Uses of Interface
com.opengamma.strata.pricer.DiscountFactors

Packages that use DiscountFactors

Package	Description
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

Uses of DiscountFactors in com.opengamma.strata.pricer

Classes in com.opengamma.strata.pricer that implement DiscountFactors

Modifier and Type	Class	Description
class	SimpleDiscountFactors	Provides access to discount factors for a currency based on a discount factor curve.
class	ZeroRateDiscountFactors	Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
class	ZeroRatePeriodicDiscountFactors	Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.

Methods in com.opengamma.strata.pricer that return DiscountFactors

Modifier and Type	Method	Description
DiscountFactors	BaseProvider.discountFactors(Currency currency)	Gets the discount factors for a currency.
static DiscountFactors	DiscountFactors.of(Currency currency, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve.
DiscountFactors	DiscountFactors.withParameter(int parameterIndex, double newValue)
DiscountFactors	DiscountFactors.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer with parameters of type DiscountFactors

Modifier and Type	Method	Description
CurrencyAmount	DiscountingPaymentPricer.presentValue(Payment payment, DiscountFactors discountFactors)	Computes the present value of the payment by discounting.
PointSensitivityBuilder	DiscountingPaymentPricer.presentValueSensitivity(Payment payment, DiscountFactors discountFactors)	Compute the present value curve sensitivity of the payment.
PointSensitivityBuilder	DiscountingPaymentPricer.presentValueSensitivityWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Compute the present value curve sensitivity of the payment with z-spread.
CurrencyAmount	DiscountingPaymentPricer.presentValueWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Computes the present value of the payment with z-spread by discounting.

Uses of DiscountFactors in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return DiscountFactors

Modifier and Type	Method	Description
DiscountFactors	IssuerCurveDiscountFactors.getDiscountFactors()	Gets the underlying discount factors for a single currency.
DiscountFactors	RepoCurveDiscountFactors.getDiscountFactors()	Gets the underlying discount factors for a single currency.

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type DiscountFactors

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DiscountFactors>	IssuerCurveDiscountFactors.Meta.discountFactors()	The meta-property for the discountFactors property.
org.joda.beans.MetaProperty<DiscountFactors>	RepoCurveDiscountFactors.Meta.discountFactors()	The meta-property for the discountFactors property.
ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>	ImmutableLegalEntityDiscountingProvider.getIssuerCurves()	Gets the issuer curves, keyed by group and currency.
ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>	ImmutableLegalEntityDiscountingProvider.getRepoCurves()	Gets the repo curves, keyed by group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>>	ImmutableLegalEntityDiscountingProvider.Meta.issuerCurves()	The meta-property for the issuerCurves property.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>>	ImmutableLegalEntityDiscountingProvider.Meta.repoCurves()	The meta-property for the repoCurves property.

Methods in com.opengamma.strata.pricer.bond with parameters of type DiscountFactors

Modifier and Type	Method	Description
static IssuerCurveDiscountFactors	IssuerCurveDiscountFactors.of(DiscountFactors discountFactors, LegalEntityGroup legalEntityGroup)	Obtains an instance based on discount factors and legal entity group.
static RepoCurveDiscountFactors	RepoCurveDiscountFactors.of(DiscountFactors discountFactors, RepoGroup group)	Obtains an instance based on discount factors and group.

Method parameters in com.opengamma.strata.pricer.bond with type arguments of type DiscountFactors

Modifier and Type	Method	Description
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,DiscountFactors> issuerCurves)	Sets the issuer curves, keyed by group and currency.
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,DiscountFactors> repoCurves)	Sets the repo curves, keyed by group and currency.

Uses of DiscountFactors in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return DiscountFactors

Modifier and Type	Method	Description
DiscountFactors	CreditDiscountFactors.toDiscountFactors()	Creates an instance of DiscountFactors.
DiscountFactors	IsdaCreditDiscountFactors.toDiscountFactors()

Uses of DiscountFactors in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx that return DiscountFactors

Modifier and Type	Method	Description
DiscountFactors	DiscountFxForwardRates.getBaseCurrencyDiscountFactors()	Gets the discount factors for the base currency of the currency pair.
DiscountFactors	DiscountFxForwardRates.getCounterCurrencyDiscountFactors()	Gets the discount factors for the counter currency of the currency pair.

Methods in com.opengamma.strata.pricer.fx that return types with arguments of type DiscountFactors

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DiscountFactors>	DiscountFxForwardRates.Meta.baseCurrencyDiscountFactors()	The meta-property for the baseCurrencyDiscountFactors property.
org.joda.beans.MetaProperty<DiscountFactors>	DiscountFxForwardRates.Meta.counterCurrencyDiscountFactors()	The meta-property for the counterCurrencyDiscountFactors property.

Methods in com.opengamma.strata.pricer.fx with parameters of type DiscountFactors

Modifier and Type	Method	Description
static DiscountFxForwardRates	DiscountFxForwardRates.of(CurrencyPair currencyPair, FxRateProvider fxRateProvider, DiscountFactors baseCurrencyFactors, DiscountFactors counterCurrencyFactors)	Obtains an instance based on two discount factors, one for each currency.
DiscountFxForwardRates	DiscountFxForwardRates.withDiscountFactors(DiscountFactors baseCurrencyFactors, DiscountFactors counterCurrencyFactors)	Returns a new instance with different discount factors.

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

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

Modifier and Type	Method	Description
DiscountFactors	ImmutableRatesProvider.discountFactors(Currency currency)
DiscountFactors	DiscountIborIndexRates.getDiscountFactors()	Gets the underlying discount factor curve.
DiscountFactors	DiscountOvernightIndexRates.getDiscountFactors()	Gets the underlying discount factor curve.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DiscountFactors>	DiscountIborIndexRates.Meta.discountFactors()	The meta-property for the discountFactors property.
org.joda.beans.MetaProperty<DiscountFactors>	DiscountOvernightIndexRates.Meta.discountFactors()	The meta-property for the discountFactors property.

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

Modifier and Type	Method	Description
static DiscountIborIndexRates	DiscountIborIndexRates.of(IborIndex index, DiscountFactors discountFactors)	Obtains an instance based on discount factors with no historic fixings.
static DiscountIborIndexRates	DiscountIborIndexRates.of(IborIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on discount factors and historic fixings.
static DiscountOvernightIndexRates	DiscountOvernightIndexRates.of(OvernightIndex index, DiscountFactors discountFactors)	Obtains an instance based on discount factors with no historic fixings.
static DiscountOvernightIndexRates	DiscountOvernightIndexRates.of(OvernightIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on discount factors and historic fixings.
DiscountIborIndexRates	DiscountIborIndexRates.withDiscountFactors(DiscountFactors factors)	Returns a new instance with different discount factors.
DiscountOvernightIndexRates	DiscountOvernightIndexRates.withDiscountFactors(DiscountFactors factors)	Returns a new instance with different discount factors.