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 PriceIndexObservation
PriceIndexObservation. 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()
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Uses of PriceIndexObservation in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return PriceIndexObservation Modifier and Type Method Description PriceIndexObservation
InflationRateSensitivity. 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 theobservation
property.Methods in com.opengamma.strata.pricer.rate with parameters of type PriceIndexObservation Modifier and Type Method Description static InflationRateSensitivity
InflationRateSensitivity. of(PriceIndexObservation observation, double sensitivity)
Obtains an instance from the observation and sensitivity value.static InflationRateSensitivity
InflationRateSensitivity. of(PriceIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.double
HistoricPriceIndexValues. value(PriceIndexObservation observation)
double
PriceIndexValues. value(PriceIndexObservation observation)
Gets the historic or forward rate at the specified fixing month.double
SimplePriceIndexValues. value(PriceIndexObservation observation)
PointSensitivityBuilder
HistoricPriceIndexValues. valuePointSensitivity(PriceIndexObservation observation)
PointSensitivityBuilder
PriceIndexValues. valuePointSensitivity(PriceIndexObservation observation)
Calculates the point sensitivity of the historic or forward value at the specified fixing month.PointSensitivityBuilder
SimplePriceIndexValues. valuePointSensitivity(PriceIndexObservation observation)
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Uses of PriceIndexObservation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return PriceIndexObservation Modifier and Type Method Description PriceIndexObservation
InflationEndInterpolatedRateComputation. getEndObservation()
Gets the observation at the end.PriceIndexObservation
InflationEndMonthRateComputation. getEndObservation()
Gets the observation at the end.PriceIndexObservation
InflationInterpolatedRateComputation. getEndObservation()
Gets the observation at the end.PriceIndexObservation
InflationMonthlyRateComputation. getEndObservation()
Gets the observation at the end.PriceIndexObservation
InflationEndInterpolatedRateComputation. getEndSecondObservation()
Gets the observation for interpolation at the end.PriceIndexObservation
InflationInterpolatedRateComputation. getEndSecondObservation()
Gets the observation for interpolation at the end.PriceIndexObservation
InflationInterpolatedRateComputation. getStartObservation()
Gets the observation at the start.PriceIndexObservation
InflationMonthlyRateComputation. getStartObservation()
Gets the observation at the start.PriceIndexObservation
InflationInterpolatedRateComputation. 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 theendObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationEndMonthRateComputation.Meta. endObservation()
The meta-property for theendObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationInterpolatedRateComputation.Meta. endObservation()
The meta-property for theendObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationMonthlyRateComputation.Meta. endObservation()
The meta-property for theendObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationEndInterpolatedRateComputation.Meta. endSecondObservation()
The meta-property for theendSecondObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationInterpolatedRateComputation.Meta. endSecondObservation()
The meta-property for theendSecondObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationInterpolatedRateComputation.Meta. startObservation()
The meta-property for thestartObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationMonthlyRateComputation.Meta. startObservation()
The meta-property for thestartObservation
property.org.joda.beans.MetaProperty<PriceIndexObservation>
InflationInterpolatedRateComputation.Meta. startSecondObservation()
The meta-property for thestartSecondObservation
property.
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