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A

absolute(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Returns a curve based on an underlying curve with a fixed amount added to the Y values.
ABSOLUTE - com.opengamma.strata.market.ShiftType
An absolute shift where the shift amount is added to the value.
absoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
The meta-property for the absoluteTolerance property.
absoluteTolerance(double) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
Sets the absolute tolerance for the root finder.
AbstractBoundCurveInterpolator - Class in com.opengamma.strata.market.curve.interpolator
Abstract interpolator implementation.
AbstractBoundCurveInterpolator(DoubleArray, DoubleArray) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Creates an instance.
AbstractBoundCurveInterpolator(AbstractBoundCurveInterpolator, BoundCurveExtrapolator, BoundCurveExtrapolator) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Creates an instance.
AbstractDerivedCalculationFunction<T extends CalculationTarget,​R> - Class in com.opengamma.strata.calc.runner
Abstract derived calculation function with fields for the target type, measure and required measures.
AbstractDerivedCalculationFunction(Class<T>, Measure, Measure...) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
Creates a new function which calculates one measure for targets of one type.
AbstractDerivedCalculationFunction(Class<T>, Measure, Set<Measure>) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
Creates a new function which calculates one measure for targets of one type.
accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer
Consumes the values, performing an action.
accept(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntConsumer
Consumes the values, performing an action.
accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer
Consumes the values, performing an action.
accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer
Performs this operation on the given argument.
accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer
Performs this operation on the given arguments.
ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The day count used to calculate the year fraction.
ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The number of accrual days between the start and end dates.
ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of accrual periods.
ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The year fraction between the start and end dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the accrualFactor property.
accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the accrualMethod property.
accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the accrualMethod property.
accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the accrualMethod property.
accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the method of accruing Overnight interest.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the method of accruing Overnight interest.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
AccrualOnDefaultFormula - Enum in com.opengamma.strata.pricer.credit
The formula for accrual on default.
accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the accrualPeriods property.
accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrualPeriods property in the builder from an array of objects.
accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrual periods that combine to form the payment period.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the accrualSchedule property.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the accrual schedule.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the accrual schedule.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the accrual period schedule.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the accrual schedule.
accrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
The meta-property for the accrualStart property.
AccrualStart - Enum in com.opengamma.strata.product.credit.type
The accrual start for credit default swaps.
ACCRUED_INTEREST - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the accrued interest of the calculation target.
ACCRUED_PREMIUM - com.opengamma.strata.product.credit.PaymentOnDefault
The accrued premium.
accruedInterest(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the accrued interest of the fixed coupon bond with the specified settlement date.
accruedInterest(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the accrued interest since the last payment.
accruedInterest(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the accrued interest since the last payment.
accruedInterest(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates accrued interest across one or more scenarios.
accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates accrued interest for a single set of market data.
accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the accrued interest since the last payment.
accruedInterest(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the accrued interest of the bond with the specified date.
accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the accrued interest since the last payment.
accruedYearFraction(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the accrued year fraction of the fixed coupon bond with the specified settlement date.
accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Calculates the accrued premium per fractional spread for unit notional.
accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Calculates the accrued premium per fractional spread for unit notional.
ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/360' day count, which divides the actual number of days by 360.
ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/364' day count, which divides the actual number of days by 364.
ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365.25' day count, which divides the actual number of days by 365.25.
ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
ACT_ACT_YEAR - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act Year' day count, which divides the actual number of days by the number of days in the year from the start date.
action() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
The meta-property for the action property.
active() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the active property.
active() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the active property.
active() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the active property.
active() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the active property.
active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets whether the index is active, defaulted to true.
active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets whether the index is active, defaulted to true.
active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets whether the index is active, defaulted to true.
active(boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets whether the index is active, defaulted to true.
add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(MarketDataName<?>, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
Adds a single sensitivity to the builder.
add(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
Adds sensitivities to the builder.
add(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
Adds a sensitivity to the builder.
add(CurveSensitivitiesType, CurveName, Currency, ParameterMetadata, double) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder
Adds a single sensitivity to the builder.
add(CurveSensitivitiesType, CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder
Adds a sensitivity to the builder.
add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a point sensitivity, mutating the internal list.
add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(List<CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
Adds sensitivities to the builder.
addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Merges the list of point sensitivities from another instance, mutating the internal list.
addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a list of point sensitivities, mutating the internal list.
addAllFailures(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
Adds a list of failures to the list.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Adds an attribute to the builder.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfoBuilder
Adds a position attribute to the map of attributes.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Adds a security attribute to the map of attributes.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Adds a trade attribute to the map of attributes.
addBox(MarketDataId<T>, MarketDataBox<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data wrapped in a box.
addBoxMap(Map<? extends MarketDataId<?>, ? extends MarketDataBox<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data values for each scenario.
addCurve(CurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Adds an item of configuration that is the default of its type.
addDiscountCurve(CurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
addFailure(FailureItem) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
Adds a failure to the list.
AddFixedCurve - Class in com.opengamma.strata.market.curve
A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for AddFixedCurve.
addForwardCurve(CurveDefinition, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addForwardCurve(CurveName, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds a single piece of additional information.
addInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Adds a single piece of additional information.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
Sets the additional spread added to the fixed rate.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the additional spread added to the price.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the additionConvention property.
additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the additionConvention property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the addition convention to apply.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the addition convention to apply.
addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function.
addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function, including the list index.
addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds the output currencies.
addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Adds a new rate for a currency pair to the builder.
addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Add a new pair of currencies to the builder.
addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Adds a collection of new rates for currency pairs to the builder.
addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds all requirements from an instance of MarketDataRequirements to this builder.
addScenarioValue(MarketDataId<T>, ScenarioArray<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data for each scenario.
addScenarioValue(MarketDataId<T>, List<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data for each scenario.
addScenarioValueMap(Map<? extends MarketDataId<?>, ? extends ScenarioArray<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data values for each scenario.
addSeasonality(CurveName, SeasonalityDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds a seasonality to the curve group definition.
addShift(int, Object, double) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
Adds a shift for a parameter to the builder.
addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
Adds multiple shifts to the builder.
addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds a time-series of observable market data values.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds a time-series of observable market data values.
addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds multiple time-series of observable market data values to the builder.
addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds multiple time-series of observable market data values to the builder.
addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Adds this tenor to the specified date.
addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Adds the period of this frequency to the specified date.
addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds a value to the builder.
addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data that is valid for all scenarios.
addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds multiple values to the builder.
addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data values that are valid for all scenarios.
addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValueUnsafe(MarketDataId<?>, Object) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds a value to the builder when the types are not known at compile time.
adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Adjusts the base value based on the criteria of this adjustment.
adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Adjusts the specified rate according to the rate method rule.
adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Adjusts the base value based on the type and the modifying value.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the date according to the rules of the implementation.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Adjusts the date according to the rules of the roll convention.
adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Adjusts the date, adding the period in days using the holiday calendar and then applying the business day adjustment.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Adjusts the date, adding the period and then applying the business day adjustment.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Adjusts the date, adding the tenor and then applying the business day adjustment.
adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Adjusts the base date, adding the period and applying the convention rule.
ADJUSTABLE_DATE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for AdjustableDate, printing the unadjusted date.
AdjustableDate - Class in com.opengamma.strata.basics.date
An adjustable date.
AdjustableDate.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for AdjustableDate.
AdjustablePayment - Class in com.opengamma.strata.basics.currency
A single payment of a known amount on a date, with business day adjustment rules.
AdjustablePayment.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for AdjustablePayment.
adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Returns an adjuster that changes the date.
adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment
Adjusts the payment date using the rules of the specified adjuster.
adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDate
Adjusts the date using the business day adjustment.
adjustedForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the adjusted forward rate for a CMS coupon.
adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the temporal according to the rules of the implementation.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the adjustment property.
adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the adjustment property.
adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the adjustment property.
adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the adjustment property.
adjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustmentToForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the adjustment to the forward rate for a CMS coupon.
adjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
The meta-property for the adjustmentType property.
adjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
The meta-property for the adjustmentType property.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
AdvancedMeasures - Class in com.opengamma.strata.measure
The advanced set of measures which can be calculated by Strata.
AED - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AED' - UAE Dirham.
AFMA - com.opengamma.strata.product.fra.FraDiscountingMethod
FRA discounting as defined by the Australian Financial Markets Association (AFMA).
AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner
Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the agreedFxRate property.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the agreedFxRate property.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
allCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
allCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
 
