Uses of Class
com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
-
Packages that use OvernightCompoundedRateComputation Package Description com.opengamma.strata.pricer.impl.rate Internal implementations of rate calculations.com.opengamma.strata.product.rate Entity objects describing the rate-based financial instruments. -
-
Uses of OvernightCompoundedRateComputation in com.opengamma.strata.pricer.impl.rate
Methods in com.opengamma.strata.pricer.impl.rate with parameters of type OvernightCompoundedRateComputation Modifier and Type Method Description double
ForwardOvernightCompoundedRateComputationFn. explainRate(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardOvernightCompoundedRateComputationFn. rate(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder
ForwardOvernightCompoundedRateComputationFn. rateSensitivity(OvernightCompoundedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
-
Uses of OvernightCompoundedRateComputation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return OvernightCompoundedRateComputation Modifier and Type Method Description OvernightCompoundedRateComputation
OvernightCompoundedRateComputation.Builder. build()
static OvernightCompoundedRateComputation
OvernightCompoundedRateComputation. of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, ReferenceData refData)
Creates an instance from an index, period dates and rate cut-off.static OvernightCompoundedRateComputation
OvernightCompoundedRateComputation. of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)
Creates an instance from an index and period datesMethods in com.opengamma.strata.product.rate that return types with arguments of type OvernightCompoundedRateComputation Modifier and Type Method Description Class<? extends OvernightCompoundedRateComputation>
OvernightCompoundedRateComputation.Meta. beanType()
-