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

Packages that use Index

Package	Description
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.loader	Tools for loading data from 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.observable	Market data for quotes.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
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.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.

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

Subinterfaces of Index in com.opengamma.strata.basics.index

Modifier and Type	Interface	Description
interface	FloatingRateIndex	An index used to provide floating rates, typically in interest rate swaps.
interface	FxIndex	An index of foreign exchange rates.
interface	IborIndex	An inter-bank lending rate index, such as Libor or Euribor.
interface	OvernightIndex	An Overnight index, such as Sonia or Eonia.
interface	PriceIndex	An index of prices.
interface	RateIndex	A index of interest rates, such as an Overnight or Inter-Bank rate.

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

Modifier and Type	Class	Description
class	ImmutableFxIndex	A foreign exchange index implementation based on an immutable set of rules.
class	ImmutableIborIndex	An Ibor index implementation based on an immutable set of rules.
class	ImmutableOvernightIndex	An overnight index, such as Sonia or Eonia.
class	ImmutablePriceIndex	A price index implementation based on an immutable set of rules.

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

Modifier and Type	Method	Description
Index	IndexObservation.getIndex()	Gets the index to be observed.
static Index	Index.of(String uniqueName)	Obtains an instance from the specified unique name.

Uses of Index in com.opengamma.strata.loader

Methods in com.opengamma.strata.loader that return Index

Modifier and Type	Method	Description
static Index	LoaderUtils.findIndex(String reference)	Attempts to locate a rate index by reference name.

Uses of Index in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return Index

Modifier and Type	Method	Description
Index	FpmlDocument.parseIndex(XmlElement baseEl)	Converts an FpML 'FloatingRateIndex.model' to an Index.

Methods in com.opengamma.strata.loader.fpml that return types with arguments of type Index

Modifier and Type	Method	Description
List<Index>	FpmlDocument.parseIndexes(XmlElement baseEl)	Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.

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

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

Modifier and Type	Method	Description
<T extends Index> ImmutableSet<T>	RatesCurveGroupEntry.getIndices(Class<T> indexType)	Gets the subset of indices matching the specified type for which the curve provides forward rates.

Methods in com.opengamma.strata.market.curve that return types with arguments of type Index

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<Index,Curve>>	RatesCurveGroup.Meta.forwardCurves()	The meta-property for the forwardCurves property.
ImmutableMap<Index,Curve>	RatesCurveGroup.getForwardCurves()	Gets the forward curves in the group, keyed by index.
ImmutableSet<Index>	RatesCurveGroupEntry.getIndices()	Gets the indices for which the curve provides forward rates.
org.joda.beans.MetaProperty<ImmutableSet<Index>>	RatesCurveGroupEntry.Meta.indices()	The meta-property for the indices property.

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

Modifier and Type	Method	Description
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveDefinition curveDefinition, Index index, Index... otherIndices)	Adds the definition of a forward curve to the curve group definition.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addForwardCurve(CurveName curveName, Index index, Index... otherIndices)	Adds the definition of a forward curve to the curve group definition.
Optional<Curve>	RatesCurveGroup.findForwardCurve(Index index)	Finds the forward curve for the index if there is one in the group.
Optional<CurveName>	RatesCurveGroupDefinition.findForwardCurveName(Index forwardIndex)	Finds the forward curve name for the specified index.
RatesCurveGroupEntry.Builder	RatesCurveGroupEntry.Builder.indices(Index... indices)	Sets the indices property in the builder from an array of objects.

Method parameters in com.opengamma.strata.market.curve with type arguments of type Index

Modifier and Type	Method	Description
RatesCurveGroupDefinition	RatesCurveGroupDefinition.bindTimeSeries(LocalDate valuationDate, Map<Index,LocalDateDoubleTimeSeries> tsMap)	Returns a definition that is bound to a time-series.
RatesCurveGroup.Builder	RatesCurveGroup.Builder.forwardCurves(Map<? extends Index,? extends Curve> forwardCurves)	Sets the forward curves in the group, keyed by index.
RatesCurveGroupEntry.Builder	RatesCurveGroupEntry.Builder.indices(Set<Index> indices)	Sets the indices for which the curve provides forward rates.

