Uses of Classcom.opengamma.strata.basics.schedule.Frequency

• Packages that use Frequency
Package Description
com.opengamma.strata.basics.date
Tools for working with dates.
com.opengamma.strata.basics.index
Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.schedule
Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value
Basic financial tools for working with values.
Loader that can convert files to financial instruments.
com.opengamma.strata.market.curve
Definitions of curves.
com.opengamma.strata.product.bond
Entity objects describing bonds.
com.opengamma.strata.product.credit
Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type
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 Frequency in com.opengamma.strata.basics.date

Methods in com.opengamma.strata.basics.date that return Frequency
Modifier and Type Method and Description
default Frequency DayCount.ScheduleInfo.getFrequency()
Gets the periodic frequency of the schedule period.
• Uses of Frequency in com.opengamma.strata.basics.index

Methods in com.opengamma.strata.basics.index that return Frequency
Modifier and Type Method and Description
Frequency PriceIndex.getPublicationFrequency()
Gets the frequency that the index is published.
Frequency ImmutablePriceIndex.getPublicationFrequency()
Gets the publication frequency of the index.
Methods in com.opengamma.strata.basics.index that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> ImmutablePriceIndex.Meta.publicationFrequency()
The meta-property for the publicationFrequency property.
Methods in com.opengamma.strata.basics.index with parameters of type Frequency
Modifier and Type Method and Description
ImmutablePriceIndex.Builder ImmutablePriceIndex.Builder.publicationFrequency(Frequency publicationFrequency)
Sets the publication frequency of the index.
• Uses of Frequency in com.opengamma.strata.basics.schedule

Fields in com.opengamma.strata.basics.schedule declared as Frequency
Modifier and Type Field and Description
static Frequency Frequency.P12M
A periodic frequency of 12 months (1 year).
static Frequency Frequency.P13W
A periodic frequency of 13 weeks (91 days).
static Frequency Frequency.P1D
A periodic frequency of one day.
static Frequency Frequency.P1M
A periodic frequency of 1 month.
static Frequency Frequency.P1W
A periodic frequency of 1 week (7 days).
static Frequency Frequency.P26W
A periodic frequency of 26 weeks (182 days).
static Frequency Frequency.P2M
A periodic frequency of 2 months.
static Frequency Frequency.P2W
A periodic frequency of 2 weeks (14 days).
static Frequency Frequency.P3M
A periodic frequency of 3 months.
static Frequency Frequency.P4M
A periodic frequency of 4 months.
static Frequency Frequency.P4W
A periodic frequency of 4 weeks (28 days).
static Frequency Frequency.P52W
A periodic frequency of 52 weeks (364 days).
static Frequency Frequency.P6M
A periodic frequency of 6 months.
static Frequency Frequency.TERM
A periodic frequency matching the term.
Methods in com.opengamma.strata.basics.schedule that return Frequency
Modifier and Type Method and Description
Frequency PeriodicSchedule.getFrequency()
Gets the regular periodic frequency to use.
Frequency Schedule.getFrequency()
Gets the periodic frequency used when building the schedule.
Frequency Frequency.normalized()
Normalizes the months and years of this tenor.
static Frequency Frequency.of(Period period)
Obtains an instance from a Period.
static Frequency Frequency.ofDays(int days)
Obtains an instance backed by a period of days.
static Frequency Frequency.ofMonths(int months)
Obtains an instance backed by a period of months.
static Frequency Frequency.ofWeeks(int weeks)
Obtains an instance backed by a period of weeks.
static Frequency Frequency.ofYears(int years)
Obtains an instance backed by a period of years.
static Frequency Frequency.parse(String toParse)
Parses a formatted string representing the frequency.
Methods in com.opengamma.strata.basics.schedule that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> PeriodicSchedule.Meta.frequency()
The meta-property for the frequency property.
MetaProperty<Frequency> Schedule.Meta.frequency()
The meta-property for the frequency property.
Methods in com.opengamma.strata.basics.schedule with parameters of type Frequency
Modifier and Type Method and Description
int Frequency.exactDivide(Frequency other)
Exactly divides this frequency by another.
PeriodicSchedule.Builder PeriodicSchedule.Builder.frequency(Frequency frequency)
Sets the regular periodic frequency to use.
Schedule.Builder Schedule.Builder.frequency(Frequency frequency)
Sets the periodic frequency used when building the schedule.
boolean SchedulePeriod.isRegular(Frequency frequency, RollConvention rollConvention)
Checks if this period is regular according to the specified frequency and roll convention.
default LocalDate RollConvention.next(LocalDate date, Frequency periodicFrequency)
Calculates the next date in the sequence after the input date.
static PeriodicSchedule PeriodicSchedule.of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, boolean preferEndOfMonth)
Obtains an instance based on a stub convention and end-of-month flag.
static PeriodicSchedule PeriodicSchedule.of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, RollConvention rollConvention)
Obtains an instance based on roll and stub conventions.
default LocalDate RollConvention.previous(LocalDate date, Frequency periodicFrequency)
Calculates the previous date in the sequence after the input date.
PeriodicSchedule SchedulePeriod.subSchedule(Frequency frequency, RollConvention rollConvention, StubConvention stubConvention, BusinessDayAdjustment adjustment)
Creates a sub-schedule within this period.
RollConvention StubConvention.toRollConvention(LocalDate start, LocalDate end, Frequency frequency, boolean preferEndOfMonth)
Converts this stub convention to the appropriate roll convention.
• Uses of Frequency in com.opengamma.strata.basics.value

