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 IborIndexObservation
IborIndexObservation. 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)
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Uses of IborIndexObservation in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return IborIndexObservation Modifier and Type Method Description IborIndexObservation
IborRateSensitivity. 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 theobservation
property.Methods in com.opengamma.strata.pricer.rate with parameters of type IborIndexObservation Modifier and Type Method Description default double
IborIndexRates. explainRate(IborIndexObservation observation, ExplainMapBuilder builder, Consumer<ExplainMapBuilder> consumer)
Explains the calculation of the historic or forward rate at the specified fixing date.static IborRateSensitivity
IborRateSensitivity. of(IborIndexObservation observation, double sensitivity)
Obtains an instance from the observation and sensitivity value.static IborRateSensitivity
IborRateSensitivity. of(IborIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.double
DiscountIborIndexRates. rate(IborIndexObservation observation)
double
HistoricIborIndexRates. rate(IborIndexObservation observation)
double
IborIndexRates. rate(IborIndexObservation observation)
Gets the historic or forward rate at the specified fixing date.double
SimpleIborIndexRates. rate(IborIndexObservation observation)
double
DiscountIborIndexRates. rateIgnoringFixings(IborIndexObservation observation)
double
HistoricIborIndexRates. rateIgnoringFixings(IborIndexObservation observation)
double
IborIndexRates. 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.double
SimpleIborIndexRates. rateIgnoringFixings(IborIndexObservation observation)
PointSensitivityBuilder
DiscountIborIndexRates. rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder
HistoricIborIndexRates. rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder
IborIndexRates. 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.PointSensitivityBuilder
SimpleIborIndexRates. rateIgnoringFixingsPointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder
DiscountIborIndexRates. ratePointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder
HistoricIborIndexRates. ratePointSensitivity(IborIndexObservation observation)
PointSensitivityBuilder
IborIndexRates. ratePointSensitivity(IborIndexObservation observation)
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.PointSensitivityBuilder
SimpleIborIndexRates. ratePointSensitivity(IborIndexObservation observation)
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Uses of IborIndexObservation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return IborIndexObservation Modifier and Type Method Description IborIndexObservation
IborInterpolatedRateComputation. getLongObservation()
Gets the longer Ibor index observation.IborIndexObservation
IborAveragedFixing. getObservation()
Gets the Ibor index observation to use to determine a rate for the reset period.IborIndexObservation
IborRateComputation. getObservation()
Gets the underlying index observation.IborIndexObservation
IborInterpolatedRateComputation. 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 thelongObservation
property.org.joda.beans.MetaProperty<IborIndexObservation>
IborAveragedFixing.Meta. observation()
The meta-property for theobservation
property.org.joda.beans.MetaProperty<IborIndexObservation>
IborRateComputation.Meta. observation()
The meta-property for theobservation
property.org.joda.beans.MetaProperty<IborIndexObservation>
IborInterpolatedRateComputation.Meta. shortObservation()
The meta-property for theshortObservation
property.Methods in com.opengamma.strata.product.rate with parameters of type IborIndexObservation Modifier and Type Method Description IborAveragedFixing.Builder
IborAveragedFixing.Builder. observation(IborIndexObservation observation)
Sets the Ibor index observation to use to determine a rate for the reset period.static IborAveragedFixing
IborAveragedFixing. of(IborIndexObservation observation)
Creates aIborAveragedFixing
from the fixing date with a weight of 1.static IborAveragedFixing
IborAveragedFixing. of(IborIndexObservation observation, Double fixedRate)
Creates aIborAveragedFixing
from the fixing date with a weight of 1.static IborInterpolatedRateComputation
IborInterpolatedRateComputation. of(IborIndexObservation shortObservation, IborIndexObservation longObservation)
Creates an instance from the two underlying index observations.static IborRateComputation
IborRateComputation. of(IborIndexObservation underlyingObservation)
Creates an instance from the underlying index observation.static IborAveragedFixing
IborAveragedFixing. ofDaysInResetPeriod(IborIndexObservation observation, LocalDate startDate, LocalDate endDate)
Creates aIborAveragedFixing
from the fixing date, calculating the weight from the number of days in the reset period.static IborAveragedFixing
IborAveragedFixing. ofDaysInResetPeriod(IborIndexObservation observation, LocalDate startDate, LocalDate endDate, Double fixedRate)
Creates aIborAveragedFixing
from the fixing date, calculating the weight from the number of days in the reset period.
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