Uses of Class
com.opengamma.strata.basics.index.OvernightIndexObservation

Packages that use OvernightIndexObservation

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.

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

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

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

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

Modifier and Type	Method	Description
Class<? extends OvernightIndexObservation>	OvernightIndexObservation.Meta.beanType()

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

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

Modifier and Type	Method	Description
OvernightIndexObservation	OvernightRateSensitivity.getObservation()	Gets the Overnight rate observation.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<OvernightIndexObservation>	OvernightRateSensitivity.Meta.observation()	The meta-property for the observation property.

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

Modifier and Type	Method	Description
static OvernightRateSensitivity	OvernightRateSensitivity.of(OvernightIndexObservation observation, double sensitivity)	Obtains an instance from the observation and sensitivity value.
static OvernightRateSensitivity	OvernightRateSensitivity.of(OvernightIndexObservation observation, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
static OvernightRateSensitivity	OvernightRateSensitivity.ofPeriod(OvernightIndexObservation observation, LocalDate endDate, double sensitivity)	Obtains an instance for a period observation of the index from the observation and sensitivity value.
static OvernightRateSensitivity	OvernightRateSensitivity.ofPeriod(OvernightIndexObservation observation, LocalDate endDate, Currency sensitivityCurrency, double sensitivity)	Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.
double	DiscountOvernightIndexRates.periodRate(OvernightIndexObservation startDateObservation, LocalDate endDate)
double	HistoricOvernightIndexRates.periodRate(OvernightIndexObservation startDateObservation, LocalDate endDate)
double	OvernightIndexRates.periodRate(OvernightIndexObservation startDateObservation, LocalDate endDate)	Gets the historic or forward rate at the specified fixing period.
PointSensitivityBuilder	DiscountOvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)
PointSensitivityBuilder	HistoricOvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)
PointSensitivityBuilder	OvernightIndexRates.periodRatePointSensitivity(OvernightIndexObservation startDateObservation, LocalDate endDate)	Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
double	DiscountOvernightIndexRates.rate(OvernightIndexObservation observation)
double	HistoricOvernightIndexRates.rate(OvernightIndexObservation observation)
double	OvernightIndexRates.rate(OvernightIndexObservation observation)	Gets the historic or forward rate at the specified fixing date.
double	DiscountOvernightIndexRates.rateIgnoringFixings(OvernightIndexObservation observation)
double	HistoricOvernightIndexRates.rateIgnoringFixings(OvernightIndexObservation observation)
double	OvernightIndexRates.rateIgnoringFixings(OvernightIndexObservation observation)	Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.
PointSensitivityBuilder	DiscountOvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	HistoricOvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	OvernightIndexRates.rateIgnoringFixingsPointSensitivity(OvernightIndexObservation 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	DiscountOvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	HistoricOvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)
PointSensitivityBuilder	OvernightIndexRates.ratePointSensitivity(OvernightIndexObservation observation)	Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

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

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

Modifier and Type	Method	Description
default OvernightIndexObservation	OvernightRateComputation.observeOn(LocalDate fixingDate)	Creates an observation object for the specified fixing date.