allCurrencies() - Method in class com.opengamma.strata.product.credit.Cds
 
allCurrencies() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
allCurrencies() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
allCurrencies() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
allCurrencies() - Method in class com.opengamma.strata.product.fra.Fra
 
allCurrencies() - Method in interface com.opengamma.strata.product.fx.FxProduct
 
allCurrencies() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
allCurrencies() - Method in interface com.opengamma.strata.product.Product
Returns the set of currencies the product refers to.
allCurrencies() - Method in interface com.opengamma.strata.product.SecuritizedProduct
 
allCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of currencies referred to by the swap.
allCurrencies() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of currencies referred to by the leg.
allCurrencies() - Method in class com.opengamma.strata.product.swaption.Swaption
 
allIndices() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Returns the set of indices referred to by the cap/floor.
allIndices() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Returns the set of indices referred to by the cap/floor.
allIndices() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Returns the set of indices referred to by the FRA.
allIndices() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of indices referred to by the swap.
allIndices() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of indices referred to by the swap.
allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of indices referred to by the leg.
allMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
Returns whether all elements of this stream match the provided predicate.
allMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
ALLOW_NEGATIVE - com.opengamma.strata.product.swap.NegativeRateMethod
The "Negative Interest Rate Method", that allows the rate to be negative.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Returns the set of payment currencies referred to by the cap/floor.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
 
allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Returns the set of currencies referred to by the CMS.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.fx.FxNdf
 
allPaymentCurrencies() - Method in interface com.opengamma.strata.product.Product
Returns the set of currencies that the product pays in.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of payment currencies referred to by the swap.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of payment currencies referred to by the swap.
allRateIndices() - Method in class com.opengamma.strata.product.cms.Cms
Returns the set of rate indices referred to by the CMS.
allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
alpha(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the alpha parameter for a pair of time to expiry.
alpha(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
alpha(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the alpha parameter for time to expiry.
alpha(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the alpha parameter for a pair of time to expiry and instrument tenor.
alpha(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
alpha(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the alpha parameter for a pair of time to expiry and instrument tenor.
alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha value for the specified period with respect to the maturity date.
ALPHA - com.opengamma.strata.market.model.SabrParameterType
SABR alpha.
alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha and its derivative values for the specified period with respect to the maturity date.
ALTERNATE - com.opengamma.strata.product.etd.EtdSettlementType
Alternate.
alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the complete map of alternate name to standard name.
ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value zero.
ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value one.
ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Generates a failure result for an ambiguous token.
AMERICAN - com.opengamma.strata.product.etd.EtdOptionType
American option.
amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the amount property.
amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the amount property.
amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the amount property.
amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the amount associated with the leg.
amount(CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an amount to a string.
amount(Currency, double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an amount to a string.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the known amount schedule.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the notional amount.
amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
The meta-property for the amounts property.
AnalyticSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
Analytic spread sensitivity calculator.
AnalyticSpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
Constructor with the accrual-on-default formula specified.
and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if both predicates return true.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Returns a new function that composes this function and the specified function.
annuityCash(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield.
annuityCash(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity from a swap leg.
annuityCash1(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield and its first derivative with respect to the yield.
annuityCash2(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield and its first two derivatives with respect to the yield.
annuityCash3(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield and its first three derivatives with respect to the yield.
annuityCashDerivative(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.
any() - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Returns a selector that will choose any party from the trade.
anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
anyMatch(BiPredicate<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
Returns whether any elements of this stream match the provided predicate.
anyMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an operator to each element in the array, returning a new array.
apply(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.Decomposition
Applies this function to the given argument.
apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction
Applies this function to the given argument.
apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Applies the function.
apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Applies the function.
apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Applies the function.
apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction
Applies this function to the given arguments.
applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an addition to each element in the array, returning a new array.
applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator
Applies the function.
applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction
Performs an operation on the values.
applyAsInt(int, int, int) - Method in interface com.opengamma.strata.collect.function.IntTernaryOperator
Applies the function.
applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies a multiplication to each element in the array, returning a new array.
applyPerturbation(MarketDataBox<T>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Applies the perturbations in this mapping to an item of market data and returns the results.
applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
Applies the shift to the value using appropriate logic for the shift type.
applyTo(MarketDataBox<FxRate>, ReferenceData) - Method in class com.opengamma.strata.market.FxRateShifts
 
