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

Packages that use OvernightIndex

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.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

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

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

Modifier and Type	Class	Description
class	ImmutableOvernightIndex	An overnight index, such as Sonia or Eonia.

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

Modifier and Type	Field	Description
static OvernightIndex	OvernightIndices.AUD_AONIA	The AONIA index for AUD.
static OvernightIndex	OvernightIndices.BRL_CDI	The CDI index for BRL.
static OvernightIndex	OvernightIndices.CAD_CORRA	The CORRA index for CAD.
static OvernightIndex	OvernightIndices.CHF_SARON	The SARON index for CHF.
static OvernightIndex	OvernightIndices.CHF_TOIS	Deprecated. Not published as of 2017-12-29
static OvernightIndex	OvernightIndices.DKK_TNR	The TN index for DKK.
static OvernightIndex	OvernightIndices.EUR_EONIA	The EONIA index for EUR.
static OvernightIndex	OvernightIndices.EUR_ESTER	Deprecated. Use EUR_ESTR instead
static OvernightIndex	OvernightIndices.EUR_ESTR	The ESTR index for EUR.
static OvernightIndex	OvernightIndices.GBP_SONIA	The SONIA index for GBP.
static OvernightIndex	OvernightIndices.JPY_TONAR	The TONAR index for JPY.
static OvernightIndex	OvernightIndices.NOK_NOWA	The NOWA index for NOK.
static OvernightIndex	OvernightIndices.NZD_NZIONA	The NZIONA index for NZD.
static OvernightIndex	OvernightIndices.PLN_POLONIA	The PLONIA index for PLN.
static OvernightIndex	OvernightIndices.SEK_SIOR	The SIOR index for SEK.
static OvernightIndex	OvernightIndices.USD_AMERIBOR	The AMERIBOR index for USD.
static OvernightIndex	OvernightIndices.USD_FED_FUND	The Fed Fund index for USD.
static OvernightIndex	OvernightIndices.USD_SOFR	The SOFR index for USD.
static OvernightIndex	OvernightIndices.ZAR_SABOR	The SABOR index for ZAR.

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

Modifier and Type	Method	Description
OvernightIndex	OvernightIndexObservation.getIndex()	Gets the Overnight index.
static OvernightIndex	OvernightIndex.of(String uniqueName)	Obtains an instance from the specified unique name.
OvernightIndex	FloatingRateName.toOvernightIndex()	Converts to an OvernightIndex.
OvernightIndex	ImmutableFloatingRateName.toOvernightIndex()

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

Modifier and Type	Method	Description
static ExtendedEnum<OvernightIndex>	OvernightIndex.extendedEnum()	Gets the extended enum helper.
org.joda.beans.MetaProperty<OvernightIndex>	OvernightIndexObservation.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.basics.index with parameters of type OvernightIndex

Modifier and Type	Method	Description
OvernightIndexObservation.Builder	OvernightIndexObservation.Builder.index(OvernightIndex index)	Sets the Overnight index.
static OvernightIndexObservation	OvernightIndexObservation.of(OvernightIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an IborRateObservation from an index and fixing date.

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

Methods in com.opengamma.strata.pricer.rate that return OvernightIndex

Modifier and Type	Method	Description
OvernightIndex	DiscountOvernightIndexRates.getIndex()	Gets the index that the rates are for.
OvernightIndex	HistoricOvernightIndexRates.getIndex()	Gets the index that the rates are for.
OvernightIndex	OvernightIndexRates.getIndex()	Gets the Overnight index.
OvernightIndex	OvernightRateSensitivity.getIndex()	Gets the Overnight index that the sensitivity refers to.

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

Modifier and Type	Method	Description
ImmutableSet<OvernightIndex>	ImmutableRatesProvider.getOvernightIndices()
Set<OvernightIndex>	RatesProvider.getOvernightIndices()	Gets the set of Overnight indices that are available.
org.joda.beans.MetaProperty<OvernightIndex>	DiscountOvernightIndexRates.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<OvernightIndex>	HistoricOvernightIndexRates.Meta.index()	The meta-property for the index property.

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

Modifier and Type	Method	Description
static DiscountOvernightIndexRates	DiscountOvernightIndexRates.of(OvernightIndex index, DiscountFactors discountFactors)	Obtains an instance based on discount factors with no historic fixings.
static DiscountOvernightIndexRates	DiscountOvernightIndexRates.of(OvernightIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on discount factors and historic fixings.
static HistoricOvernightIndexRates	HistoricOvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a time-series of fixings.
static OvernightIndexRates	OvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, Curve forwardCurve)	Obtains an instance from a forward curve, with an empty time-series of fixings.
static OvernightIndexRates	OvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.overnightIndexCurve(OvernightIndex index, Curve forwardCurve)	Adds an Overnight index forward curve to the provider.
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.overnightIndexCurve(OvernightIndex index, Curve forwardCurve, LocalDateDoubleTimeSeries timeSeries)	Adds an Overnight index forward curve to the provider with associated time-series.
OvernightIndexRates	ImmutableRatesProvider.overnightIndexRates(OvernightIndex index)
OvernightIndexRates	RatesProvider.overnightIndexRates(OvernightIndex index)	Gets the rates for an Overnight index.

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

Methods in com.opengamma.strata.product.capfloor that return OvernightIndex

Modifier and Type	Method	Description
OvernightIndex	OvernightInArrearsCapletFloorletBinaryPeriod.getIndex()	Gets the Ibor index.
OvernightIndex	OvernightInArrearsCapletFloorletPeriod.getIndex()	Gets the Ibor index.