Uses of Index in com.opengamma.strata.market.explain

Fields in com.opengamma.strata.market.explain with type parameters of type Index

Modifier and Type	Field	Description
static ExplainKey<Index>	ExplainKey.INDEX	The observed index, such as an Ibor or Overnight index.

Uses of Index in com.opengamma.strata.market.observable

Methods in com.opengamma.strata.market.observable that return Index

Modifier and Type	Method	Description
Index	IndexQuoteId.getIndex()	Gets the index.

Methods in com.opengamma.strata.market.observable with parameters of type Index

Modifier and Type	Method	Description
static IndexQuoteId	IndexQuoteId.of(Index index)	Obtains an instance used to obtain an observable value of the index.
static IndexQuoteId	IndexQuoteId.of(Index index, FieldName fieldName)	Obtains an instance used to obtain an observable value of the index.
static IndexQuoteId	IndexQuoteId.of(Index index, FieldName fieldName, ObservableSource obsSource)	Obtains an instance used to obtain an observable value of the index, specifying the source of observable market data.

Uses of Index in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate that return types with arguments of type Index

Modifier and Type	Method	Description
ImmutableSet<Index>	RatesMarketDataLookup.getForwardIndices()	Gets the set of indices that forward rates are provided for.

Methods in com.opengamma.strata.measure.rate with parameters of type Index

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	RatesMarketDataLookup.getForwardMarketDataIds(Index index)	Gets the identifiers used to obtain the forward rates for the specified index.
default FunctionRequirements	RatesMarketDataLookup.requirements(Currency currency, Index... indices)	Creates market data requirements for the specified currency and indices.

Uses of Index in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return types with arguments of type Index

Modifier and Type	Method	Description
ImmutableMap<Index,Curve>	ImmutableRatesProvider.getIndexCurves()	Gets the forward curves, defaulted to an empty map.
ImmutableMap<Index,LocalDateDoubleTimeSeries>	ImmutableRatesProvider.getTimeSeries()	Gets the time-series, defaulted to an empty map.
ImmutableSet<Index>	ImmutableRatesProvider.getTimeSeriesIndices()
Set<Index>	RatesProvider.getTimeSeriesIndices()	Gets the set of indices that have time-series available.
org.joda.beans.MetaProperty<ImmutableMap<Index,Curve>>	ImmutableRatesProvider.Meta.indexCurves()	The meta-property for the indexCurves property.
Stream<Index>	ImmutableRatesProvider.indices()
default Stream<Index>	RatesProvider.indices()	Gets the forward indices that are available.
org.joda.beans.MetaProperty<ImmutableMap<Index,LocalDateDoubleTimeSeries>>	ImmutableRatesProvider.Meta.timeSeries()	The meta-property for the timeSeries property.

Methods in com.opengamma.strata.pricer.rate with parameters of type Index

Modifier and Type	Method	Description
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurve(Index index, Curve forwardCurve)	Adds an index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurve(Index index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an index forward curve to the provider with associated time-series.
LocalDateDoubleTimeSeries	ImmutableRatesProvider.timeSeries(Index index)
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.timeSeries(Index index, LocalDateDoubleTimeSeries timeSeries)	Adds a time-series to the provider.
LocalDateDoubleTimeSeries	RatesProvider.timeSeries(Index index)	Gets the time series.

Method parameters in com.opengamma.strata.pricer.rate with type arguments of type Index

Modifier and Type	Method	Description
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurves(Map<? extends Index,? extends Curve> indexCurves)	Adds index forward curves to the provider with associated time-series.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.indexCurves(Map<? extends Index,? extends Curve> indexCurves, Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries)	Adds index forward curves to the provider with associated time-series.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.timeSeries(Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries)	Adds time-series to the provider.