Methods in com.opengamma.strata.basics.value that return Frequency
Modifier and Type Method and Description
Frequency ValueStepSequence.getFrequency()
Gets the frequency of the sequence.
Methods in com.opengamma.strata.basics.value that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> ValueStepSequence.Meta.frequency()
The meta-property for the frequency property.
Methods in com.opengamma.strata.basics.value with parameters of type Frequency
Modifier and Type Method and Description
static ValueStepSequence ValueStepSequence.of(LocalDate firstStepDate, LocalDate lastStepDate, Frequency frequency, ValueAdjustment adjustment)
Obtains an instance from the dates, frequency and change.
• Uses of Frequency in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return Frequency
Modifier and Type Method and Description
Frequency FpmlDocument.convertFrequency(String multiplier, String unit)
Converts an FpML frequency string to a Frequency.
Frequency FpmlDocument.parseFrequency(XmlElement baseEl)
Converts an FpML frequency to a Frequency.
• Uses of Frequency in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return Frequency
Modifier and Type Method and Description
Frequency SwapIsdaCreditCurveNode.getPaymentFrequency()
Gets the periodic frequency of payments, optional with defaulting getter.
Methods in com.opengamma.strata.market.curve that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> SwapIsdaCreditCurveNode.Meta.paymentFrequency()
The meta-property for the paymentFrequency property.
Methods in com.opengamma.strata.market.curve with parameters of type Frequency
Modifier and Type Method and Description
static SwapIsdaCreditCurveNode SwapIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)
Returns a curve node for a standard fixed-Ibor swap.
SwapIsdaCreditCurveNode.Builder SwapIsdaCreditCurveNode.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.
• Uses of Frequency in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return Frequency
Modifier and Type Method and Description
Frequency ResolvedCapitalIndexedBond.getFrequency()
Gets the frequency of the bond payments.
Frequency ResolvedFixedCouponBond.getFrequency()
Gets the frequency of the bond payments.
Methods in com.opengamma.strata.product.bond that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> ResolvedCapitalIndexedBond.Meta.frequency()
The meta-property for the frequency property.
MetaProperty<Frequency> ResolvedFixedCouponBond.Meta.frequency()
The meta-property for the frequency property.
Methods in com.opengamma.strata.product.bond with parameters of type Frequency
Modifier and Type Method and Description
ResolvedCapitalIndexedBond.Builder ResolvedCapitalIndexedBond.Builder.frequency(Frequency frequency)
Sets the frequency of the bond payments.
ResolvedFixedCouponBond.Builder ResolvedFixedCouponBond.Builder.frequency(Frequency frequency)
Sets the frequency of the bond payments.
• Uses of Frequency in com.opengamma.strata.product.credit

