Uses of Interface
com.opengamma.strata.basics.index.FloatingRateName

Packages that use FloatingRateName

Package	Description
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.market.curve	Definitions of curves.

Uses of FloatingRateName in com.opengamma.strata.basics.index

Classes in com.opengamma.strata.basics.index that implement FloatingRateName

Modifier and Type	Class	Description
class	ImmutableFloatingRateName	An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.

Fields in com.opengamma.strata.basics.index declared as FloatingRateName

Modifier and Type	Field	Description
static FloatingRateName	FloatingRateNames.AUD_AONIA	Constant for AUD-AONIA Overnight index.
static FloatingRateName	FloatingRateNames.AUD_BBSW	Constant for AUD-BBSW.
static FloatingRateName	FloatingRateNames.BRL_CDI	Constant for BRL-CDI Overnight index.
static FloatingRateName	FloatingRateNames.CAD_CDOR	Constant for CAD-CDOR.
static FloatingRateName	FloatingRateNames.CAD_CORRA	Constant for CAD-CORRA Overnight index.
static FloatingRateName	FloatingRateNames.CHF_LIBOR	Constant for CHF-LIBOR.
static FloatingRateName	FloatingRateNames.CHF_SARON	Constant for CHF-SARON Overnight index.
static FloatingRateName	FloatingRateNames.CHF_TOIS	Deprecated. Not published as of 2017-12-29
static FloatingRateName	FloatingRateNames.CZK_PRIBOR	Constant for CZK-PRIBOR.
static FloatingRateName	FloatingRateNames.DKK_CIBOR	Constant for DKK-CIBOR.
static FloatingRateName	FloatingRateNames.DKK_TNR	Constant for DKK-TNR Overnight index.
static FloatingRateName	FloatingRateNames.EU_EXT_CPI	Constant for EU-EXT-CPI Price index.
static FloatingRateName	FloatingRateNames.EUR_EONIA	Constant for EUR-EONIA Overnight index.
static FloatingRateName	FloatingRateNames.EUR_ESTER	Deprecated. Use EUR_ESTR instead
static FloatingRateName	FloatingRateNames.EUR_ESTR	Constant for EUR-ESTR Overnight index.
static FloatingRateName	FloatingRateNames.EUR_EURIBOR	Constant for EUR-EURIBOR.
static FloatingRateName	FloatingRateNames.EUR_LIBOR	Constant for EUR-LIBOR.
static FloatingRateName	FloatingRateNames.FR_EXT_CPI	Constant for FR-EXT-CPI Price index.
static FloatingRateName	FloatingRateNames.GB_RPI	Constant for GB-RPI Price index.
static FloatingRateName	FloatingRateNames.GBP_LIBOR	Constant for GBP-LIBOR.
static FloatingRateName	FloatingRateNames.GBP_SONIA	Constant for GBP-SONIA Overnight index.
static FloatingRateName	FloatingRateNames.HUF_BUBOR	Constant for HUF-BUBOR.
static FloatingRateName	FloatingRateNames.JPY_LIBOR	Constant for JPY-LIBOR.
static FloatingRateName	FloatingRateNames.JPY_TONAR	Constant for JPY-TONAR Overnight index.
static FloatingRateName	FloatingRateNames.MXN_TIIE	Constant for MXN-TIIE.
static FloatingRateName	FloatingRateNames.NOK_NIBOR	Constant for NOK-NIBOR.
static FloatingRateName	FloatingRateNames.NOK_NOWA	Constant for NOK-NOWA Overnight index.
static FloatingRateName	FloatingRateNames.NZD_BKBM	Constant for NZD-BKBM.
static FloatingRateName	FloatingRateNames.PLN_POLONIA	Constant for PLN-POLONIA Overnight index.
static FloatingRateName	FloatingRateNames.PLN_WIBOR	Constant for PLN-WIBOR.
static FloatingRateName	FloatingRateNames.SEK_SIOR	Constant for SEK-SIOR Overnight index.
static FloatingRateName	FloatingRateNames.SEK_STIBOR	Constant for SEK-STIBOR.
static FloatingRateName	FloatingRateNames.US_CPI_U	Constant for US-CPI-U Price index.
static FloatingRateName	FloatingRateNames.USD_BSBY	Constant for USD-BSBY.
static FloatingRateName	FloatingRateNames.USD_FED_FUND	Constant for USD-FED-FUND Overnight index.
static FloatingRateName	FloatingRateNames.USD_FED_FUND_AVG	Constant for USD-FED-FUND Overnight index using averaging.
static FloatingRateName	FloatingRateNames.USD_LIBOR	Constant for USD-LIBOR.
static FloatingRateName	FloatingRateNames.USD_SOFR	Constant for USD-SOFR Overnight index.
static FloatingRateName	FloatingRateNames.ZAR_JIBAR	Constant for ZAR-JIBAR.

Methods in com.opengamma.strata.basics.index that return FloatingRateName

Modifier and Type	Method	Description
static FloatingRateName	FloatingRateName.defaultIborIndex(Currency currency)	Gets the default Ibor index for a currency.
static FloatingRateName	FloatingRateName.defaultOvernightIndex(Currency currency)	Gets the default Overnight index for a currency.
FloatingRateName	FloatingRate.getFloatingRateName()	Gets the associated floating rate name.
FloatingRateName	FloatingRateIndex.getFloatingRateName()	Gets the floating rate name for this index.
FloatingRateName	ImmutableFloatingRateName.getFloatingRateName()
FloatingRateName	ImmutableIborIndex.getFloatingRateName()
FloatingRateName	ImmutableOvernightIndex.getFloatingRateName()
FloatingRateName	ImmutablePriceIndex.getFloatingRateName()
FloatingRateName	FloatingRateName.normalized()	Gets the normalized form of the floating rate name.
FloatingRateName	ImmutableFloatingRateName.normalized()
static FloatingRateName	FloatingRateName.of(String uniqueName)	Obtains an instance from the specified unique name.
static FloatingRateName	FloatingRateName.parse(String str)	Parses a string, with extended handling of indices.

Methods in com.opengamma.strata.basics.index that return types with arguments of type FloatingRateName

Modifier and Type	Method	Description
static ExtendedEnum<FloatingRateName>	FloatingRateName.extendedEnum()	Gets the extended enum helper.
static Optional<FloatingRateName>	FloatingRateName.tryParse(String str)	Tries to parse a string, with extended handling of indices.

Uses of FloatingRateName in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve with parameters of type FloatingRateName

Modifier and Type	Method	Description
ImmutableSet<CurveName>	RatesCurveGroupDefinition.findForwardCurveNames(FloatingRateName forwardName)	Finds the forward curve names for the specified floating rate name.