Uses of Class
com.opengamma.strata.pricer.rate.HistoricPriceIndexValues
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Packages that use HistoricPriceIndexValues 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 HistoricPriceIndexValues in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return HistoricPriceIndexValues Modifier and Type Method Description static HistoricPriceIndexValuesHistoricPriceIndexValues. of(PriceIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)Obtains an instance from a time-series of fixings.HistoricPriceIndexValuesHistoricPriceIndexValues. withParameter(int parameterIndex, double newValue)HistoricPriceIndexValuesHistoricPriceIndexValues. withPerturbation(ParameterPerturbation perturbation)Methods in com.opengamma.strata.pricer.rate that return types with arguments of type HistoricPriceIndexValues Modifier and Type Method Description Class<? extends HistoricPriceIndexValues>HistoricPriceIndexValues.Meta. beanType()org.joda.beans.BeanBuilder<? extends HistoricPriceIndexValues>HistoricPriceIndexValues.Meta. builder()
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