Uses of Class
com.opengamma.strata.basics.index.PriceIndexObservation
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Packages that use PriceIndexObservation 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 PriceIndexObservation in com.opengamma.strata.basics.index
Methods in com.opengamma.strata.basics.index that return PriceIndexObservation Modifier and Type Method Description static PriceIndexObservationPriceIndexObservation. of(PriceIndex index, YearMonth fixingMonth)Creates an instance from an index and fixing date.Methods in com.opengamma.strata.basics.index that return types with arguments of type PriceIndexObservation Modifier and Type Method Description Class<? extends PriceIndexObservation>PriceIndexObservation.Meta. beanType()org.joda.beans.BeanBuilder<? extends PriceIndexObservation>PriceIndexObservation.Meta. builder() -
Uses of PriceIndexObservation in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return PriceIndexObservation Modifier and Type Method Description PriceIndexObservationInflationRateSensitivity. getObservation()Gets the Price index observation.Methods in com.opengamma.strata.pricer.rate that return types with arguments of type PriceIndexObservation Modifier and Type Method Description org.joda.beans.MetaProperty<PriceIndexObservation>InflationRateSensitivity.Meta. observation()The meta-property for theobservationproperty.Methods in com.opengamma.strata.pricer.rate with parameters of type PriceIndexObservation Modifier and Type Method Description static InflationRateSensitivityInflationRateSensitivity. of(PriceIndexObservation observation, double sensitivity)Obtains an instance from the observation and sensitivity value.static InflationRateSensitivityInflationRateSensitivity. of(PriceIndexObservation observation, Currency sensitivityCurrency, double sensitivity)Obtains an instance from the observation and sensitivity value, specifying the currency of the value.doubleHistoricPriceIndexValues. value(PriceIndexObservation observation)doublePriceIndexValues. value(PriceIndexObservation observation)Gets the historic or forward rate at the specified fixing month.doubleSimplePriceIndexValues. value(PriceIndexObservation observation)PointSensitivityBuilderHistoricPriceIndexValues. valuePointSensitivity(PriceIndexObservation observation)PointSensitivityBuilderPriceIndexValues. valuePointSensitivity(PriceIndexObservation observation)Calculates the point sensitivity of the historic or forward value at the specified fixing month.PointSensitivityBuilderSimplePriceIndexValues. valuePointSensitivity(PriceIndexObservation observation) -
Uses of PriceIndexObservation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return PriceIndexObservation Modifier and Type Method Description PriceIndexObservationInflationEndInterpolatedRateComputation. getEndObservation()Gets the observation at the end.PriceIndexObservationInflationEndMonthRateComputation. getEndObservation()Gets the observation at the end.PriceIndexObservationInflationInterpolatedRateComputation. getEndObservation()Gets the observation at the end.PriceIndexObservationInflationMonthlyRateComputation. getEndObservation()Gets the observation at the end.PriceIndexObservationInflationEndInterpolatedRateComputation. getEndSecondObservation()Gets the observation for interpolation at the end.PriceIndexObservationInflationInterpolatedRateComputation. getEndSecondObservation()Gets the observation for interpolation at the end.PriceIndexObservationInflationInterpolatedRateComputation. getStartObservation()Gets the observation at the start.PriceIndexObservationInflationMonthlyRateComputation. getStartObservation()Gets the observation at the start.PriceIndexObservationInflationInterpolatedRateComputation. getStartSecondObservation()Gets the observation for interpolation at the start.Methods in com.opengamma.strata.product.rate that return types with arguments of type PriceIndexObservation Modifier and Type Method Description org.joda.beans.MetaProperty<PriceIndexObservation>InflationEndInterpolatedRateComputation.Meta. endObservation()The meta-property for theendObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationEndMonthRateComputation.Meta. endObservation()The meta-property for theendObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationInterpolatedRateComputation.Meta. endObservation()The meta-property for theendObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationMonthlyRateComputation.Meta. endObservation()The meta-property for theendObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationEndInterpolatedRateComputation.Meta. endSecondObservation()The meta-property for theendSecondObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationInterpolatedRateComputation.Meta. endSecondObservation()The meta-property for theendSecondObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationInterpolatedRateComputation.Meta. startObservation()The meta-property for thestartObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationMonthlyRateComputation.Meta. startObservation()The meta-property for thestartObservationproperty.org.joda.beans.MetaProperty<PriceIndexObservation>InflationInterpolatedRateComputation.Meta. startSecondObservation()The meta-property for thestartSecondObservationproperty.
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