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 FrequencyDayCount.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 FrequencyImmutablePriceIndex. getPublicationFrequency()Gets the publication frequency of the index.FrequencyPriceIndex. 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 thepublicationFrequencyproperty.Methods in com.opengamma.strata.basics.index with parameters of type Frequency Modifier and Type Method Description ImmutablePriceIndex.BuilderImmutablePriceIndex.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 FrequencyFrequency. P12MA periodic frequency of 12 months (1 year).static FrequencyFrequency. P13WA periodic frequency of 13 weeks (91 days).static FrequencyFrequency. P1DA periodic frequency of one day.static FrequencyFrequency. P1MA periodic frequency of 1 month.static FrequencyFrequency. P1WA periodic frequency of 1 week (7 days).static FrequencyFrequency. P26WA periodic frequency of 26 weeks (182 days).static FrequencyFrequency. P2MA periodic frequency of 2 months.static FrequencyFrequency. P2WA periodic frequency of 2 weeks (14 days).static FrequencyFrequency. P3MA periodic frequency of 3 months.static FrequencyFrequency. P4MA periodic frequency of 4 months.static FrequencyFrequency. P4WA periodic frequency of 4 weeks (28 days).static FrequencyFrequency. P52WA periodic frequency of 52 weeks (364 days).static FrequencyFrequency. P6MA periodic frequency of 6 months.static FrequencyFrequency. TERMA periodic frequency matching the term.Methods in com.opengamma.strata.basics.schedule that return Frequency Modifier and Type Method Description FrequencyPeriodicSchedule. getFrequency()Gets the regular periodic frequency to use.FrequencySchedule. getFrequency()Gets the periodic frequency used when building the schedule.FrequencyFrequency. normalized()Normalizes the months and years of this tenor.static FrequencyFrequency. of(Period period)Obtains an instance from aPeriod.static FrequencyFrequency. ofDays(int days)Obtains an instance backed by a period of days.static FrequencyFrequency. ofMonths(int months)Obtains an instance backed by a period of months.static FrequencyFrequency. ofWeeks(int weeks)Obtains an instance backed by a period of weeks.static FrequencyFrequency. ofYears(int years)Obtains an instance backed by a period of years.static FrequencyFrequency. 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 thefrequencyproperty.org.joda.beans.MetaProperty<Frequency>Schedule.Meta. frequency()The meta-property for thefrequencyproperty.Methods in com.opengamma.strata.basics.schedule with parameters of type Frequency Modifier and Type Method Description intFrequency. exactDivide(Frequency other)Exactly divides this frequency by another.PeriodicSchedule.BuilderPeriodicSchedule.Builder. frequency(Frequency frequency)Sets the regular periodic frequency to use.Schedule.BuilderSchedule.Builder. frequency(Frequency frequency)Sets the periodic frequency used when building the schedule.booleanSchedulePeriod. isRegular(Frequency frequency, RollConvention rollConvention)Checks if this period is regular according to the specified frequency and roll convention.default LocalDateRollConvention. next(LocalDate date, Frequency periodicFrequency)Calculates the next date in the sequence after the input date.static PeriodicSchedulePeriodicSchedule. 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 PeriodicSchedulePeriodicSchedule. of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, RollConvention rollConvention)Obtains an instance based on roll and stub conventions.default LocalDateRollConvention. previous(LocalDate date, Frequency periodicFrequency)Calculates the previous date in the sequence after the input date.PeriodicScheduleSchedulePeriod. subSchedule(Frequency frequency, RollConvention rollConvention, StubConvention stubConvention, BusinessDayAdjustment adjustment)Creates a sub-schedule within this period.RollConventionStubConvention. 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 FrequencyValueStepSequence. 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 thefrequencyproperty.Methods in com.opengamma.strata.basics.value with parameters of type Frequency Modifier and Type Method Description static ValueStepSequenceValueStepSequence. 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 FrequencyLoaderUtils. 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 FrequencyFpmlDocument. convertFrequency(String multiplier, String unit)Converts an FpML frequency string to aFrequency.FrequencyFpmlDocument. parseFrequency(XmlElement baseEl)Converts an FpML frequency to aFrequency. -
