Package com.opengamma.strata.measure.rate

Base package for calculation functions.

This package includes the market data wrappers for rates products. These supply FX rates, discount curves and forward curves.

Interface Summary

Interface	Description
RatesMarketData	Market data for rates products.
RatesMarketDataLookup	The lookup that provides access to rates in market data.
RatesScenarioMarketData	Market data for rates products, used for calculation across multiple scenarios.

Class Summary

Class	Description
RatesCurveGroupMarketDataFunction	Market data function that builds a curve group.
RatesCurveInputsMarketDataFunction	Market data function that builds the input data used when calibrating a curve.