applyTo(MarketDataBox<Curve>, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
applyTo(MarketDataBox<ParameterizedData>, ReferenceData) - Method in class com.opengamma.strata.market.param.PointShifts
 
applyTo(MarketDataBox<Double>, ReferenceData) - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
applyTo(MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
Applies this perturbation to the market data in a box, returning a box containing new, modified data.
approximateMaturity(LocalDate) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Calculates the approximate maturity from the trade date.
AR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AR' - Argentina.
ArbitrageHandling - Enum in com.opengamma.strata.pricer.credit
The formula for accrual on default.
ArgChecker - Class in com.opengamma.strata.collect
Contains utility methods for checking inputs to methods.
array() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
The meta-property for the array property.
ArrayByteSource - Class in com.opengamma.strata.collect.io
A byte source implementation that explicitly wraps a byte array.
ARS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ARS' - Argentine Peso.
asCharSourceUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
Returns a CharSource for the same bytes, converted to UTF-8 using a Byte-Order Mark if available.
ASCII_TABLE - com.opengamma.strata.report.framework.format.ReportOutputFormat
The ASCII table format.
AsciiTable - Class in com.opengamma.strata.collect.io
An ASCII table generator.
AsciiTableAlignment - Enum in com.opengamma.strata.collect.io
Alignment of the data within an ASCII table.
asMap() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the INI file as a map.
asMap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a map, throwing an exception if any key has multiple values.
asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a multimap.
asStream() - Method in class com.opengamma.strata.collect.io.CsvIterator
Returns a stream that wraps this iterator.
AT - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AT' - Austria.
attributes() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.PositionInfo.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the attributes property.
Attributes - Interface in com.opengamma.strata.product
Additional attributes that can be associated with a model object.
AttributeType<T> - Class in com.opengamma.strata.product
The type that provides meaning to an attribute.
AU - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AU' - Australia.
AUD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AUD' - Australian Dollar.
AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for AUD-AONIA Overnight index.
AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The AONIA index for AUD.
AUD_BBSW - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for AUD-BBSW.
AUD_BBSW_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month BBSW index.
AUD_BBSW_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month BBSW index.
AUD_BBSW_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month BBSW index.
AUD_BBSW_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 4 month BBSW index.
AUD_BBSW_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 5 month BBSW index.
AUD_BBSW_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month BBSW index.
AUSY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.
availableSmileAtExpiry(Period) - Method in class com.opengamma.strata.pricer.option.RawOptionData
For a given expiration returns all the data available.
AVERAGED - com.opengamma.strata.product.swap.OvernightAccrualMethod
The averaged method.
AVERAGED_DAILY - com.opengamma.strata.product.swap.OvernightAccrualMethod
The averaged daily method.

B

barrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
The meta-property for the barrier property.
barrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
The meta-property for the barrier property.
barrier(Barrier) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
Sets the barrier description.
Barrier - Interface in com.opengamma.strata.product.option
Definition of barrier event of option instruments.
barrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the barrierLevel property.
barrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the barrierType property.
BarrierType - Enum in com.opengamma.strata.product.option
The barrier type of barrier event.
baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
The meta-property for the baseCurrencyDiscountFactors property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the baseCurrencyPayment property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
The meta-property for the baseCurrencyPayment property.
baseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
The meta-property for the baseCurve property.
BaseProvider - Interface in com.opengamma.strata.pricer
A provider of data used for pricing.
BE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BE' - Belgium.
BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a bean to produce another object.
BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
beanType() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
beanType() - Method in class com.opengamma.strata.basics.StandardId.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.Column.Meta
 
beanType() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
beanType() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
beanType() - Method in class com.opengamma.strata.calc.Results.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
beanType() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
beanType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
beanType() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
BEGINNING - com.opengamma.strata.product.credit.ProtectionStartOfDay
Beginning of the start day.
beta(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the beta parameter for a pair of time to expiry.
beta(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
beta(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the beta parameter for time to expiry.
beta(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the beta parameter for a pair of time to expiry and instrument tenor.
beta(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
beta(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the beta parameter for a pair of time to expiry and instrument tenor.
BETA - com.opengamma.strata.market.model.SabrParameterType
SABR beta.
betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the betaCurve property.
betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the betaCurve property.
betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the beta (elasticity) curve.
betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the beta (elasticity) curve.
BGN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BGN' - Bulgarian Lev.
BHD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BHD' - Bahraini Dinar.
biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiConsumer interface.
biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiFunction interface.
Bill - Class in com.opengamma.strata.product.bond
A bill.
BILL - Static variable in class com.opengamma.strata.product.ProductType
A Bill.
Bill.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for Bill.
Bill.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for Bill.
BillMeasureCalculations - Class in com.opengamma.strata.measure.bond
Multi-scenario measure calculations for bill trades.
BillPosition - Class in com.opengamma.strata.product.bond
A position in a bill.
BillPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillPosition.
BillPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillPosition.
BillSecurity - Class in com.opengamma.strata.product.bond
A security representing a bill.
BillSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillSecurity.
BillSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillSecurity.
BillTrade - Class in com.opengamma.strata.product.bond
A trade representing a bill.
BillTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillTrade.
BillTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillTrade.
BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.
BillTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for bill trades.
BillTradeCalculations(DiscountingBillTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BillTradeCalculations
Creates an instance.
BillYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining how yield is computed for a bill.
binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BinaryOperator interface.
bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
Binds this interpolator to a curve where no extrapolation is permitted.
bind(DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
 