Methods in com.opengamma.strata.product.credit with parameters of type Frequency
Modifier and Type Method and Description
static Cds Cds.of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS.
static CdsIndex CdsIndex.of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS index.
• Uses of Frequency in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type that return Frequency
Modifier and Type Method and Description
Frequency ImmutableCdsConvention.getPaymentFrequency()
Gets the periodic frequency of payments.
Methods in com.opengamma.strata.product.credit.type that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> ImmutableCdsConvention.Meta.paymentFrequency()
The meta-property for the paymentFrequency property.
Methods in com.opengamma.strata.product.credit.type with parameters of type Frequency
Modifier and Type Method and Description
static ImmutableCdsConvention ImmutableCdsConvention.of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)
Obtains a convention based on the specified parameters.
ImmutableCdsConvention.Builder ImmutableCdsConvention.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments.
• Uses of Frequency in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return Frequency
Modifier and Type Method and Description
Frequency PaymentSchedule.getPaymentFrequency()
Gets the periodic frequency of payments.
Frequency ResetSchedule.getResetFrequency()
Gets the periodic frequency of reset dates.
Methods in com.opengamma.strata.product.swap that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> PaymentSchedule.Meta.paymentFrequency()
The meta-property for the paymentFrequency property.
MetaProperty<Frequency> ResetSchedule.Meta.resetFrequency()
The meta-property for the resetFrequency property.
Methods in com.opengamma.strata.product.swap with parameters of type Frequency
Modifier and Type Method and Description
PaymentSchedule.Builder PaymentSchedule.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments.
ResetSchedule.Builder ResetSchedule.Builder.resetFrequency(Frequency resetFrequency)
Sets the periodic frequency of reset dates.
• Uses of Frequency in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return Frequency
Modifier and Type Method and Description
Frequency OvernightRateSwapLegConvention.getAccrualFrequency()
Gets the periodic frequency of accrual.
Frequency FixedRateSwapLegConvention.getAccrualFrequency()
Gets the periodic frequency of accrual.
Frequency IborRateSwapLegConvention.getAccrualFrequency()
Gets the periodic frequency of accrual.
Frequency OvernightRateSwapLegConvention.getPaymentFrequency()
Gets the periodic frequency of payments, providing a default result if no override specified.
Frequency FixedRateSwapLegConvention.getPaymentFrequency()
Gets the periodic frequency of payments, providing a default result if no override specified.
Frequency IborRateSwapLegConvention.getPaymentFrequency()
Gets the periodic frequency of payments, providing a default result if no override specified.
Methods in com.opengamma.strata.product.swap.type that return types with arguments of type Frequency
Modifier and Type Method and Description
MetaProperty<Frequency> OvernightRateSwapLegConvention.Meta.accrualFrequency()
The meta-property for the accrualFrequency property.
MetaProperty<Frequency> FixedRateSwapLegConvention.Meta.accrualFrequency()
The meta-property for the accrualFrequency property.
MetaProperty<Frequency> IborRateSwapLegConvention.Meta.accrualFrequency()
The meta-property for the accrualFrequency property.
MetaProperty<Frequency> OvernightRateSwapLegConvention.Meta.paymentFrequency()
The meta-property for the paymentFrequency property.
MetaProperty<Frequency> FixedRateSwapLegConvention.Meta.paymentFrequency()
The meta-property for the paymentFrequency property.
MetaProperty<Frequency> IborRateSwapLegConvention.Meta.paymentFrequency()
The meta-property for the paymentFrequency property.
Methods in com.opengamma.strata.product.swap.type with parameters of type Frequency
Modifier and Type Method and Description
OvernightRateSwapLegConvention.Builder OvernightRateSwapLegConvention.Builder.accrualFrequency(Frequency accrualFrequency)
Sets the periodic frequency of accrual.
FixedRateSwapLegConvention.Builder FixedRateSwapLegConvention.Builder.accrualFrequency(Frequency accrualFrequency)
Sets the periodic frequency of accrual.
IborRateSwapLegConvention.Builder IborRateSwapLegConvention.Builder.accrualFrequency(Frequency accrualFrequency)
Sets the periodic frequency of accrual.
static FixedRateSwapLegConvention FixedRateSwapLegConvention.of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)
Obtains a convention based on the specified parameters.
static OvernightRateSwapLegConvention OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays)
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
static OvernightRateSwapLegConvention OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod)
Creates a convention based on the specified index, specifying the accrual method.
OvernightRateSwapLegConvention.Builder OvernightRateSwapLegConvention.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.
FixedRateSwapLegConvention.Builder FixedRateSwapLegConvention.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.
IborRateSwapLegConvention.Builder IborRateSwapLegConvention.Builder.paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.