Package com.opengamma.strata.market.curve.node

Curve nodes.

This package provides implementations of CurveNode.

Class Summary

Class	Description
CdsIndexIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a CDS index.
CdsIndexIsdaCreditCurveNode.Builder	The bean-builder for CdsIndexIsdaCreditCurveNode.
CdsIndexIsdaCreditCurveNode.Meta	The meta-bean for CdsIndexIsdaCreditCurveNode.
CdsIsdaCreditCurveNode	An ISDA compliant curve node whose instrument is a credit default swap.
CdsIsdaCreditCurveNode.Builder	The bean-builder for CdsIsdaCreditCurveNode.
CdsIsdaCreditCurveNode.Meta	The meta-bean for CdsIsdaCreditCurveNode.
FixedIborSwapCurveNode	A curve node whose instrument is a Fixed-Ibor interest rate swap.
FixedIborSwapCurveNode.Builder	The bean-builder for FixedIborSwapCurveNode.
FixedIborSwapCurveNode.Meta	The meta-bean for FixedIborSwapCurveNode.
FixedInflationSwapCurveNode	A curve node whose instrument is a Fixed-Inflation swap.
FixedInflationSwapCurveNode.Builder	The bean-builder for FixedInflationSwapCurveNode.
FixedInflationSwapCurveNode.Meta	The meta-bean for FixedInflationSwapCurveNode.
FixedOvernightSwapCurveNode	A curve node whose instrument is a Fixed-Overnight interest rate swap.
FixedOvernightSwapCurveNode.Builder	The bean-builder for FixedOvernightSwapCurveNode.
FixedOvernightSwapCurveNode.Meta	The meta-bean for FixedOvernightSwapCurveNode.
FraCurveNode	A curve node whose instrument is a Forward Rate Agreement (FRA).
FraCurveNode.Builder	The bean-builder for FraCurveNode.
FraCurveNode.Meta	The meta-bean for FraCurveNode.
FxSwapCurveNode	A curve node whose instrument is an FX Swap.
FxSwapCurveNode.Builder	The bean-builder for FxSwapCurveNode.
FxSwapCurveNode.Meta	The meta-bean for FxSwapCurveNode.
IborFixingDepositCurveNode	A curve node whose instrument is an Ibor fixing deposit.
IborFixingDepositCurveNode.Builder	The bean-builder for IborFixingDepositCurveNode.
IborFixingDepositCurveNode.Meta	The meta-bean for IborFixingDepositCurveNode.
IborFutureCurveNode	A curve node whose instrument is an Ibor Future.
IborFutureCurveNode.Builder	The bean-builder for IborFutureCurveNode.
IborFutureCurveNode.Meta	The meta-bean for IborFutureCurveNode.
IborIborSwapCurveNode	A curve node whose instrument is a Ibor-Ibor interest rate swap.
IborIborSwapCurveNode.Builder	The bean-builder for IborIborSwapCurveNode.
IborIborSwapCurveNode.Meta	The meta-bean for IborIborSwapCurveNode.
OvernightFutureCurveNode	A curve node whose instrument is an Overnight Future.
OvernightFutureCurveNode.Builder	The bean-builder for OvernightFutureCurveNode.
OvernightFutureCurveNode.Meta	The meta-bean for OvernightFutureCurveNode.
OvernightIborSwapCurveNode	A curve node whose instrument is an Overnight-Ibor interest rate swap.
OvernightIborSwapCurveNode.Builder	The bean-builder for OvernightIborSwapCurveNode.
OvernightIborSwapCurveNode.Meta	The meta-bean for OvernightIborSwapCurveNode.
TermDepositCurveNode	A curve node whose instrument is a term deposit.
TermDepositCurveNode.Builder	The bean-builder for TermDepositCurveNode.
TermDepositCurveNode.Meta	The meta-bean for TermDepositCurveNode.
ThreeLegBasisSwapCurveNode	A curve node whose instrument is a three leg basis swap.
ThreeLegBasisSwapCurveNode.Builder	The bean-builder for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapCurveNode.Meta	The meta-bean for ThreeLegBasisSwapCurveNode.
XCcyIborIborSwapCurveNode	A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
XCcyIborIborSwapCurveNode.Builder	The bean-builder for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapCurveNode.Meta	The meta-bean for XCcyIborIborSwapCurveNode.