Uses of Class
com.opengamma.strata.basics.index.IborIndexObservation
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Packages that use IborIndexObservation Package Description com.opengamma.strata.basics.index Entity objects describing common market indices, such as LIBOR and FED FUND.com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.com.opengamma.strata.product.rate Entity objects describing the rate-based financial instruments. -
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Uses of IborIndexObservation in com.opengamma.strata.basics.index
Methods in com.opengamma.strata.basics.index that return IborIndexObservation Modifier and Type Method Description static IborIndexObservationIborIndexObservation. of(IborIndex index, LocalDate fixingDate, ReferenceData refData)Creates an instance from an index and fixing date.Methods in com.opengamma.strata.basics.index that return types with arguments of type IborIndexObservation Modifier and Type Method Description Class<? extends IborIndexObservation>IborIndexObservation.Meta. beanType()org.joda.beans.BeanBuilder<? extends IborIndexObservation>IborIndexObservation.Meta. builder()Function<LocalDate,IborIndexObservation>IborIndex. resolve(ReferenceData refData)Resolves this index using the specified reference data, returning a function.Function<LocalDate,IborIndexObservation>ImmutableIborIndex. resolve(ReferenceData refData) -
Uses of IborIndexObservation in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return IborIndexObservation Modifier and Type Method Description IborIndexObservationIborRateSensitivity. getObservation()Gets the Ibor index observation.Methods in com.opengamma.strata.pricer.rate that return types with arguments of type IborIndexObservation Modifier and Type Method Description org.joda.beans.MetaProperty<IborIndexObservation>IborRateSensitivity.Meta. observation()The meta-property for theobservationproperty.Methods in com.opengamma.strata.pricer.rate with parameters of type IborIndexObservation Modifier and Type Method Description default doubleIborIndexRates. explainRate(IborIndexObservation observation, ExplainMapBuilder builder, Consumer<ExplainMapBuilder> consumer)Explains the calculation of the historic or forward rate at the specified fixing date.static IborRateSensitivityIborRateSensitivity. of(IborIndexObservation observation, double sensitivity)Obtains an instance from the observation and sensitivity value.static IborRateSensitivityIborRateSensitivity. of(IborIndexObservation observation, Currency sensitivityCurrency, double sensitivity)Obtains an instance from the observation and sensitivity value, specifying the currency of the value.doubleDiscountIborIndexRates. rate(IborIndexObservation observation)doubleHistoricIborIndexRates. rate(IborIndexObservation observation)doubleIborIndexRates. rate(IborIndexObservation observation)Gets the historic or forward rate at the specified fixing date.doubleSimpleIborIndexRates. rate(IborIndexObservation observation)doubleDiscountIborIndexRates. rateIgnoringFixings(IborIndexObservation observation)doubleHistoricIborIndexRates. rateIgnoringFixings(IborIndexObservation observation)doubleIborIndexRates. rateIgnoringFixings(IborIndexObservation observation)Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.doubleSimpleIborIndexRates. rateIgnoringFixings(IborIndexObservation observation)PointSensitivityBuilderDiscountIborIndexRates. rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)PointSensitivityBuilderHistoricIborIndexRates. rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)PointSensitivityBuilderIborIndexRates. rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.PointSensitivityBuilderSimpleIborIndexRates. rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)PointSensitivityBuilderDiscountIborIndexRates. ratePointSensitivity(IborIndexObservation observation)PointSensitivityBuilderHistoricIborIndexRates. ratePointSensitivity(IborIndexObservation observation)PointSensitivityBuilderIborIndexRates. ratePointSensitivity(IborIndexObservation observation)Calculates the point sensitivity of the historic or forward rate at the specified fixing date.PointSensitivityBuilderSimpleIborIndexRates. ratePointSensitivity(IborIndexObservation observation) -
Uses of IborIndexObservation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return IborIndexObservation Modifier and Type Method Description IborIndexObservationIborInterpolatedRateComputation. getLongObservation()Gets the longer Ibor index observation.IborIndexObservationIborAveragedFixing. getObservation()Gets the Ibor index observation to use to determine a rate for the reset period.IborIndexObservationIborRateComputation. getObservation()Gets the underlying index observation.IborIndexObservationIborInterpolatedRateComputation. getShortObservation()Gets the shorter Ibor index observation.Methods in com.opengamma.strata.product.rate that return types with arguments of type IborIndexObservation Modifier and Type Method Description org.joda.beans.MetaProperty<IborIndexObservation>IborInterpolatedRateComputation.Meta. longObservation()The meta-property for thelongObservationproperty.org.joda.beans.MetaProperty<IborIndexObservation>IborAveragedFixing.Meta. observation()The meta-property for theobservationproperty.org.joda.beans.MetaProperty<IborIndexObservation>IborRateComputation.Meta. observation()The meta-property for theobservationproperty.org.joda.beans.MetaProperty<IborIndexObservation>IborInterpolatedRateComputation.Meta. shortObservation()The meta-property for theshortObservationproperty.Methods in com.opengamma.strata.product.rate with parameters of type IborIndexObservation Modifier and Type Method Description IborAveragedFixing.BuilderIborAveragedFixing.Builder. observation(IborIndexObservation observation)Sets the Ibor index observation to use to determine a rate for the reset period.static IborAveragedFixingIborAveragedFixing. of(IborIndexObservation observation)Creates aIborAveragedFixingfrom the fixing date with a weight of 1.static IborAveragedFixingIborAveragedFixing. of(IborIndexObservation observation, Double fixedRate)Creates aIborAveragedFixingfrom the fixing date with a weight of 1.static IborInterpolatedRateComputationIborInterpolatedRateComputation. of(IborIndexObservation shortObservation, IborIndexObservation longObservation)Creates an instance from the two underlying index observations.static IborRateComputationIborRateComputation. of(IborIndexObservation underlyingObservation)Creates an instance from the underlying index observation.static IborAveragedFixingIborAveragedFixing. ofDaysInResetPeriod(IborIndexObservation observation, LocalDate startDate, LocalDate endDate)Creates aIborAveragedFixingfrom the fixing date, calculating the weight from the number of days in the reset period.static IborAveragedFixingIborAveragedFixing. ofDaysInResetPeriod(IborIndexObservation observation, LocalDate startDate, LocalDate endDate, Double fixedRate)Creates aIborAveragedFixingfrom the fixing date, calculating the weight from the number of days in the reset period.
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