Uses of Class
com.opengamma.strata.basics.schedule.Frequency
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Packages that use Frequency Package Description com.opengamma.strata.basics.date Tools for working with dates.com.opengamma.strata.basics.index Entity objects describing common market indices, such as LIBOR and FED FUND.com.opengamma.strata.basics.schedule Basic financial tools for working with date-based schedules.com.opengamma.strata.basics.value Basic financial tools for working with values.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.product.bond Entity objects describing bonds.com.opengamma.strata.product.credit Entity objects describing Credit Default Swap (CDS) and CDS index.com.opengamma.strata.product.credit.type Conventions and templates to aid the construction of credit 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. -
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Uses of Frequency in com.opengamma.strata.basics.date
Methods in com.opengamma.strata.basics.date that return Frequency Modifier and Type Method Description default Frequency
DayCount.ScheduleInfo. getFrequency()
Gets the periodic frequency of the schedule period. -
Uses of Frequency in com.opengamma.strata.basics.index
Methods in com.opengamma.strata.basics.index that return Frequency Modifier and Type Method Description Frequency
ImmutablePriceIndex. getPublicationFrequency()
Gets the publication frequency of the index.Frequency
PriceIndex. getPublicationFrequency()
Gets the frequency that the index is published.Methods in com.opengamma.strata.basics.index that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
ImmutablePriceIndex.Meta. publicationFrequency()
The meta-property for thepublicationFrequency
property.Methods in com.opengamma.strata.basics.index with parameters of type Frequency Modifier and Type Method Description ImmutablePriceIndex.Builder
ImmutablePriceIndex.Builder. publicationFrequency(Frequency publicationFrequency)
Sets the publication frequency of the index. -
Uses of Frequency in com.opengamma.strata.basics.schedule
Fields in com.opengamma.strata.basics.schedule declared as Frequency Modifier and Type Field Description static Frequency
Frequency. P12M
A periodic frequency of 12 months (1 year).static Frequency
Frequency. P13W
A periodic frequency of 13 weeks (91 days).static Frequency
Frequency. P1D
A periodic frequency of one day.static Frequency
Frequency. P1M
A periodic frequency of 1 month.static Frequency
Frequency. P1W
A periodic frequency of 1 week (7 days).static Frequency
Frequency. P26W
A periodic frequency of 26 weeks (182 days).static Frequency
Frequency. P2M
A periodic frequency of 2 months.static Frequency
Frequency. P2W
A periodic frequency of 2 weeks (14 days).static Frequency
Frequency. P3M
A periodic frequency of 3 months.static Frequency
Frequency. P4M
A periodic frequency of 4 months.static Frequency
Frequency. P4W
A periodic frequency of 4 weeks (28 days).static Frequency
Frequency. P52W
A periodic frequency of 52 weeks (364 days).static Frequency
Frequency. P6M
A periodic frequency of 6 months.static Frequency
Frequency. TERM
A periodic frequency matching the term.Methods in com.opengamma.strata.basics.schedule that return Frequency Modifier and Type Method Description Frequency
PeriodicSchedule. getFrequency()
Gets the regular periodic frequency to use.Frequency
Schedule. getFrequency()
Gets the periodic frequency used when building the schedule.Frequency
Frequency. normalized()
Normalizes the months and years of this tenor.static Frequency
Frequency. of(Period period)
Obtains an instance from aPeriod
.static Frequency
Frequency. ofDays(int days)
Obtains an instance backed by a period of days.static Frequency
Frequency. ofMonths(int months)
Obtains an instance backed by a period of months.static Frequency
Frequency. ofWeeks(int weeks)
Obtains an instance backed by a period of weeks.static Frequency
Frequency. ofYears(int years)
Obtains an instance backed by a period of years.static Frequency
Frequency. parse(String toParse)
Parses a formatted string representing the frequency.Methods in com.opengamma.strata.basics.schedule that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
PeriodicSchedule.Meta. frequency()
The meta-property for thefrequency
property.org.joda.beans.MetaProperty<Frequency>
Schedule.Meta. frequency()
The meta-property for thefrequency
property.Methods in com.opengamma.strata.basics.schedule with parameters of type Frequency Modifier and Type Method Description int
Frequency. exactDivide(Frequency other)
Exactly divides this frequency by another.PeriodicSchedule.Builder
PeriodicSchedule.Builder. frequency(Frequency frequency)
Sets the regular periodic frequency to use.Schedule.Builder
Schedule.Builder. frequency(Frequency frequency)
Sets the periodic frequency used when building the schedule.boolean
SchedulePeriod. isRegular(Frequency frequency, RollConvention rollConvention)
Checks if this period is regular according to the specified frequency and roll convention.default LocalDate
RollConvention. next(LocalDate date, Frequency periodicFrequency)
Calculates the next date in the sequence after the input date.static PeriodicSchedule
PeriodicSchedule. of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, boolean preferEndOfMonth)
