## Uses of Classcom.opengamma.strata.market.curve.CurveNodeDate

• Packages that use CurveNodeDate
Package Description
com.opengamma.strata.market.curve
Definitions of curves.
com.opengamma.strata.market.curve.node
Curve nodes.
• ### Uses of CurveNodeDate in com.opengamma.strata.market.curve

Fields in com.opengamma.strata.market.curve declared as CurveNodeDate
Modifier and Type Field and Description
static CurveNodeDate CurveNodeDate.END
An instance defining the curve node date as the end date of the trade.
static CurveNodeDate CurveNodeDate.LAST_FIXING
An instance defining the curve node date as the last fixing date date of the trade.
Methods in com.opengamma.strata.market.curve that return CurveNodeDate
Modifier and Type Method and Description
static CurveNodeDate CurveNodeDate.of(LocalDate date)
Obtains an instance specifying a fixed date.
Methods in com.opengamma.strata.market.curve that return types with arguments of type CurveNodeDate
Modifier and Type Method and Description
Class<? extends CurveNodeDate> CurveNodeDate.Meta.beanType()
BeanBuilder<? extends CurveNodeDate> CurveNodeDate.Meta.builder()
• ### Uses of CurveNodeDate in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return CurveNodeDate
Modifier and Type Method and Description
CurveNodeDate FixedIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate FraCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate FixedOvernightSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate IborIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate FxSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate TermDepositCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate OvernightIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate FixedInflationSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate IborFixingDepositCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate ThreeLegBasisSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate IborFutureCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
CurveNodeDate XCcyIborIborSwapCurveNode.getDate()
Gets the method by which the date of the node is calculated, defaulted to 'End'.
Methods in com.opengamma.strata.market.curve.node that return types with arguments of type CurveNodeDate
Modifier and Type Method and Description
MetaProperty<CurveNodeDate> FixedIborSwapCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> FraCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> FixedOvernightSwapCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> IborIborSwapCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> FxSwapCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> TermDepositCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> OvernightIborSwapCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> FixedInflationSwapCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> IborFixingDepositCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> ThreeLegBasisSwapCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> IborFutureCurveNode.Meta.date()
The meta-property for the date property.
MetaProperty<CurveNodeDate> XCcyIborIborSwapCurveNode.Meta.date()
The meta-property for the date property.
Methods in com.opengamma.strata.market.curve.node with parameters of type CurveNodeDate
Modifier and Type Method and Description
FixedIborSwapCurveNode.Builder FixedIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
FraCurveNode.Builder FraCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
FixedOvernightSwapCurveNode.Builder FixedOvernightSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
IborIborSwapCurveNode.Builder IborIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
FxSwapCurveNode.Builder FxSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
TermDepositCurveNode.Builder TermDepositCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
OvernightIborSwapCurveNode.Builder OvernightIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
FixedInflationSwapCurveNode.Builder FixedInflationSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
IborFixingDepositCurveNode.Builder IborFixingDepositCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
ThreeLegBasisSwapCurveNode.Builder ThreeLegBasisSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
IborFutureCurveNode.Builder IborFutureCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
XCcyIborIborSwapCurveNode.Builder XCcyIborIborSwapCurveNode.Builder.date(CurveNodeDate date)
Sets the method by which the date of the node is calculated, defaulted to 'End'.
FixedIborSwapCurveNode FixedIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
FraCurveNode FraCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
FixedOvernightSwapCurveNode FixedOvernightSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
IborIborSwapCurveNode IborIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
FxSwapCurveNode FxSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
TermDepositCurveNode TermDepositCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
OvernightIborSwapCurveNode OvernightIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
FixedInflationSwapCurveNode FixedInflationSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
IborFixingDepositCurveNode IborFixingDepositCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
ThreeLegBasisSwapCurveNode ThreeLegBasisSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
IborFutureCurveNode IborFutureCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.
XCcyIborIborSwapCurveNode XCcyIborIborSwapCurveNode.withDate(CurveNodeDate date)
Returns a copy of this node with the specified date.