Uses of Class
com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors

Packages that use IssuerCurveDiscountFactors

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.

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

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

Modifier and Type	Method	Description
IssuerCurveDiscountFactors	ImmutableLegalEntityDiscountingProvider.issuerCurveDiscountFactors(LegalEntityId issuerId, Currency currency)
IssuerCurveDiscountFactors	LegalEntityDiscountingProvider.issuerCurveDiscountFactors(LegalEntityId issuerId, Currency currency)	Gets the discount factors from an issuer based on the issuer ID and currency.
static IssuerCurveDiscountFactors	IssuerCurveDiscountFactors.of(DiscountFactors discountFactors, LegalEntityGroup legalEntityGroup)	Obtains an instance based on discount factors and legal entity group.

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

Modifier and Type	Method	Description
Class<? extends IssuerCurveDiscountFactors>	IssuerCurveDiscountFactors.Meta.beanType()
org.joda.beans.BeanBuilder<? extends IssuerCurveDiscountFactors>	IssuerCurveDiscountFactors.Meta.builder()

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

Modifier and Type	Method	Description
void	DiscountingCapitalIndexedBondPaymentPeriodPricer.explainPresentValue(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder)	Explains the present value of a single payment period.
void	DiscountingFixedCouponBondPaymentPeriodPricer.explainPresentValue(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, ExplainMapBuilder builder)	Explains the present value of a single fixed coupon payment period.
void	DiscountingFixedCouponBondPaymentPeriodPricer.explainPresentValueWithSpread(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, ExplainMapBuilder builder, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Explains the present value of a single fixed coupon payment period with z-spread.
void	DiscountingCapitalIndexedBondPaymentPeriodPricer.explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Explains the present value of a single payment period with z-spread.
double	DiscountingFixedCouponBondPaymentPeriodPricer.forecastValue(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors)	Calculates the forecast value of a single fixed coupon payment period.
PointSensitivityBuilder	DiscountingFixedCouponBondPaymentPeriodPricer.forecastValueSensitivity(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors)	Calculates the forecast value sensitivity of a single fixed coupon payment period.
double	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValue(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors)	Calculates the present value of a single payment period.
double	DiscountingFixedCouponBondPaymentPeriodPricer.presentValue(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors)	Calculates the present value of a single fixed coupon payment period.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivity(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors)	Calculates the present value sensitivity of a single payment period.
PointSensitivityBuilder	DiscountingFixedCouponBondPaymentPeriodPricer.presentValueSensitivity(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors)	Calculates the present value sensitivity of a single fixed coupon payment period.
PointSensitivityBuilder	DiscountingFixedCouponBondPaymentPeriodPricer.presentValueSensitivityWithSpread(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a single fixed coupon payment period with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a single payment period with z-spread.
double	DiscountingFixedCouponBondPaymentPeriodPricer.presentValueWithSpread(FixedCouponBondPaymentPeriod period, IssuerCurveDiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a single fixed coupon payment period with z-spread.
double	DiscountingCapitalIndexedBondPaymentPeriodPricer.presentValueWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a single payment period with z-spread.