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

Packages that use RateComputationFn

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.impl.rate	Internal implementations of rate calculations.
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

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

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

Modifier and Type	Method	Description
RateComputationFn<RateComputation>	DiscountingCapitalIndexedBondPaymentPeriodPricer.getRateComputationFn()	Obtains the rate computation function.

Constructors in com.opengamma.strata.pricer.bond with parameters of type RateComputationFn

Constructor	Description
DiscountingCapitalIndexedBondPaymentPeriodPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

Uses of RateComputationFn in com.opengamma.strata.pricer.fra

Constructors in com.opengamma.strata.pricer.fra with parameters of type RateComputationFn

Constructor	Description
DiscountingFraProductPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

Uses of RateComputationFn in com.opengamma.strata.pricer.impl.rate

Classes in com.opengamma.strata.pricer.impl.rate that implement RateComputationFn

Modifier and Type	Class	Description
class	ApproxForwardOvernightAveragedRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.
class	DispatchingRateComputationFn	Rate computation implementation using multiple dispatch.
class	ForwardIborAveragedRateComputationFn	Rate computation implementation for a rate based on the average of multiple fixings of a single Ibor floating rate index.
class	ForwardIborInterpolatedRateComputationFn	Rate computation implementation for rate based on the weighted average of the fixing on a single date of two Ibor indices.
class	ForwardIborRateComputationFn	Rate computation implementation for an Ibor index.
class	ForwardInflationEndInterpolatedRateComputationFn	Rate computation implementation for rate based on the weighted average of fixings of a single price index.
class	ForwardInflationEndMonthRateComputationFn	Rate computation implementation for a price index.
class	ForwardInflationInterpolatedRateComputationFn	Rate computation implementation for rate based on the weighted average of fixings of a single price index.
class	ForwardInflationMonthlyRateComputationFn	Rate computation implementation for a price index.
class	ForwardOvernightAveragedDailyRateComputationFn	Rate computation implementation for an averaged daily rate for a single Overnight index.
class	ForwardOvernightAveragedRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.
class	ForwardOvernightCompoundedAnnualRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is compounded using an annual rate.
class	ForwardOvernightCompoundedRateComputationFn	Rate computation implementation for a rate based on a single overnight index that is compounded.

Constructors in com.opengamma.strata.pricer.impl.rate with parameters of type RateComputationFn

Constructor

Description

DispatchingRateComputationFn(RateComputationFn<IborRateComputation> iborRateComputationFn, RateComputationFn<IborInterpolatedRateComputation> iborInterpolatedRateComputationFn, RateComputationFn<IborAveragedRateComputation> iborAveragedRateComputationFn, RateComputationFn<OvernightCompoundedRateComputation> overnightCompoundedRateComputationFn, RateComputationFn<OvernightCompoundedAnnualRateComputation> overnightCompundedAnnualRateComputationFn, RateComputationFn<OvernightAveragedRateComputation> overnightAveragedRateComputationFn, RateComputationFn<OvernightAveragedDailyRateComputation> overnightAveragedDailyRateComputationFn, RateComputationFn<InflationMonthlyRateComputation> inflationMonthlyRateComputationFn, RateComputationFn<InflationInterpolatedRateComputation> inflationInterpolatedRateComputationFn, RateComputationFn<InflationEndMonthRateComputation> inflationEndMonthRateComputationFn, RateComputationFn<InflationEndInterpolatedRateComputation> inflationEndInterpolatedRateComputationFn)

Creates an instance.

Uses of RateComputationFn in com.opengamma.strata.pricer.impl.swap

Constructors in com.opengamma.strata.pricer.impl.swap with parameters of type RateComputationFn

Constructor	Description
DiscountingRatePaymentPeriodPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

Uses of RateComputationFn in com.opengamma.strata.pricer.index

Constructors in com.opengamma.strata.pricer.index with parameters of type RateComputationFn

Constructor	Description
DiscountingOvernightFutureProductPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

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

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

Modifier and Type	Method	Description
static RateComputationFn<RateComputation>	RateComputationFn.standard()	Returns the standard instance of the function.