Obtains an instance based on a stub convention and end-of-month flag.static PeriodicSchedule
PeriodicSchedule. of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, RollConvention rollConvention)
Obtains an instance based on roll and stub conventions.default LocalDate
RollConvention. previous(LocalDate date, Frequency periodicFrequency)
Calculates the previous date in the sequence after the input date.PeriodicSchedule
SchedulePeriod. subSchedule(Frequency frequency, RollConvention rollConvention, StubConvention stubConvention, BusinessDayAdjustment adjustment)
Creates a sub-schedule within this period.RollConvention
StubConvention. toRollConvention(LocalDate start, LocalDate end, Frequency frequency, boolean preferEndOfMonth)
Converts this stub convention to the appropriate roll convention. -
Uses of Frequency in com.opengamma.strata.basics.value
Methods in com.opengamma.strata.basics.value that return Frequency Modifier and Type Method Description Frequency
ValueStepSequence. getFrequency()
Gets the frequency of the sequence.Methods in com.opengamma.strata.basics.value that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
ValueStepSequence.Meta. frequency()
The meta-property for thefrequency
property.Methods in com.opengamma.strata.basics.value with parameters of type Frequency Modifier and Type Method Description static ValueStepSequence
ValueStepSequence. of(LocalDate firstStepDate, LocalDate lastStepDate, Frequency frequency, ValueAdjustment adjustment)
Obtains an instance from the dates, frequency and change. -
Uses of Frequency in com.opengamma.strata.loader
Methods in com.opengamma.strata.loader that return Frequency Modifier and Type Method Description static Frequency
LoaderUtils. parseFrequency(String str)
Parses a frequency from the input string.Methods in com.opengamma.strata.loader that return types with arguments of type Frequency Modifier and Type Method Description static Optional<Frequency>
LoaderUtils. tryParseFrequency(String str)
Tries to parse a frequency from the input string. -
Uses of Frequency in com.opengamma.strata.loader.fpml
Methods in com.opengamma.strata.loader.fpml that return Frequency Modifier and Type Method Description Frequency
FpmlDocument. convertFrequency(String multiplier, String unit)
Converts an FpML frequency string to aFrequency
.Frequency
FpmlDocument. parseFrequency(XmlElement baseEl)
Converts an FpML frequency to aFrequency
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Uses of Frequency in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return Frequency Modifier and Type Method Description Frequency
SwapIsdaCreditCurveNode. getPaymentFrequency()
Gets the periodic frequency of payments, optional with defaulting getter.Methods in com.opengamma.strata.market.curve that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
SwapIsdaCreditCurveNode.Meta. paymentFrequency()
The meta-property for thepaymentFrequency
property.Methods in com.opengamma.strata.market.curve with parameters of type Frequency Modifier and Type Method Description static SwapIsdaCreditCurveNode
SwapIsdaCreditCurveNode. of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)
Returns a curve node for a standard fixed-Ibor swap.SwapIsdaCreditCurveNode.Builder
SwapIsdaCreditCurveNode.Builder. paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter. -
Uses of Frequency in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return Frequency Modifier and Type Method Description Frequency
ResolvedCapitalIndexedBond. getFrequency()
Gets the frequency of the bond payments.Frequency
ResolvedFixedCouponBond. getFrequency()
Gets the frequency of the bond payments.Methods in com.opengamma.strata.product.bond that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
ResolvedCapitalIndexedBond.Meta. frequency()
The meta-property for thefrequency
property.org.joda.beans.MetaProperty<Frequency>
ResolvedFixedCouponBond.Meta. frequency()
The meta-property for thefrequency
property.Methods in com.opengamma.strata.product.bond with parameters of type Frequency Modifier and Type Method Description ResolvedCapitalIndexedBond.Builder
ResolvedCapitalIndexedBond.Builder. frequency(Frequency frequency)
Sets the frequency of the bond payments.ResolvedFixedCouponBond.Builder
ResolvedFixedCouponBond.Builder. frequency(Frequency frequency)
Sets the frequency of the bond payments. -
Uses of Frequency in com.opengamma.strata.product.credit
Methods in com.opengamma.strata.product.credit with parameters of type Frequency Modifier and Type Method Description static Cds
Cds. of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS.static CdsIndex
CdsIndex. of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS index. -
Uses of Frequency in com.opengamma.strata.product.credit.type
Methods in com.opengamma.strata.product.credit.type that return Frequency Modifier and Type Method Description Frequency
ImmutableCdsConvention. getPaymentFrequency()
Gets the periodic frequency of payments.Methods in com.opengamma.strata.product.credit.type that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
ImmutableCdsConvention.Meta. paymentFrequency()
The meta-property for thepaymentFrequency
property.Methods in com.opengamma.strata.product.credit.type with parameters of type Frequency Modifier and Type Method Description static ImmutableCdsConvention