Uses of OvernightIndex in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return OvernightIndex

Modifier and Type	Method	Description
OvernightIndex	OvernightFuture.getIndex()	Gets the underlying Overnight index.
OvernightIndex	OvernightFutureSecurity.getIndex()	Gets the underlying Overnight index.
OvernightIndex	ResolvedOvernightFuture.getIndex()	Gets the Overnight index that the future is based on.

Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<OvernightIndex>	OvernightFuture.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<OvernightIndex>	OvernightFutureSecurity.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.index with parameters of type OvernightIndex

Modifier and Type	Method	Description
OvernightFuture.Builder	OvernightFuture.Builder.index(OvernightIndex index)	Sets the underlying Overnight index.
OvernightFutureSecurity.Builder	OvernightFutureSecurity.Builder.index(OvernightIndex index)	Sets the underlying Overnight index.

Uses of OvernightIndex in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type that return OvernightIndex

Modifier and Type	Method	Description
OvernightIndex	ImmutableOvernightFutureContractSpec.getIndex()	Gets the Overnight index.
OvernightIndex	OvernightFutureContractSpec.getIndex()	Gets the Overnight index.
OvernightIndex	OvernightFutureTemplate.getIndex()	Gets the underlying index.

Methods in com.opengamma.strata.product.index.type with parameters of type OvernightIndex

Modifier and Type	Method	Description
ImmutableOvernightFutureContractSpec.Builder	ImmutableOvernightFutureContractSpec.Builder.index(OvernightIndex index)	Sets the Overnight index.

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

Methods in com.opengamma.strata.product.rate that return OvernightIndex

Modifier and Type	Method	Description
OvernightIndex	OvernightAveragedDailyRateComputation.getIndex()	Gets the Overnight index.
OvernightIndex	OvernightAveragedRateComputation.getIndex()	Gets the Overnight index.
OvernightIndex	OvernightCompoundedAnnualRateComputation.getIndex()	Gets the Overnight index.
OvernightIndex	OvernightCompoundedRateComputation.getIndex()	Gets the Overnight index.
OvernightIndex	OvernightRateComputation.getIndex()	Obtains the Overnight index.

Methods in com.opengamma.strata.product.rate that return types with arguments of type OvernightIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<OvernightIndex>	OvernightAveragedDailyRateComputation.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<OvernightIndex>	OvernightAveragedRateComputation.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<OvernightIndex>	OvernightCompoundedAnnualRateComputation.Meta.index()	The meta-property for the index property.
org.joda.beans.MetaProperty<OvernightIndex>	OvernightCompoundedRateComputation.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.rate with parameters of type OvernightIndex

Modifier and Type	Method	Description
OvernightAveragedDailyRateComputation.Builder	OvernightAveragedDailyRateComputation.Builder.index(OvernightIndex index)	Sets the Overnight index.
OvernightAveragedRateComputation.Builder	OvernightAveragedRateComputation.Builder.index(OvernightIndex index)	Sets the Overnight index.
OvernightCompoundedAnnualRateComputation.Builder	OvernightCompoundedAnnualRateComputation.Builder.index(OvernightIndex index)	Sets the Overnight index.
OvernightCompoundedRateComputation.Builder	OvernightCompoundedRateComputation.Builder.index(OvernightIndex index)	Sets the Overnight index.
static OvernightAveragedDailyRateComputation	OvernightAveragedDailyRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Creates an instance from an index and accrual period dates
static OvernightAveragedRateComputation	OvernightAveragedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, ReferenceData refData)	Creates an instance from an index, accrual period dates and rate cut-off.
static OvernightAveragedRateComputation	OvernightAveragedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Creates an instance from an index and accrual period dates
static OvernightCompoundedAnnualRateComputation	OvernightCompoundedAnnualRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Obtains an instance from an index and period dates.
static OvernightCompoundedRateComputation	OvernightCompoundedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, ReferenceData refData)	Creates an instance from an index, period dates and rate cut-off.
static OvernightCompoundedRateComputation	OvernightCompoundedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Creates an instance from an index and period dates
static OvernightRateComputation	OvernightRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, OvernightAccrualMethod accrualMethod, ReferenceData referenceData)	Obtains an instance.

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

Methods in com.opengamma.strata.product.swap that return OvernightIndex

Modifier and Type	Method	Description
OvernightIndex	OvernightRateCalculation.getIndex()	Gets the Overnight index.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<OvernightIndex>	OvernightRateCalculation.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.swap with parameters of type OvernightIndex

Modifier and Type	Method	Description
OvernightRateCalculation.Builder	OvernightRateCalculation.Builder.index(OvernightIndex index)	Sets the Overnight index.
static OvernightRateCalculation	OvernightRateCalculation.of(OvernightIndex index)	Obtains a rate calculation for the specified index with accrual by compounding.

Uses of OvernightIndex in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return OvernightIndex

Modifier and Type	Method	Description
OvernightIndex	OvernightRateSwapLegConvention.getIndex()	Gets the Overnight index.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<OvernightIndex>	OvernightRateSwapLegConvention.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.swap.type with parameters of type OvernightIndex

Modifier and Type	Method	Description
OvernightRateSwapLegConvention.Builder	OvernightRateSwapLegConvention.Builder.index(OvernightIndex index)	Sets the Overnight index.
static OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays)	Obtains a convention based on the specified index, using the 'Compounded' accrual method.
static OvernightRateSwapLegConvention	OvernightRateSwapLegConvention.of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod)	Creates a convention based on the specified index, specifying the accrual method.