bind(DoubleArray, DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator
Binds this interpolator to a surface.
bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
Binds this extrapolator to a curve.
bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
Binds this interpolator to a curve specifying the extrapolators to use.
bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
Binds this interpolator to the specified extrapolators.
bindTimeSeries(LocalDate, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a definition that is bound to a time-series.
biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiPredicate interface.
BLACK - com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
The Black (lognormal) model.
BLACK - com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
The Black (lognormal) model.
BLACK_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a Black model implied volatility - 'BlackVolatility'.
BlackBondFutureExpiryLogMoneynessVolatilities - Class in com.opengamma.strata.pricer.bond
Data provider of volatility for bond future options in the log-normal or Black model.
BlackBondFutureExpiryLogMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.bond
The bean-builder for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureExpiryLogMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer of options on bond future with a log-normal model on the underlying future price.
BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Creates an instance.
BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond future option.
BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Creates an instance.
BlackBondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond
Volatility for pricing bond futures and their options in the log-normal or Black model.
BlackFxOptionFlatVolatilities - Class in com.opengamma.strata.pricer.fxopt
Volatility for FX options in the log-normal or Black model based on a curve.
BlackFxOptionFlatVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
The bean-builder for BlackFxOptionFlatVolatilities.
BlackFxOptionFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for BlackFxOptionFlatVolatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt
The specification of how to build FX option volatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt
The bean-builder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt
The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionSmileVolatilities - Class in com.opengamma.strata.pricer.fxopt
Data provider of volatility for FX options in the log-normal or Black-Scholes model.
BlackFxOptionSmileVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
The bean-builder for BlackFxOptionSmileVolatilities.
BlackFxOptionSmileVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for BlackFxOptionSmileVolatilities.
BlackFxOptionSmileVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt
The specification of how to build FX option volatilities.
BlackFxOptionSmileVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt
The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt
The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSurfaceVolatilities - Class in com.opengamma.strata.pricer.fxopt
Volatility for FX options in the log-normal or Black model based on a surface.
BlackFxOptionSurfaceVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
The bean-builder for BlackFxOptionSurfaceVolatilities.
BlackFxOptionSurfaceVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for BlackFxOptionSurfaceVolatilities.
BlackFxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt
Volatility for FX option in the log-normal or Black model.
BlackFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX barrier option products in Black-Scholes world.
BlackFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Creates an instance.
BlackFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX barrier option trades in Black-Scholes world.
BlackFxSingleBarrierOptionTradePricer(BlackFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Creates an instance.
BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for foreign exchange vanilla option transaction products with a lognormal model.
BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Creates an instance.
BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX vanilla option trades with a lognormal model.
BlackFxVanillaOptionTradePricer(BlackFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Creates an instance.
BlackIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs in log-normal or Black model.
BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer
Creates an instance.
BlackIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products in log-normal or Black model.
BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer
Creates an instance.
BlackIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades in log-normal or Black model.
BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer
Creates an instance.
BlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.
BlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
BlackIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for caplet/floorlet in a log-normal or Black model.
BlackIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer
 
BlackIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the log-normal or Black model.
BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.
BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
Creates an instance.
BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
Creates an instance.
BlackSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade in the log-normal or Black model on the swap rate.
BlackSwaptionTradePricer(BlackSwaptionCashParYieldProductPricer, BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Creates an instance.
BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double, double, double, DoubleArray, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.
blackVolatilitiesShiftedFromNormalVolatilities(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.
blackVolatilitiesShiftedFromPrices(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.
blackVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing Black volatility by expiry.
blackVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing Black volatility by expiry.
blackVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing Black volatility by expiry.
blackVolatilityByExpiryLogMoneyness(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-log moneyness volatility.
blackVolatilityByExpiryLogMoneyness(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-log moneyness volatility.
blackVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-strike volatility.
blackVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-strike volatility.
blackVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-tenor volatility.
blackVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-tenor volatility.
BOND - Static variable in class com.opengamma.strata.product.ProductType
BOND_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
BOND_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
BondFuture - Class in com.opengamma.strata.product.bond
A futures contract, based on a basket of fixed coupon bonds.
BondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuture.
BondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuture.
BondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract, based on bonds.
BondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOption.
BondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOption.
BondFutureOptionMarketData - Interface in com.opengamma.strata.measure.bond
Market data for bond future options.
BondFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.bond
The lookup that provides access to bond future volatilities in market data.
BondFutureOptionPosition - Class in com.opengamma.strata.product.bond
A position in a bond future option.
BondFutureOptionPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionPosition.
BondFutureOptionPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionPosition.
BondFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.bond
Market data for bond future options, used for calculation across multiple scenarios.
BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionSecurity.
BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionSecurity.
BondFutureOptionSensitivity - Class in com.opengamma.strata.pricer.bond
Point sensitivity to an implied volatility for a bond future option model.
BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for BondFutureOptionSensitivity.
BondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade representing an option on a futures contract based on bonds.
BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionTrade.
BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionTrade.
BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition for each of a set of scenarios.
BondFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for trades in an option contract based on an bond future.
BondFutureOptionTradeCalculations(BlackBondFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Creates an instance.
BondFuturePosition - Class in com.opengamma.strata.product.bond
A position in a bond future.
BondFuturePosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuturePosition.
BondFuturePosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuturePosition.
BondFutureSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureSecurity.
BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureSecurity.
BondFutureTrade - Class in com.opengamma.strata.product.bond
A trade representing a futures contract based on a fixed coupon bond.
BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureTrade.
BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureTrade.
BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single BondFutureTrade or BondFuturePosition for each of a set of scenarios.
BondFutureTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.
BondFutureTradeCalculations(DiscountingBondFutureTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Creates an instance.
BondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond
Volatilities for pricing bond futures and their options.
BondFutureVolatilitiesId - Class in com.opengamma.strata.pricer.bond
An identifier used to access bond future volatilities by name.
BondFutureVolatilitiesName - Class in com.opengamma.strata.pricer.bond
The name of a set of bond future volatilities.
BondPaymentPeriod - Interface in com.opengamma.strata.product.bond
A period over which interest is accrued with a single payment.
BOTH - com.opengamma.strata.basics.schedule.StubConvention
Both ends of the schedule have a stub.
BoundCurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator
A curve extrapolator that has been bound to a specific curve.
BoundCurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator
A curve interpolator that has been bound to a specific curve.
BoundSurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator
A surface interpolator that has been bound to a specific surface.
BR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BR' - Brazil.
BRBD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Brazil, with code 'BRBD'.
BRL - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BRL' - Brazilian Real.
BRL_CDI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for BRL-CDI Overnight index.
BRL_CDI - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The CDI index for BRL.
broyden() - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Obtains an instance of the Broyden root finder.
broyden(double, double, int) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Obtains an instance of the Broyden root finder specifying the tolerances.
broyden(double, double, int, Decomposition<?>) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Obtains an instance of the Broyden root finder specifying the tolerances.
bucketedCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS index using a single credit curve.
bucketedCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS index using a single credit curve.
bucketedCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS.
bucketedCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS.
build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Build a new FxMatrix from the data in the builder.
build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
build() - Method in class com.opengamma.strata.calc.Column.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Returns a MarketDataConfig instance built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Returns a set of market data requirements built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
 
build() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
 
build() - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
Builds the resulting instance.
build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Build the time-series from the builder.
build() - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Returns a set of market data built from the data in this builder.
build() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Builds the market data.
build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
build() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Builds the metadata instance.
build() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
build() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
 
build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
 
build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Builds the definition of the curve group from the data in this object.
build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
 
build() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
 
build() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Builds the map.
build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivitiesBuilder
Builds the sensitivity from the provided data.
build() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Builder
 
build() - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
Returns an instance of PointShifts built from the data in this builder.
build() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
 
build() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivitiesBuilder
Builds the sensitivity from the provided data.
build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the resulting point sensitivity.
build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Builds the metadata instance.
build() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
 
build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
build() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
 
build() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
 
build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
 
build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
 
build() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
 
build() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Completes the builder, returning the provider.
build() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
 
build() - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Builds a new specification from the data in this builder.
build() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
build() - Method in class com.opengamma.strata.product.PositionInfoBuilder
Builds the position information.
build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Builds the security information.
build() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.TradeInfoBuilder
Builds the trade information.
build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
build(FxRateId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
 
build(CurveId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
 
build(RatesCurveGroupId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
 
build(RatesCurveInputsId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
 
build(FxOptionVolatilitiesId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
 
build(I, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
Builds and returns the market data identified by the ID.
builder() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a builder that can be used to build instances of FxMatrix.
builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
builder() - Static method in class com.opengamma.strata.basics.currency.Payment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
builder() - Method in class com.opengamma.strata.basics.StandardId.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
builder() - Static method in class com.opengamma.strata.calc.Column
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.Column.Meta
 
builder() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
builder() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
Returns a mutable builder for building an instance of MarketDataConfig.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Returns an empty mutable builder for building up a set of requirements.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
builder() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
builder() - Method in class com.opengamma.strata.calc.Results.Meta
 
