Uses of Package
com.opengamma.strata.basics.date
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Packages that use com.opengamma.strata.basics.date Package Description com.opengamma.strata.basics.currency Representations of currency and money.com.opengamma.strata.basics.date Tools for working with dates.com.opengamma.strata.basics.index Entity objects describing common market indices, such as LIBOR and FED FUND.com.opengamma.strata.basics.schedule Basic financial tools for working with date-based schedules.com.opengamma.strata.loader Tools for loading data from files.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.loader.fpml Loader that can convert files to financial instruments.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.market.explain Support for explaining results.com.opengamma.strata.market.param Market data based on parameters.com.opengamma.strata.market.surface Definitions of surfaces.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.pricer.common Common code for pricing.com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS).com.opengamma.strata.pricer.fxopt Calculators for FX options.com.opengamma.strata.pricer.model Common code for model pricing.com.opengamma.strata.pricer.option Pricer support classes for options.com.opengamma.strata.pricer.swaption Calculators for swaptions.com.opengamma.strata.product.bond Entity objects describing bonds.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor.com.opengamma.strata.product.cms Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.com.opengamma.strata.product.credit Entity objects describing Credit Default Swap (CDS) and CDS index.com.opengamma.strata.product.credit.type Conventions and templates to aid the construction of credit instruments.com.opengamma.strata.product.deposit Entity objects describing financial instruments representing a simple deposit with interest.com.opengamma.strata.product.deposit.type Conventions and templates to aid the construction of deposits.com.opengamma.strata.product.fra Entity objects describing a forward rate agreement (FRA).com.opengamma.strata.product.fra.type Conventions and templates to aid the construction of FRAs.com.opengamma.strata.product.fx Entity objects describing financial instruments in the foreign exchange market.com.opengamma.strata.product.fx.type Conventions and templates to aid the construction of foreign exchange products.com.opengamma.strata.product.index.type Conventions and templates to aid the construction of rate index products.com.opengamma.strata.product.payment Entity objects describing simple payment financial instruments.com.opengamma.strata.product.rate Entity objects describing the rate-based financial instruments.com.opengamma.strata.product.swap Entity objects describing a swap.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions.com.opengamma.strata.report.framework.format Provide the ability to format calculated values. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.basics.currency Class Description AdjustableDate An adjustable date. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.basics.date Class Description AdjustableDate An adjustable date.AdjustableDate.Meta The meta-bean forAdjustableDate
.AdjustableDates An adjustable list of dates.AdjustableDates.Meta The meta-bean forAdjustableDates
.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.BusinessDayAdjustment.Builder The bean-builder forBusinessDayAdjustment
.BusinessDayAdjustment.Meta The meta-bean forBusinessDayAdjustment
.BusinessDayConvention A convention defining how to adjust a date if it falls on a day other than a business day.DateAdjuster Functional interface that can adjust a date.DateSequence A series of dates identified by name.DayCount A convention defining how to calculate fractions of a year.DayCount.ScheduleInfo Information about the schedule necessary to calculate the day count.DaysAdjustment An adjustment that alters a date by adding a period of days.DaysAdjustment.Builder The bean-builder forDaysAdjustment
.DaysAdjustment.Meta The meta-bean forDaysAdjustment
.HolidayCalendar A holiday calendar, classifying dates as holidays or business days.HolidayCalendarId An identifier for a holiday calendar.ImmutableHolidayCalendar An immutable holiday calendar implementation.ImmutableHolidayCalendar.Meta The meta-bean forImmutableHolidayCalendar
.MarketTenor A code used in the market to indicate both the start date and tenor of a financial instrument.PeriodAdditionConvention A convention defining how a period is added to a date.PeriodAdjustment An adjustment that alters a date by adding a period of calendar days, months and years.PeriodAdjustment.Builder The bean-builder forPeriodAdjustment
.PeriodAdjustment.Meta The meta-bean forPeriodAdjustment
.SequenceDate Instructions to obtain a specific date from a sequence of dates.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity.TenorAdjustment An adjustment that alters a date by adding a tenor.TenorAdjustment.Builder The bean-builder forTenorAdjustment
.TenorAdjustment.Meta The meta-bean forTenorAdjustment
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Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.basics.index Class Description DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.HolidayCalendarId An identifier for a holiday calendar.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity.TenorAdjustment An adjustment that alters a date by adding a tenor. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.basics.schedule Class Description AdjustableDate An adjustable date.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DateAdjuster Functional interface that can adjust a date.DayCount A convention defining how to calculate fractions of a year.DayCount.ScheduleInfo Information about the schedule necessary to calculate the day count. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.loader Class Description BusinessDayConvention A convention defining how to adjust a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.MarketTenor A code used in the market to indicate both the start date and tenor of a financial instrument.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.loader.csv Class Description AdjustableDate An adjustable date.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.BusinessDayConvention A convention defining how to adjust a date if it falls on a day other than a business day.DaysAdjustment An adjustment that alters a date by adding a period of days.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.loader.fpml Class Description AdjustableDate An adjustable date.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.BusinessDayConvention A convention defining how to adjust a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.HolidayCalendarId An identifier for a holiday calendar.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.market.curve Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.market.explain Class Description DayCount A convention defining how to calculate fractions of a year. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.market.param Class Description Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.market.surface Class Description DayCount A convention defining how to calculate fractions of a year. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.measure.fxopt Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.pricer.capfloor Class Description DayCount A convention defining how to calculate fractions of a year. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.pricer.common Class Description Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.pricer.credit Class Description DayCount A convention defining how to calculate fractions of a year. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.pricer.fxopt Class Description DayCount A convention defining how to calculate fractions of a year.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.pricer.model Class Description DayCount A convention defining how to calculate fractions of a year. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.pricer.option Class Description Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.pricer.swaption Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.bond Class Description AdjustableDate An adjustable date.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.capfloor Class Description AdjustableDate An adjustable date.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.cms Class Description AdjustableDate An adjustable date.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.credit Class Description DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.HolidayCalendarId An identifier for a holiday calendar. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.credit.type Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.deposit Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.deposit.type Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.MarketTenor A code used in the market to indicate both the start date and tenor of a financial instrument. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.fra Class Description AdjustableDate An adjustable date.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.fra.type Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.fx Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.fx.type Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DaysAdjustment An adjustment that alters a date by adding a period of days.MarketTenor A code used in the market to indicate both the start date and tenor of a financial instrument. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.index.type Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DateSequence A series of dates identified by name.DaysAdjustment An adjustment that alters a date by adding a period of days.SequenceDate Instructions to obtain a specific date from a sequence of dates. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.payment Class Description AdjustableDate An adjustable date. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.rate Class Description HolidayCalendar A holiday calendar, classifying dates as holidays or business days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.swap Class Description AdjustableDate An adjustable date.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.swap.type Class Description BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DayCount A convention defining how to calculate fractions of a year.DaysAdjustment An adjustment that alters a date by adding a period of days.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.product.swaption Class Description AdjustableDate An adjustable date.AdjustableDates An adjustable list of dates.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.DaysAdjustment An adjustment that alters a date by adding a period of days. -
Classes in com.opengamma.strata.basics.date used by com.opengamma.strata.report.framework.format Class Description AdjustableDate An adjustable date.