Uses of Class
com.opengamma.strata.pricer.rate.HistoricOvernightIndexRates
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Packages that use HistoricOvernightIndexRates Package Description com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap. -
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Uses of HistoricOvernightIndexRates in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return HistoricOvernightIndexRates Modifier and Type Method Description static HistoricOvernightIndexRates
HistoricOvernightIndexRates. of(OvernightIndex index, java.time.LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)
Obtains an instance from a time-series of fixings.HistoricOvernightIndexRates
HistoricOvernightIndexRates. withParameter(int parameterIndex, double newValue)
HistoricOvernightIndexRates
HistoricOvernightIndexRates. withPerturbation(ParameterPerturbation perturbation)
Methods in com.opengamma.strata.pricer.rate that return types with arguments of type HistoricOvernightIndexRates Modifier and Type Method Description java.lang.Class<? extends HistoricOvernightIndexRates>
HistoricOvernightIndexRates.Meta. beanType()
BeanBuilder<? extends HistoricOvernightIndexRates>
HistoricOvernightIndexRates.Meta. builder()
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