Uses of Frequency in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return Frequency Modifier and Type Method Description FrequencySwapIsdaCreditCurveNode. 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 thepaymentFrequencyproperty.Methods in com.opengamma.strata.market.curve with parameters of type Frequency Modifier and Type Method Description static SwapIsdaCreditCurveNodeSwapIsdaCreditCurveNode. of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)Returns a curve node for a standard fixed-Ibor swap.SwapIsdaCreditCurveNode.BuilderSwapIsdaCreditCurveNode.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 FrequencyResolvedCapitalIndexedBond. getFrequency()Gets the frequency of the bond payments.FrequencyResolvedFixedCouponBond. 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 thefrequencyproperty.org.joda.beans.MetaProperty<Frequency>ResolvedFixedCouponBond.Meta. frequency()The meta-property for thefrequencyproperty.Methods in com.opengamma.strata.product.bond with parameters of type Frequency Modifier and Type Method Description ResolvedCapitalIndexedBond.BuilderResolvedCapitalIndexedBond.Builder. frequency(Frequency frequency)Sets the frequency of the bond payments.ResolvedFixedCouponBond.BuilderResolvedFixedCouponBond.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 CdsCds. 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 CdsIndexCdsIndex. 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 FrequencyImmutableCdsConvention. 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 thepaymentFrequencyproperty.Methods in com.opengamma.strata.product.credit.type with parameters of type Frequency Modifier and Type Method Description static ImmutableCdsConventionImmutableCdsConvention. of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)Obtains a convention based on the specified parameters.ImmutableCdsConvention.BuilderImmutableCdsConvention.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 FrequencyPaymentSchedule. getPaymentFrequency()Gets the periodic frequency of payments.FrequencyResetSchedule. 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 thepaymentFrequencyproperty.org.joda.beans.MetaProperty<Frequency>ResetSchedule.Meta. resetFrequency()The meta-property for theresetFrequencyproperty.Methods in com.opengamma.strata.product.swap with parameters of type Frequency Modifier and Type Method Description PaymentSchedule.BuilderPaymentSchedule.Builder. paymentFrequency(Frequency paymentFrequency)Sets the periodic frequency of payments.ResetSchedule.BuilderResetSchedule.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 FrequencyFixedRateSwapLegConvention. getAccrualFrequency()Gets the periodic frequency of accrual.FrequencyIborRateSwapLegConvention. getAccrualFrequency()Gets the periodic frequency of accrual.FrequencyOvernightRateSwapLegConvention. getAccrualFrequency()Gets the periodic frequency of accrual.FrequencyFixedRateSwapLegConvention. getPaymentFrequency()Gets the periodic frequency of payments, providing a default result if no override specified.FrequencyIborRateSwapLegConvention. getPaymentFrequency()Gets the periodic frequency of payments, providing a default result if no override specified.FrequencyOvernightRateSwapLegConvention. 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 theaccrualFrequencyproperty.org.joda.beans.MetaProperty<Frequency>IborRateSwapLegConvention.Meta. accrualFrequency()The meta-property for theaccrualFrequencyproperty.org.joda.beans.MetaProperty<Frequency>OvernightRateSwapLegConvention.Meta. accrualFrequency()The meta-property for theaccrualFrequencyproperty.org.joda.beans.MetaProperty<Frequency>FixedRateSwapLegConvention.Meta. paymentFrequency()The meta-property for thepaymentFrequencyproperty.org.joda.beans.MetaProperty<Frequency>IborRateSwapLegConvention.Meta. paymentFrequency()The meta-property for thepaymentFrequencyproperty.org.joda.beans.MetaProperty<Frequency>OvernightRateSwapLegConvention.Meta. paymentFrequency()The meta-property for thepaymentFrequencyproperty.Methods in com.opengamma.strata.product.swap.type with parameters of type Frequency Modifier and Type Method Description FixedRateSwapLegConvention.BuilderFixedRateSwapLegConvention.Builder. accrualFrequency(Frequency accrualFrequency)Sets the periodic frequency of accrual.IborRateSwapLegConvention.BuilderIborRateSwapLegConvention.Builder. accrualFrequency(Frequency accrualFrequency)Sets the periodic frequency of accrual.OvernightRateSwapLegConvention.BuilderOvernightRateSwapLegConvention.Builder. accrualFrequency(Frequency accrualFrequency)Sets the periodic frequency of accrual.static FixedRateSwapLegConventionFixedRateSwapLegConvention. of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)Obtains a convention based on the specified parameters.static OvernightRateSwapLegConventionOvernightRateSwapLegConvention. of(OvernightIndex index, Frequency frequency, int paymentOffsetDays)Obtains a convention based on the specified index, using the 'Compounded' accrual method.static OvernightRateSwapLegConventionOvernightRateSwapLegConvention. of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod)Creates a convention based on the specified index, specifying the accrual method.FixedRateSwapLegConvention.BuilderFixedRateSwapLegConvention.Builder. paymentFrequency(Frequency paymentFrequency)Sets the periodic frequency of payments, optional with defaulting getter.IborRateSwapLegConvention.BuilderIborRateSwapLegConvention.Builder. paymentFrequency(Frequency paymentFrequency)Sets the periodic frequency of payments, optional with defaulting getter.OvernightRateSwapLegConvention.BuilderOvernightRateSwapLegConvention.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 thefrequencyproperty.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 SwaptionExerciseSwaptionExercise. 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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