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

Packages that use RateIndex

Package	Description
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

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

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

Modifier and Type	Interface	Description
interface	IborIndex	An inter-bank lending rate index, such as Libor or Euribor.
interface	OvernightIndex	An Overnight index, such as Sonia or Eonia.

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

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

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

Modifier and Type	Method	Description
static RateIndex	RateIndex.of(String uniqueName)	Obtains an instance from the specified unique name.

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

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

Modifier and Type	Method	Description
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addCurve(CurveDefinition curveDefinition, Currency currency, RateIndex index, RateIndex... otherIndices)	Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addCurve(CurveName curveName, Currency currency, RateIndex index, RateIndex... otherIndices)	Adds a curve to the curve group definition which is used to provide discount rates and forward rates.

Uses of RateIndex in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption that return types with arguments of type RateIndex

Modifier and Type	Method	Description
ImmutableSet<RateIndex>	SwaptionMarketDataLookup.getVolatilityIndices()	Gets the set of indices that volatilities are provided for.

Methods in com.opengamma.strata.measure.swaption with parameters of type RateIndex

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	SwaptionMarketDataLookup.getVolatilityIds(RateIndex index)	Gets the identifiers used to obtain the volatilities for the specified currency.
static SwaptionMarketDataLookup	SwaptionMarketDataLookup.of(RateIndex index, SwaptionVolatilitiesId volatilityId)	Obtains an instance based on a single mapping from index to volatility identifier.
default FunctionRequirements	SwaptionMarketDataLookup.requirements(RateIndex... indices)	Creates market data requirements for the specified indices.
SwaptionVolatilities	SwaptionMarketData.volatilities(RateIndex index)	Gets the volatilities for the specified index.
SwaptionVolatilities	SwaptionMarketDataLookup.volatilities(RateIndex index, MarketData marketData)	Obtains swaption volatilities based on the specified market data.

Method parameters in com.opengamma.strata.measure.swaption with type arguments of type RateIndex

Modifier and Type	Method	Description
static SwaptionMarketDataLookup	SwaptionMarketDataLookup.of(Map<RateIndex,SwaptionVolatilitiesId> volatilityIds)	Obtains an instance based on a map of volatility identifiers.
FunctionRequirements	SwaptionMarketDataLookup.requirements(Set<RateIndex> indices)	Creates market data requirements for the specified indices.

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

Methods in com.opengamma.strata.product.cms that return RateIndex

Modifier and Type	Method	Description
RateIndex	CmsLeg.getUnderlyingIndex()	Gets the underlying Rate index that the leg is based on.
RateIndex	ResolvedCmsLeg.getUnderlyingIndex()	Gets the underlying Rate index that the leg is based on.

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

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

Modifier and Type	Method	Description
RateIndex	RateIndexSecurity.getIndex()	Get the rate index.

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

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

Modifier and Type	Method	Description
RateIndex	FloatRateSwapLegConvention.getIndex()	Gets the index of the convention.

Uses of RateIndex in com.opengamma.strata.product.swaption

Methods in com.opengamma.strata.product.swaption that return RateIndex

Modifier and Type	Method	Description
RateIndex	ResolvedSwaption.getIndex()	Gets the index of the underlying swap.
RateIndex	Swaption.getIndex()	Gets the index of the underlying swap.