Uses of Class
com.opengamma.strata.market.curve.RepoGroup

Packages that use RepoGroup

Package	Description
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.pricer.bond	Calculators for bonds.

Uses of RepoGroup in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return RepoGroup

Modifier and Type	Method	Description
static RepoGroup	RepoGroup.of(String name)	Obtains an instance from the specified name.

Methods in com.opengamma.strata.market.curve that return types with arguments of type RepoGroup

Modifier and Type	Method	Description
ImmutableMap<Pair<RepoGroup,Currency>,Curve>	LegalEntityCurveGroup.getRepoCurves()	Gets the repo curves in the curve group, keyed by repo group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.repoCurves()	The meta-property for the repoCurves property.

Methods in com.opengamma.strata.market.curve with parameters of type RepoGroup

Modifier and Type	Method	Description
Optional<Curve>	LegalEntityCurveGroup.findRepoCurve(RepoGroup repoGroup, Currency currency)	Finds the repo curve for the repo group and currency if there is one in the group.

Method parameters in com.opengamma.strata.market.curve with type arguments of type RepoGroup

Modifier and Type	Method	Description
static LegalEntityCurveGroup	LegalEntityCurveGroup.of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Returns a curve group containing the specified curves.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,Curve> repoCurves)	Sets the repo curves in the curve group, keyed by repo group and currency.

Uses of RepoGroup in com.opengamma.strata.measure.bond

Method parameters in com.opengamma.strata.measure.bond with type arguments of type RepoGroup

Modifier and Type	Method	Description
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(LegalEntityCurveGroup curveGroup, Map<LegalEntityId,RepoGroup> repoCurveGroups)	Obtains an instance based on a curve group and group map.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(LegalEntityCurveGroup curveGroup, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)	Obtains an instance based on a curve group and group maps.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(LegalEntityCurveGroup curveGroup, Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups)	Obtains an instance based on a curve group and group maps.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds)	Obtains an instance based on maps for repo curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, ObservableSource obsSource)	Obtains an instance based on maps for repo curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds)	Obtains an instance based on a maps for repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds, ObservableSource obsSource)	Obtains an instance based on a maps for repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds)	Obtains an instance based on a maps for repo and issuer curves.
static LegalEntityDiscountingMarketDataLookup	LegalEntityDiscountingMarketDataLookup.of(Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds, ObservableSource obsSource)	Obtains an instance based on a maps for repo and issuer curves.

Uses of RepoGroup in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return RepoGroup

Modifier and Type	Method	Description
RepoGroup	RepoCurveDiscountFactors.getRepoGroup()	Gets the repo group.
RepoGroup	RepoCurveZeroRateSensitivity.getRepoGroup()	Gets the repo group.

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type RepoGroup

Modifier and Type	Method	Description
ImmutableMap<LegalEntityId,RepoGroup>	ImmutableLegalEntityDiscountingProvider.getRepoCurveGroups()	Gets the groups used to find a repo curve by legal entity.
ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>	ImmutableLegalEntityDiscountingProvider.getRepoCurves()	Gets the repo curves, keyed by group and currency.
ImmutableMap<SecurityId,RepoGroup>	ImmutableLegalEntityDiscountingProvider.getRepoCurveSecurityGroups()	Gets the groups used to find a repo curve by security.
org.joda.beans.MetaProperty<ImmutableMap<LegalEntityId,RepoGroup>>	ImmutableLegalEntityDiscountingProvider.Meta.repoCurveGroups()	The meta-property for the repoCurveGroups property.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>>	ImmutableLegalEntityDiscountingProvider.Meta.repoCurves()	The meta-property for the repoCurves property.
org.joda.beans.MetaProperty<ImmutableMap<SecurityId,RepoGroup>>	ImmutableLegalEntityDiscountingProvider.Meta.repoCurveSecurityGroups()	The meta-property for the repoCurveSecurityGroups property.
org.joda.beans.MetaProperty<RepoGroup>	RepoCurveDiscountFactors.Meta.repoGroup()	The meta-property for the repoGroup property.
org.joda.beans.MetaProperty<RepoGroup>	RepoCurveZeroRateSensitivity.Meta.repoGroup()	The meta-property for the repoGroup property.

Methods in com.opengamma.strata.pricer.bond with parameters of type RepoGroup

Modifier and Type	Method	Description
static RepoCurveDiscountFactors	RepoCurveDiscountFactors.of(DiscountFactors discountFactors, RepoGroup group)	Obtains an instance based on discount factors and group.
static RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, RepoGroup repoGroup, double sensitivity)	Obtains an instance from the curve currency, date, sensitivity currency, group and value.
static RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.of(Currency currency, double yearFraction, RepoGroup repoGroup, double sensitivity)	Obtains an instance from the curve currency, date, group and value.
static RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.of(ZeroRateSensitivity zeroRateSensitivity, RepoGroup repoGroup)	Obtains an instance from zero rate sensitivity and group.

Method parameters in com.opengamma.strata.pricer.bond with type arguments of type RepoGroup

Modifier and Type	Method	Description
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.repoCurveGroups(Map<LegalEntityId,RepoGroup> repoCurveGroups)	Sets the groups used to find a repo curve by legal entity.
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,DiscountFactors> repoCurves)	Sets the repo curves, keyed by group and currency.
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.repoCurveSecurityGroups(Map<SecurityId,RepoGroup> repoCurveSecurityGroups)	Sets the groups used to find a repo curve by security.