Uses of Interface
com.opengamma.strata.pricer.rate.IborIndexRates

Packages that use IborIndexRates

Package	Description
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

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

Classes in com.opengamma.strata.pricer.rate that implement IborIndexRates

Modifier and Type	Class	Description
class	DiscountIborIndexRates	An Ibor index curve providing rates from discount factors.
class	HistoricIborIndexRates	Historic Ibor index rates, used for indices that are no longer active.
class	SimpleIborIndexRates	An Ibor index curve providing rates directly from a forward rates curve.

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

Modifier and Type	Method	Description
IborIndexRates	ImmutableRatesProvider.iborIndexRates(IborIndex index)
IborIndexRates	RatesProvider.iborIndexRates(IborIndex index)	Gets the rates for an Ibor index.
static IborIndexRates	IborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve forwardCurve)	Obtains an instance from a forward curve, with an empty time-series of fixings.
static IborIndexRates	IborIndexRates.of(IborIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
IborIndexRates	IborIndexRates.withParameter(int parameterIndex, double newValue)
IborIndexRates	IborIndexRates.withPerturbation(ParameterPerturbation perturbation)