Uses of Class
com.opengamma.strata.market.curve.LegalEntityGroup
-
Packages that use LegalEntityGroup Package Description com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.pricer.bond Calculators for bonds. -
-
Uses of LegalEntityGroup in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return LegalEntityGroup Modifier and Type Method Description static LegalEntityGroup
LegalEntityGroup. of(String name)
Obtains an instance from the specified name.Methods in com.opengamma.strata.market.curve that return types with arguments of type LegalEntityGroup Modifier and Type Method Description ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>
LegalEntityCurveGroup. getIssuerCurves()
Gets the issuer curves in the curve group, keyed by legal entity group and currency.org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>>
LegalEntityCurveGroup.Meta. issuerCurves()
The meta-property for theissuerCurves
property.Methods in com.opengamma.strata.market.curve with parameters of type LegalEntityGroup Modifier and Type Method Description Optional<Curve>
LegalEntityCurveGroup. findIssuerCurve(LegalEntityGroup legalEntityGroup, Currency currency)
Finds the issuer curve for the legal entity group and currency if there is one in the group.Method parameters in com.opengamma.strata.market.curve with type arguments of type LegalEntityGroup Modifier and Type Method Description LegalEntityCurveGroup.Builder
LegalEntityCurveGroup.Builder. issuerCurves(Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)
Sets the issuer curves in the curve group, keyed by legal entity group and currency. -
Uses of LegalEntityGroup in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond that return LegalEntityGroup Modifier and Type Method Description LegalEntityGroup
IssuerCurveDiscountFactors. getLegalEntityGroup()
Gets the legal entity group.LegalEntityGroup
IssuerCurveZeroRateSensitivity. getLegalEntityGroup()
Gets the legal entity group.Methods in com.opengamma.strata.pricer.bond that return types with arguments of type LegalEntityGroup Modifier and Type Method Description ImmutableMap<LegalEntityId,LegalEntityGroup>
ImmutableLegalEntityDiscountingProvider. getIssuerCurveGroups()
Gets the groups used to find an issuer curve by legal entity.ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>
ImmutableLegalEntityDiscountingProvider. getIssuerCurves()
Gets the issuer curves, keyed by group and currency.org.joda.beans.MetaProperty<ImmutableMap<LegalEntityId,LegalEntityGroup>>
ImmutableLegalEntityDiscountingProvider.Meta. issuerCurveGroups()
The meta-property for theissuerCurveGroups
property.org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>>
ImmutableLegalEntityDiscountingProvider.Meta. issuerCurves()
The meta-property for theissuerCurves
property.org.joda.beans.MetaProperty<LegalEntityGroup>
IssuerCurveDiscountFactors.Meta. legalEntityGroup()
The meta-property for thelegalEntityGroup
property.org.joda.beans.MetaProperty<LegalEntityGroup>
IssuerCurveZeroRateSensitivity.Meta. legalEntityGroup()
The meta-property for thelegalEntityGroup
property.Methods in com.opengamma.strata.pricer.bond with parameters of type LegalEntityGroup Modifier and Type Method Description static IssuerCurveDiscountFactors
IssuerCurveDiscountFactors. of(DiscountFactors discountFactors, LegalEntityGroup legalEntityGroup)
Obtains an instance based on discount factors and legal entity group.static IssuerCurveZeroRateSensitivity
IssuerCurveZeroRateSensitivity. of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, LegalEntityGroup legalEntityGroup, double sensitivity)
Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.static IssuerCurveZeroRateSensitivity
IssuerCurveZeroRateSensitivity. of(Currency currency, double yearFraction, LegalEntityGroup legalEntityGroup, double sensitivity)
Obtains an instance from the curve currency, date, legal entity group and value.static IssuerCurveZeroRateSensitivity
IssuerCurveZeroRateSensitivity. of(ZeroRateSensitivity zeroRateSensitivity, LegalEntityGroup legalEntityGroup)
Obtains an instance from zero rate sensitivity and legal entity group.Method parameters in com.opengamma.strata.pricer.bond with type arguments of type LegalEntityGroup Modifier and Type Method Description ImmutableLegalEntityDiscountingProvider.Builder
ImmutableLegalEntityDiscountingProvider.Builder. issuerCurveGroups(Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)
Sets the groups used to find an issuer curve by legal entity.ImmutableLegalEntityDiscountingProvider.Builder
ImmutableLegalEntityDiscountingProvider.Builder. issuerCurves(Map<Pair<LegalEntityGroup,Currency>,DiscountFactors> issuerCurves)
Sets the issuer curves, keyed by group and currency.
-