Uses of Package
com.opengamma.strata.basics.index

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 for FxIndexObservation.
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 for IborIndexObservation.
ImmutableFloatingRateName	An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
ImmutableFloatingRateName.Meta	The meta-bean for ImmutableFloatingRateName.
ImmutableFxIndex	A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder	The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta	The meta-bean for ImmutableFxIndex.
ImmutableIborIndex	An Ibor index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder	The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta	The meta-bean for ImmutableIborIndex.
ImmutableOvernightIndex	An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder	The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta	The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex	A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder	The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta	The meta-bean for ImmutablePriceIndex.
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 for OvernightIndexObservation.
OvernightIndexObservation.Meta	The meta-bean for OvernightIndexObservation.
PriceIndex	An index of prices.
PriceIndexObservation	Information about a single observation of a Price index.
PriceIndexObservation.Meta	The meta-bean for PriceIndexObservation.
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.