Interface RateIndex
-
- All Superinterfaces:
FloatingRate
,FloatingRateIndex
,Index
,Named
- All Known Subinterfaces:
IborIndex
,OvernightIndex
- All Known Implementing Classes:
ImmutableIborIndex
,ImmutableOvernightIndex
public interface RateIndex extends FloatingRateIndex
A index of interest rates, such as an Overnight or Inter-Bank rate.Many financial products require knowledge of interest rate indices, such as Libor. Implementations of this interface define these indices. See
IborIndex
andOvernightIndex
.All implementations of this interface must be immutable and thread-safe.
-
-
Method Summary
All Methods Static Methods Instance Methods Abstract Methods Modifier and Type Method Description HolidayCalendarId
getFixingCalendar()
Gets the calendar that determines which dates are fixing dates.String
getName()
Gets the name that uniquely identifies this index.Tenor
getTenor()
Gets the tenor of the index.static RateIndex
of(String uniqueName)
Obtains an instance from the specified unique name.-
Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateIndex
getCurrency, getDayCount, getDefaultFixedLegDayCount, getFloatingRateName, isActive
-
-
-
-
Method Detail
-
of
static RateIndex of(String uniqueName)
Obtains an instance from the specified unique name.This parses names from
IborIndex
andOvernightIndex
.- Parameters:
uniqueName
- the unique name- Returns:
- the index
- Throws:
IllegalArgumentException
- if the name is not known
-
getName
String getName()
Gets the name that uniquely identifies this index.This name is used in serialization and can be parsed using
of(String)
.
-
getFixingCalendar
HolidayCalendarId getFixingCalendar()
Gets the calendar that determines which dates are fixing dates.The rate will be fixed on each business day in this calendar.
- Returns:
- the calendar used to determine the fixing dates of the index
-
getTenor
Tenor getTenor()
Gets the tenor of the index.- Returns:
- the tenor
-
-