Uses of Index in com.opengamma.strata.product.bond

Method parameters in com.opengamma.strata.product.bond with type arguments of type Index

Modifier and Type	Method	Description
void	BondPaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)	Collects all the indices referred to by this period.
void	CapitalIndexedBondPaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)
void	FixedCouponBondPaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)
void	KnownAmountBondPaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)

Uses of Index in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return types with arguments of type Index

Modifier and Type	Method	Description
ImmutableSet<Index>	IborCapFloor.allIndices()	Returns the set of indices referred to by the cap/floor.
ImmutableSet<Index>	ResolvedIborCapFloor.allIndices()	Returns the set of indices referred to by the cap/floor.

Uses of Index in com.opengamma.strata.product.cms

Methods in com.opengamma.strata.product.cms that return types with arguments of type Index

Modifier and Type	Method	Description
ImmutableSet<Index>	Cms.allRateIndices()	Returns the set of rate indices referred to by the CMS.

Uses of Index in com.opengamma.strata.product.rate

Method parameters in com.opengamma.strata.product.rate with type arguments of type Index

Modifier and Type	Method	Description
void	FixedOvernightCompoundedAnnualRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	FixedRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	IborAveragedRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	IborInterpolatedRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	IborRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	InflationEndInterpolatedRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	InflationEndMonthRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	InflationInterpolatedRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	InflationMonthlyRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
default void	OvernightRateComputation.collectIndices(ImmutableSet.Builder<Index> builder)
void	RateComputation.collectIndices(ImmutableSet.Builder<Index> builder)	Collects all the indices referred to by this computation.

Uses of Index in com.opengamma.strata.product.swap

Subinterfaces of Index in com.opengamma.strata.product.swap

Modifier and Type	Interface	Description
interface	SwapIndex	A swap index.

Classes in com.opengamma.strata.product.swap that implement Index

Modifier and Type	Class	Description
class	ImmutableSwapIndex	A swap index implementation based on an immutable set of rules.

Methods in com.opengamma.strata.product.swap that return types with arguments of type Index

Modifier and Type	Method	Description
ImmutableSet<Index>	ResolvedSwap.allIndices()	Returns the set of indices referred to by the swap.
ImmutableSet<Index>	Swap.allIndices()	Returns the set of indices referred to by the swap.
default ImmutableSet<Index>	SwapLeg.allIndices()	Returns the set of indices referred to by the leg.

Method parameters in com.opengamma.strata.product.swap with type arguments of type Index

Modifier and Type	Method	Description
void	FixedRateCalculation.collectIndices(ImmutableSet.Builder<Index> builder)
void	IborRateCalculation.collectIndices(ImmutableSet.Builder<Index> builder)
void	InflationRateCalculation.collectIndices(ImmutableSet.Builder<Index> builder)
void	KnownAmountNotionalSwapPaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)
void	KnownAmountSwapLeg.collectIndices(ImmutableSet.Builder<Index> builder)
void	KnownAmountSwapPaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)
void	OvernightRateCalculation.collectIndices(ImmutableSet.Builder<Index> builder)
void	RateCalculation.collectIndices(ImmutableSet.Builder<Index> builder)	Collects all the indices referred to by this calculation.
void	RateCalculationSwapLeg.collectIndices(ImmutableSet.Builder<Index> builder)
void	RatePaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)
void	RatePeriodSwapLeg.collectIndices(ImmutableSet.Builder<Index> builder)
void	ResolvedSwapLeg.collectIndices(ImmutableSet.Builder<Index> builder)	Collects all the indices referred to by this leg.
void	SwapLeg.collectIndices(ImmutableSet.Builder<Index> builder)	Collects all the indices referred to by this leg.
void	SwapPaymentPeriod.collectIndices(ImmutableSet.Builder<Index> builder)	Collects all the indices referred to by this period.