rate of interest from a single Ibor index. IborIndexObservation.MetaThe meta-bean for
IborIndicesConstants and implementations for standard Ibor indices. ImmutableFloatingRateNameAn immutable floating rate index name, such as Libor, Euribor or US Fed Fund. ImmutableFloatingRateName.MetaThe meta-bean for
ImmutableFxIndexA foreign exchange index implementation based on an immutable set of rules. ImmutableFxIndex.BuilderThe bean-builder for
ImmutableFxIndex.MetaThe meta-bean for
ImmutableIborIndexAn Ibor index implementation based on an immutable set of rules. ImmutableIborIndex.BuilderThe bean-builder for
ImmutableIborIndex.MetaThe meta-bean for
ImmutableOvernightIndexAn overnight index, such as Sonia or Eonia. ImmutableOvernightIndex.BuilderThe bean-builder for
ImmutableOvernightIndex.MetaThe meta-bean for
ImmutablePriceIndexA price index implementation based on an immutable set of rules. ImmutablePriceIndex.BuilderThe bean-builder for
ImmutablePriceIndex.MetaThe meta-bean for
OvernightIndexObservationInformation about a single observation of an Overnight index. OvernightIndexObservation.BuilderThe bean-builder for
OvernightIndexObservation.MetaThe meta-bean for
OvernightIndicesConstants and implementations for standard Overnight rate indices. PriceIndexObservationInformation about a single observation of a Price index. PriceIndexObservation.MetaThe meta-bean for
PriceIndicesConstants and implementations for standard price indices.
Enum Summary Enum Description FloatingRateTypeThe type of a floating rate index.