Uses of Package
com.opengamma.strata.basics.index
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Packages that use com.opengamma.strata.basics.index Package Description com.opengamma.strata.basics.index Entity objects describing common market indices, such as LIBOR and FED FUND.com.opengamma.strata.loader Tools for loading data from files.com.opengamma.strata.loader.fpml Loader that can convert files to financial instruments.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.market.explain Support for explaining results.com.opengamma.strata.market.observable Market data for quotes.com.opengamma.strata.measure.capfloor Calculation functions for Ibor cap/floor products.com.opengamma.strata.measure.index Calculation functions for index products.com.opengamma.strata.measure.rate Base package for calculation functions.com.opengamma.strata.measure.swaption Calculation functions for swaption products.com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap.com.opengamma.strata.pricer.index Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.com.opengamma.strata.product.bond Entity objects describing bonds.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor.com.opengamma.strata.product.cms Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.com.opengamma.strata.product.deposit Entity objects describing financial instruments representing a simple deposit with interest.com.opengamma.strata.product.deposit.type Conventions and templates to aid the construction of deposits.com.opengamma.strata.product.fra Entity objects describing a forward rate agreement (FRA).com.opengamma.strata.product.fra.type Conventions and templates to aid the construction of FRAs.com.opengamma.strata.product.fx Entity objects describing financial instruments in the foreign exchange market.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.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.basics.index Class Description FloatingRate An index or group of indices used to provide floating rates, typically in interest rate swaps.FloatingRateIndex An index used to provide floating rates, typically in interest rate swaps.FloatingRateName A floating rate index name, such as Libor, Euribor or US Fed Fund.FloatingRateType The type of a floating rate index.FxIndex An index of foreign exchange rates.FxIndexObservation Information about a single observation of an FX index.FxIndexObservation.Meta The meta-bean forFxIndexObservation
.IborIndex An inter-bank lending rate index, such as Libor or Euribor.IborIndexObservation Defines the observation of a rate of interest from a single Ibor index.IborIndexObservation.Meta The meta-bean forIborIndexObservation
.ImmutableFloatingRateName An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.ImmutableFloatingRateName.Meta The meta-bean forImmutableFloatingRateName
.ImmutableFxIndex A foreign exchange index implementation based on an immutable set of rules.ImmutableFxIndex.Builder The bean-builder forImmutableFxIndex
.ImmutableFxIndex.Meta The meta-bean forImmutableFxIndex
.ImmutableIborIndex An Ibor index implementation based on an immutable set of rules.ImmutableIborIndex.Builder The bean-builder forImmutableIborIndex
.ImmutableIborIndex.Meta The meta-bean forImmutableIborIndex
.ImmutableOvernightIndex An overnight index, such as Sonia or Eonia.ImmutableOvernightIndex.Builder The bean-builder forImmutableOvernightIndex
.ImmutableOvernightIndex.Meta The meta-bean forImmutableOvernightIndex
.ImmutablePriceIndex A price index implementation based on an immutable set of rules.ImmutablePriceIndex.Builder The bean-builder forImmutablePriceIndex
.ImmutablePriceIndex.Meta The meta-bean forImmutablePriceIndex
.Index An index of values, such as LIBOR, FED FUND or daily exchange rates.IndexObservation A single observation of an index.OvernightIndex An Overnight index, such as Sonia or Eonia.OvernightIndexObservation Information about a single observation of an Overnight index.OvernightIndexObservation.Builder The bean-builder forOvernightIndexObservation
.OvernightIndexObservation.Meta The meta-bean forOvernightIndexObservation
.PriceIndex An index of prices.PriceIndexObservation Information about a single observation of a Price index.PriceIndexObservation.Meta The meta-bean forPriceIndexObservation
.RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.loader Class Description Index An index of values, such as LIBOR, FED FUND or daily exchange rates. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.loader.fpml Class Description Index An index of values, such as LIBOR, FED FUND or daily exchange rates.PriceIndex An index of prices. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.market.curve Class Description FloatingRateName A floating rate index name, such as Libor, Euribor or US Fed Fund.Index An index of values, such as LIBOR, FED FUND or daily exchange rates.RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.market.explain Class Description Index An index of values, such as LIBOR, FED FUND or daily exchange rates. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.market.observable Class Description Index An index of values, such as LIBOR, FED FUND or daily exchange rates. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.measure.capfloor Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.measure.index Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.measure.rate Class Description Index An index of values, such as LIBOR, FED FUND or daily exchange rates. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.measure.swaption Class Description RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.pricer.capfloor Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.pricer.fx Class Description FxIndex An index of foreign exchange rates.FxIndexObservation Information about a single observation of an FX index. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.pricer.index Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.pricer.rate Class Description FxIndex An index of foreign exchange rates.IborIndex An inter-bank lending rate index, such as Libor or Euribor.IborIndexObservation Defines the observation of a rate of interest from a single Ibor index.Index An index of values, such as LIBOR, FED FUND or daily exchange rates.OvernightIndex An Overnight index, such as Sonia or Eonia.OvernightIndexObservation Information about a single observation of an Overnight index.PriceIndex An index of prices.PriceIndexObservation Information about a single observation of a Price index. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.bond Class Description Index An index of values, such as LIBOR, FED FUND or daily exchange rates. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.capfloor Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor.Index An index of values, such as LIBOR, FED FUND or daily exchange rates.OvernightIndex An Overnight index, such as Sonia or Eonia. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.cms Class Description Index An index of values, such as LIBOR, FED FUND or daily exchange rates.RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.deposit Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.deposit.type Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.fra Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.fra.type Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.fx Class Description FxIndex An index of foreign exchange rates.FxIndexObservation Information about a single observation of an FX index. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.index Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor.OvernightIndex An Overnight index, such as Sonia or Eonia.RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.index.type Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor.OvernightIndex An Overnight index, such as Sonia or Eonia. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.rate Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor.IborIndexObservation Defines the observation of a rate of interest from a single Ibor index.Index An index of values, such as LIBOR, FED FUND or daily exchange rates.OvernightIndex An Overnight index, such as Sonia or Eonia.OvernightIndexObservation Information about a single observation of an Overnight index.PriceIndex An index of prices.PriceIndexObservation Information about a single observation of a Price index. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.swap Class Description FxIndex An index of foreign exchange rates.FxIndexObservation Information about a single observation of an FX index.IborIndex An inter-bank lending rate index, such as Libor or Euribor.Index An index of values, such as LIBOR, FED FUND or daily exchange rates.OvernightIndex An Overnight index, such as Sonia or Eonia.PriceIndex An index of prices. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.swap.type Class Description IborIndex An inter-bank lending rate index, such as Libor or Euribor.OvernightIndex An Overnight index, such as Sonia or Eonia.PriceIndex An index of prices.RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate. -
Classes in com.opengamma.strata.basics.index used by com.opengamma.strata.product.swaption Class Description RateIndex A index of interest rates, such as an Overnight or Inter-Bank rate.