ImmutableCdsConvention. of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)
Obtains a convention based on the specified parameters.ImmutableCdsConvention.Builder
ImmutableCdsConvention.Builder. paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments. -
Uses of Frequency in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return Frequency Modifier and Type Method Description Frequency
PaymentSchedule. getPaymentFrequency()
Gets the periodic frequency of payments.Frequency
ResetSchedule. getResetFrequency()
Gets the periodic frequency of reset dates.Methods in com.opengamma.strata.product.swap that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
PaymentSchedule.Meta. paymentFrequency()
The meta-property for thepaymentFrequency
property.org.joda.beans.MetaProperty<Frequency>
ResetSchedule.Meta. resetFrequency()
The meta-property for theresetFrequency
property.Methods in com.opengamma.strata.product.swap with parameters of type Frequency Modifier and Type Method Description PaymentSchedule.Builder
PaymentSchedule.Builder. paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments.ResetSchedule.Builder
ResetSchedule.Builder. resetFrequency(Frequency resetFrequency)
Sets the periodic frequency of reset dates. -
Uses of Frequency in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return Frequency Modifier and Type Method Description Frequency
FixedRateSwapLegConvention. getAccrualFrequency()
Gets the periodic frequency of accrual.Frequency
IborRateSwapLegConvention. getAccrualFrequency()
Gets the periodic frequency of accrual.Frequency
OvernightRateSwapLegConvention. getAccrualFrequency()
Gets the periodic frequency of accrual.Frequency
FixedRateSwapLegConvention. getPaymentFrequency()
Gets the periodic frequency of payments, providing a default result if no override specified.Frequency
IborRateSwapLegConvention. getPaymentFrequency()
Gets the periodic frequency of payments, providing a default result if no override specified.Frequency
OvernightRateSwapLegConvention. getPaymentFrequency()
Gets the periodic frequency of payments, providing a default result if no override specified.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
FixedRateSwapLegConvention.Meta. accrualFrequency()
The meta-property for theaccrualFrequency
property.org.joda.beans.MetaProperty<Frequency>
IborRateSwapLegConvention.Meta. accrualFrequency()
The meta-property for theaccrualFrequency
property.org.joda.beans.MetaProperty<Frequency>
OvernightRateSwapLegConvention.Meta. accrualFrequency()
The meta-property for theaccrualFrequency
property.org.joda.beans.MetaProperty<Frequency>
FixedRateSwapLegConvention.Meta. paymentFrequency()
The meta-property for thepaymentFrequency
property.org.joda.beans.MetaProperty<Frequency>
IborRateSwapLegConvention.Meta. paymentFrequency()
The meta-property for thepaymentFrequency
property.org.joda.beans.MetaProperty<Frequency>
OvernightRateSwapLegConvention.Meta. paymentFrequency()
The meta-property for thepaymentFrequency
property.Methods in com.opengamma.strata.product.swap.type with parameters of type Frequency Modifier and Type Method Description FixedRateSwapLegConvention.Builder
FixedRateSwapLegConvention.Builder. accrualFrequency(Frequency accrualFrequency)
Sets the periodic frequency of accrual.IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. accrualFrequency(Frequency accrualFrequency)
Sets the periodic frequency of accrual.OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. accrualFrequency(Frequency accrualFrequency)
Sets the periodic frequency of accrual.static FixedRateSwapLegConvention
FixedRateSwapLegConvention. of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)
Obtains a convention based on the specified parameters.static OvernightRateSwapLegConvention
OvernightRateSwapLegConvention. of(OvernightIndex index, Frequency frequency, int paymentOffsetDays)
Obtains a convention based on the specified index, using the 'Compounded' accrual method.static OvernightRateSwapLegConvention
OvernightRateSwapLegConvention. of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod)
Creates a convention based on the specified index, specifying the accrual method.FixedRateSwapLegConvention.Builder
FixedRateSwapLegConvention.Builder. paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter.OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. paymentFrequency(Frequency paymentFrequency)
Sets the periodic frequency of payments, optional with defaulting getter. -
Uses of Frequency in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return types with arguments of type Frequency Modifier and Type Method Description org.joda.beans.MetaProperty<Frequency>
SwaptionExercise.Meta. frequency()
The meta-property for thefrequency
property.Optional<Frequency>
SwaptionExercise. getFrequency()
Gets the frequency of exercise between the earliest and latest dates.Methods in com.opengamma.strata.product.swaption with parameters of type Frequency Modifier and Type Method Description static SwaptionExercise
SwaptionExercise. ofBermudan(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, Frequency frequency, DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption where the dates are calculated.
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