builder() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
builder() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
builder() - Static method in class com.opengamma.strata.collect.result.FailureItems
Creates a builder to create the list of failures.
builder() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Creates an empty builder, used to create time-series.
builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
builder() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a mutable builder for building the definition for a curve group.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap
Returns a builder for creating the map.
builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
builder() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
builder() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Returns a builder that can be used to create an instance of CurrencyParameterSensitivities.
builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
builder() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
builder() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
builder() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.DeformedSurface
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
builder() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
builder() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.Bill
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBill
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.Cds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.Dsf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
Returns a builder for building instances of EtdContractSpec.
builder() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.Fra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
builder() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.PortfolioItemSummary
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.PositionInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.Swap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.TradeInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean, based on a schedule period.
builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Creates a mutable builder that can be used to create an instance of the market data.
builder(ShiftType) - Static method in class com.opengamma.strata.market.param.PointShifts
Returns a new mutable builder for building instances of ParameterizedDataPointShifts.
builder(PortfolioItemInfo) - Static method in class com.opengamma.strata.market.sensitivity.CurveSensitivities
Returns a builder that can be used to create an instance of CurveSensitivities.
builder(LocalDate) - Static method in class com.opengamma.strata.data.ImmutableMarketData
Creates a builder that can be used to build an instance of MarketData.
builder(LocalDate) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Creates a mutable builder that can be used to create an instance of the market data.
builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Creates a builder specifying the valuation date.
Builder() - Constructor for class com.opengamma.strata.product.bond.ResolvedBill.Builder
Restricted constructor.
Builder(ResolvedBill) - Constructor for class com.opengamma.strata.product.bond.ResolvedBill.Builder
Restricted copy constructor.
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the point sensitivity, adding to the specified mutable instance.
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
BuiltMarketData - Class in com.opengamma.strata.calc.marketdata
Market data that has been built.
BuiltMarketData.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for BuiltMarketData.
BuiltScenarioMarketData - Class in com.opengamma.strata.calc.marketdata
Market data that has been built.
BuiltScenarioMarketData.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for BuiltScenarioMarketData.
BULLET_PAYMENT - Static variable in class com.opengamma.strata.product.ProductType
BulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment.
BulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPayment.
BulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPayment.
BulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade.
BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPaymentTrade.
BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPaymentTrade.
BulletPaymentTradeCalculationFunction - Class in com.opengamma.strata.measure.payment
Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.
BulletPaymentTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
Creates an instance.
BulletPaymentTradeCalculations - Class in com.opengamma.strata.measure.payment
Calculates pricing and risk measures for bullet payment trades.
BulletPaymentTradeCalculations(DiscountingBulletPaymentTradePricer) - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Creates an instance.
businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the business day adjustment to apply.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
Sets the business day adjustment to apply to the start and end date.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the business day adjustment to apply to the start date, end date and accrual schedule.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the business day adjustment to apply to the delivery date.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment to apply to payment schedule dates.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the business day adjustment to apply to the reference date.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the business day adjustment to apply, optional.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the business day adjustment to apply to each reset date.
BusinessDayAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date if it falls on a day other than a business day.
BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for BusinessDayAdjustment.
BusinessDayConvention - Interface in com.opengamma.strata.basics.date
A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard business day conventions.
businessDays(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the stream of business days between the two dates.
BUY - com.opengamma.strata.product.common.BuySell
Buy.
buySell() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the buySell property.
buySell() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the buySell property.
buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the buySell property.
buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the buySell property.
buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the buySell property.
buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the buySell property.
buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets whether the CDS is buy or sell.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets whether the CDS index is buy or sell.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets whether the CDS is buy or sell.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets whether the CDS index is buy or sell.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets whether the term deposit is 'Buy' or 'Sell'.
buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets whether the FRA is buy or sell.
BuySell - Enum in com.opengamma.strata.product.common
Flag indicating whether a trade is "buy" or "sell".

C

CA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CA' - Canada.
CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CAD' - Canadian Dollar.
CAD_CDOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CAD-CDOR.
CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month CDOR index.
CAD_CDOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month CDOR index.
CAD_CDOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month CDOR index.
CAD_CDOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month CDOR index.
CAD_CDOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month CDOR index.
CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CAD-CORRA Overnight index.
CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The CORRA index for CAD.
calculate(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for a single set of market data.
calculate(CalculationTasks, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for a single set of market data.
calculate(IborCapFloorTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
 
calculate(CmsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
 
calculate(CdsIndexTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
 
calculate(CdsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
 
calculate(TermDepositTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
 
calculate(FraTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
 
calculate(FxNdfTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
 
calculate(FxSingleTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
 
calculate(FxSwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
 
calculate(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
 
calculate(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
 
calculate(GenericSecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
 
calculate(GenericSecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
 
calculate(BulletPaymentTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
 
calculate(SecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
 
calculate(SecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
 
calculate(SwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
 
calculate(SwaptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
 
calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.CurveNodeDate
Calculates the appropriate date for the node.
calculate(T, Map<Measure, Object>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
Calculates the measure.
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
Calculates values of multiple measures for the target using multiple sets of market data.
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
 
calculateAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
calculateAsync(CalculationTasks, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
calculateCrossGammaCrossCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes cross-curve gamma by applying finite difference method to curve delta.
calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.
calculateCrossGammaIntraCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes intra-curve cross gamma by applying finite difference method to curve delta.
calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable end date.
calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable first regular start date.
calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable last regular end date.
calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the applicable roll convention defining how to roll dates.
calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable start date.
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the effective date from the fixing date.
calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the effective start date from the step-in date.
calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the effective start date from the step-in date.
calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Converts the fixing date-time from the fixing date.
calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex
Calculates the fixing date-time from the fixing date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the fixing date from the effective date.
calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the fixing date from the maturity date.
calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the effective date.
calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the fixing date.
calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
Calculates the monetary value of the specified quantity and price.
calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
Calculates the monetary value of the specified quantity and price.
calculateMultiScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultiScenario(CalculationTasks, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultiScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateMultiScenarioAsync(CalculationTasks, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the numeraire, used to multiply the results.
calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the publication date from the fixing date.
calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the publication date from the fixing date.
calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Calculates the reference date of the trade.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
calculateSemiParallelGamma(Curve, Currency, Function<Curve, CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the settlement date from the valuation date.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Calculates the settlement date from the valuation date.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Calculates the settlement date from the valuation date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Calculates the spot date from the trade date.
calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the strike.
calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the calculation property.
calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the calculation property.
calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the interest rate accrual calculation.
calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the interest rate accrual calculation.
CALCULATION_FAILED - com.opengamma.strata.collect.result.FailureReason
The operation could not be performed.
CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner
Primary interface for all calculation functions that calculate measures.
calculationFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents
Returns the standard calculation functions.
calculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the calculationFunctions property.
CalculationFunctions - Interface in com.opengamma.strata.calc.runner
The calculation functions.
CalculationListener - Interface in com.opengamma.strata.calc.runner
Listener that is notified when calculations are performed by a CalculationRunner.
CalculationParameter - Interface in com.opengamma.strata.calc.runner
The base interface for calculation parameters.
CalculationParameters - Class in com.opengamma.strata.calc.runner
The calculation parameters.
CalculationResult - Class in com.opengamma.strata.calc.runner
The result of a single calculation.
calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the calculationResults property.
CalculationResults - Class in com.opengamma.strata.calc.runner
A set of related calculation results for a single calculation target.
CalculationRules - Class in com.opengamma.strata.calc
A set of rules that define how the calculation runner should perform calculations.
CalculationRules.Meta - Class in com.opengamma.strata.calc
The meta-bean for CalculationRules.
CalculationRunner - Interface in com.opengamma.strata.calc
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
Invoked when all calculations have completed.
calculationsStarted(List<CalculationTarget>, List<Column>) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
calculationsStarted(List<CalculationTarget>, List<Column>) - Method in class com.opengamma.strata.calc.runner.ResultsListener
 
