Uses of Interface
com.opengamma.strata.pricer.rate.PriceIndexValues
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Packages that use PriceIndexValues 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 PriceIndexValues in com.opengamma.strata.pricer.rate
Classes in com.opengamma.strata.pricer.rate that implement PriceIndexValues Modifier and Type Class Description classHistoricPriceIndexValuesHistoric Price index values, used for indices that are no longer active.classSimplePriceIndexValuesProvides values for a Price index from a forward curve.Methods in com.opengamma.strata.pricer.rate that return PriceIndexValues Modifier and Type Method Description static PriceIndexValuesPriceIndexValues. of(PriceIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)Obtains an instance from a curve and time-series of fixings.PriceIndexValuesImmutableRatesProvider. priceIndexValues(PriceIndex index)PriceIndexValuesRatesProvider. priceIndexValues(PriceIndex index)Gets the values for an Price index.PriceIndexValuesPriceIndexValues. withParameter(int parameterIndex, double newValue)PriceIndexValuesPriceIndexValues. withPerturbation(ParameterPerturbation perturbation)
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