Package com.opengamma.strata.product.rate
Entity objects describing the ratebased financial instruments.
This package defines an abstraction, RateComputation
,
that provides common ways to observe a rate, including interpolation, averaging and compounding.

Interface Summary Interface Description OvernightRateComputation Defines the computation of a rate from a single Overnight index.RateComputation Defines a mechanism for computing a rate. 
Class Summary Class Description FixedOvernightCompoundedAnnualRateComputation Defines a known annual fixed rate of interest that follows overnight compounding.FixedOvernightCompoundedAnnualRateComputation.Meta The metabean forFixedOvernightCompoundedAnnualRateComputation
.FixedRateComputation Defines a known fixed rate of interest.FixedRateComputation.Meta The metabean forFixedRateComputation
.IborAveragedFixing A single fixing of an index that is observed byIborAveragedRateComputation
.IborAveragedFixing.Builder The beanbuilder forIborAveragedFixing
.IborAveragedFixing.Meta The metabean forIborAveragedFixing
.IborAveragedRateComputation Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.IborAveragedRateComputation.Meta The metabean forIborAveragedRateComputation
.IborInterpolatedRateComputation Defines the computation of a rate of interest interpolated from two Ibor indices.IborInterpolatedRateComputation.Meta The metabean forIborInterpolatedRateComputation
.IborRateComputation Defines the computation of a rate of interest from a single Ibor index.IborRateComputation.Meta The metabean forIborRateComputation
.InflationEndInterpolatedRateComputation Defines the computation of inflation figures from a price index with interpolation where the start index value is known.InflationEndInterpolatedRateComputation.Meta The metabean forInflationEndInterpolatedRateComputation
.InflationEndMonthRateComputation Defines the computation of inflation figures from a price index where the start index value is known.InflationEndMonthRateComputation.Meta The metabean forInflationEndMonthRateComputation
.InflationInterpolatedRateComputation Defines the computation of inflation figures from a price index with interpolation.InflationInterpolatedRateComputation.Meta The metabean forInflationInterpolatedRateComputation
.InflationMonthlyRateComputation Defines the computation of inflation figures from a price index.InflationMonthlyRateComputation.Meta The metabean forInflationMonthlyRateComputation
.OvernightAveragedDailyRateComputation Defines the computation of an averaged daily rate for a single Overnight index.OvernightAveragedDailyRateComputation.Builder The beanbuilder forOvernightAveragedDailyRateComputation
.OvernightAveragedDailyRateComputation.Meta The metabean forOvernightAveragedDailyRateComputation
.OvernightAveragedRateComputation Defines the computation of a rate from a single Overnight index that is averaged daily.OvernightAveragedRateComputation.Builder The beanbuilder forOvernightAveragedRateComputation
.OvernightAveragedRateComputation.Meta The metabean forOvernightAveragedRateComputation
.OvernightCompoundedAnnualRateComputation Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.OvernightCompoundedAnnualRateComputation.Builder The beanbuilder forOvernightCompoundedAnnualRateComputation
.OvernightCompoundedAnnualRateComputation.Meta The metabean forOvernightCompoundedAnnualRateComputation
.OvernightCompoundedRateComputation Defines the computation of a rate from a single Overnight index that is compounded daily.OvernightCompoundedRateComputation.Builder The beanbuilder forOvernightCompoundedRateComputation
.OvernightCompoundedRateComputation.Meta The metabean forOvernightCompoundedRateComputation
.