CalculationTarget - Interface in com.opengamma.strata.basics
The target of calculation within a system.
CalculationTargetList - Class in com.opengamma.strata.basics
A list of calculation targets.
CalculationTask - Class in com.opengamma.strata.calc.runner
A single task that will be used to perform a calculation.
CalculationTaskCell - Class in com.opengamma.strata.calc.runner
A single cell within a calculation task.
CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner
Component that provides the ability to run calculation tasks.
CalculationTasks - Class in com.opengamma.strata.calc.runner
The tasks that will be used to perform the calculations.
calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the calendar property.
calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the calendar property.
calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the calendar that defines holidays and business days.
calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the holiday calendar that defines the meaning of a day when performing the addition.
calibrate(IsdaCreditCurveDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
Calibrates the ISDA compliant discount curve to the market data.
calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
Calibrates the ISDA compliant credit curve to the market data.
calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
Calibrates the index curve to the market data.
calibrate(RatesCurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Calibrates a single curve group, containing one or more curves.
calibrate(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
 
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
 
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
 
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
 
calibrate(List<RatesCurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Calibrates a list of curve groups, each containing one or more curves.
calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
 
calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
 
calibrateAlphaWithAtm(SwaptionVolatilitiesName, SabrParametersSwaptionVolatilities, RatesProvider, SwaptionVolatilities, List<Tenor>, List<Period>, SurfaceInterpolator) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.
calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.
calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, double, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
calibrateLsShiftedFromPrices(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR parameters to a set of option prices at given moneyness.
calibrateTrinomialTree(double, CurrencyPair, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
Calibrate trinomial tree to Black volatilities.
calibrateTrinomialTree(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
Calibrate trinomial tree to Black volatilities by using a vanilla option.
calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate SABR parameters to a set of raw swaption data.
calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate SABR parameters to a set of raw swaption data.
CALIBRATION - Static variable in class com.opengamma.strata.product.ProductType
A product only used for calibration.
CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.curve
Provides access to the measures needed to perform curve calibration for a single type of trade.
CalibrationMeasures - Class in com.opengamma.strata.pricer.curve
Provides access to the measures needed to perform curve calibration.
CALL - com.opengamma.strata.product.common.PutCall
Call.
callerClass(int) - Static method in class com.opengamma.strata.collect.Guavate
Finds the caller class.
CAMO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
The meta-property for the capFloorLeg property.
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
The meta-property for the capFloorLeg property.
CapitalIndexedBond - Class in com.opengamma.strata.product.bond
A capital indexed bond.
CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBond.
CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBond.
CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A coupon or nominal payment of capital indexed bonds.
CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPosition - Class in com.opengamma.strata.product.bond
A position in a capital indexed bond.
CapitalIndexedBondPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondPosition.
CapitalIndexedBondPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondPosition.
CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond
A security representing a capital indexed bond.
CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondSecurity.
CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondSecurity.
CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a capital indexed bond.
CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondTrade.
CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondTrade.
CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition for each of a set of scenarios.
CapitalIndexedBondTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.
CapitalIndexedBondTradeCalculations(DiscountingCapitalIndexedBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Creates an instance.
CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for inflation bond securities.
caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the caplet property.
caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the caplet property.
caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the optional caplet strike.
caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional caplet strike.
CAPLET - com.opengamma.strata.product.cms.CmsPeriodType
CMS caplet.
capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
The meta-property for the capletFloorletPeriods property.
capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the capletFloorletPeriods property in the builder from an array of objects.
capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the periodic payments based on the successive observed values of an Ibor index.
capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the capSchedule property.
capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the capSchedule property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the cap schedule, optional.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the cap schedule, optional.
CASCADE - com.opengamma.strata.product.etd.EtdSettlementType
Cascade.
CASH - com.opengamma.strata.product.common.SettlementType
Cash settlement.
CASH - com.opengamma.strata.product.etd.EtdSettlementType
Cash settlement.
CASH_FLOWS - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the cash flows of the calculation target.
CASH_PRICE - com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
The cash price method
CashFlow - Class in com.opengamma.strata.market.amount
A single cash flow of a currency amount on a specific date.
CashFlow.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlow.
CashFlowReport - Class in com.opengamma.strata.report.cashflow
Represents a cash flow report.
CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
The bean-builder for CashFlowReport.
CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
The meta-bean for CashFlowReport.
CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
Formatter for cash flow reports.
CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
Report runner for cash flow reports.
CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
Marker for a cash flow report template.
CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
 
CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
Loads a cash flow report template from the standard INI file format.
CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
The meta-property for the cashFlows property.
cashFlows(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Calculates the future cash flow of the payment.
cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the future cash flow of the FRA product.
cashFlows(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates cash flows across one or more scenarios.
cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates cash flows for a single set of market data.
cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the future cash flow of the FRA trade.
cashFlows(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates cash flows across one or more scenarios.
cashFlows(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Calculates the future cash flow of the bullet payment trade.
cashFlows(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates cash flows for a single set of market data.
cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the future cash flows of the swap leg.
cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the future cash flows of the swap product.
cashFlows(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates cash flows across one or more scenarios.
cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates cash flows for a single set of market data.
cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the future cash flows of the swap trade.
CashFlows - Class in com.opengamma.strata.market.amount
A collection of cash flows.
CashFlows.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlows.
CashSwaptionSettlement - Class in com.opengamma.strata.product.swaption
Defines the settlement type and settlement method of swaptions.
CashSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for CashSwaptionSettlement.
CashSwaptionSettlementMethod - Enum in com.opengamma.strata.product.swaption
Cash settlement method of cash settled swaptions.
category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
The meta-property for the category property.
CATO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.
causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the causeType property.
Cds - Class in com.opengamma.strata.product.credit
A single-name credit default swap (CDS).
CDS - Static variable in class com.opengamma.strata.product.ProductType
A Cds.
CDS_INDEX - Static variable in class com.opengamma.strata.product.ProductType
CDS_INDEX_FACTOR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the index factor.
Cds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for Cds.
Cds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for Cds.
CdsCalibrationTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS) used for credit curve calibration.
CdsCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsCalibrationTrade.
CdsConvention - Interface in com.opengamma.strata.product.credit.type
A market convention for credit default swap trades.
CdsConventions - Class in com.opengamma.strata.product.credit.type
Standardized credit default swap conventions.
CdsIndex - Class in com.opengamma.strata.product.credit
A CDS (portfolio) index product.
CdsIndex.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsIndex.
CdsIndex.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndex.
CdsIndexCalibrationTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index used for credit curve calibration.
CdsIndexCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndexCalibrationTrade.
cdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the cdsIndexId property.
cdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the cdsIndexId property.
cdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the cdsIndexId property.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the CDS index identifier.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the CDS index identifier.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the CDS index identifier.
CdsIndexIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
An ISDA compliant curve node whose instrument is a CDS index.
CdsIndexIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for CdsIndexIsdaCreditCurveNode.
CdsIndexIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for CdsIndexIsdaCreditCurveNode.
CdsIndexTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index.
CdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsIndexTrade.
CdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndexTrade.
CdsIndexTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
Perform calculations on a single CdsIndexTrade for each of a set of scenarios.
CdsIndexTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
Creates an instance.
CdsIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
An ISDA compliant curve node whose instrument is a credit default swap.
CdsIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for CdsIsdaCreditCurveNode.
CdsIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for CdsIsdaCreditCurveNode.
CdsMarketQuoteConverter - Class in com.opengamma.strata.pricer.credit
The market quote converter for credit default swaps.
CdsMarketQuoteConverter() - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
The default constructor.
CdsMarketQuoteConverter(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
The constructor with the accrual-on-default formula specified.
CdsQuote - Class in com.opengamma.strata.product.credit
Market quote for a single-name credit default swap (CDS).
CdsQuote.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsQuote.
CdsQuoteConvention - Enum in com.opengamma.strata.product.credit.type
Market quote conventions for credit default swaps.
CdsTemplate - Interface in com.opengamma.strata.product.credit.type
A template for creating credit default swap trades.
CdsTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS).
CdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsTrade.
CdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsTrade.
CdsTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
Perform calculations on a single CdsTrade for each of a set of scenarios.
CdsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
Creates an instance.
cells() - Method in class com.opengamma.strata.calc.Results.Meta
The meta-property for the cells property.
CH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CH' - Switzerland.
CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Switzerland, "Non-revised Consumer Price Index".
CharSources - Class in com.opengamma.strata.collect.io
Helper that allows CharSource objects to be created.
checkCdsBucket(ResolvedCdsTrade, List<ResolvedCdsTrade>) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
 
checkCurveName(CurveName) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
Checks the parsed curve name, potentially altering the value.
CheckedBiConsumer<T,​U> - Interface in com.opengamma.strata.collect.function
A checked version of BiConsumer.
CheckedBiFunction<T,​U,​R> - Interface in com.opengamma.strata.collect.function
A checked version of BiFunction.
CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of BinaryOperator.
CheckedBiPredicate<T,​U> - Interface in com.opengamma.strata.collect.function
A checked version of BiPredicate.
CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
A checked version of Consumer.
CheckedFunction<T,​R> - Interface in com.opengamma.strata.collect.function
A checked version of Function.
CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
A checked version of Predicate.
CheckedRunnable - Interface in com.opengamma.strata.collect.function
A checked version of Runnable.
CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
A checked version of Supplier.
CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of UnaryOperator.
checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
Checks that this instance equals the specified instance.
checkSensitivityTenor(Tenor) - Method in interface com.opengamma.strata.loader.csv.SensitivityCsvInfoResolver
Checks the parsed sensitivity tenor, potentially altering the value.
CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CHF' - Swiss Franc.
CHF_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.
CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
CHF_FIXED_ZC_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
CHF vanilla fixed vs Switzerland CPI swap.
CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-LIBOR.
CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for CHF.
CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for CHF.
CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for CHF.
CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for CHF.
CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for CHF.
CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for CHF.
CHF_SARON - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-SARON Overnight index.
CHF_SARON - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SARON index for CHF.
CHF_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.
CHF_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
CHF_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-TOIS Overnight index.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TOIS index for CHF.
chiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
The meta-property for the chiSquare property.
CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
CL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CL' - Chile.
CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for classpath resource locators.
CLEAN - com.opengamma.strata.pricer.common.PriceType
Clean price.
cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
cleanPrice(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
Computes the market clean price.
cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
cleanPriceFromPointsUpfront(double) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
Computes market clean price from points upfront.
cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the clean price from the conventional real yield.
cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the clean real price of the bond from its settlement date and dirty real price.
clearParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Clears the parameter-level metadata.
clearParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Clears the parameter-level metadata.
cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Clones the point sensitivity builder.
cloned() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
close() - Method in interface com.opengamma.strata.calc.CalculationRunner
Closes any resources held by the component.
close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Closes any resources held by the component.
close() - Method in class com.opengamma.strata.collect.io.CsvIterator
Closes the underlying reader.
close() - Method in class com.opengamma.strata.collect.