Uses of Class
com.opengamma.strata.pricer.CompoundedRateType

Packages that use CompoundedRateType

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

Uses of CompoundedRateType in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return CompoundedRateType

Modifier and Type	Method	Description
static CompoundedRateType	CompoundedRateType.of(String name)	Obtains an instance from the specified name.
static CompoundedRateType	CompoundedRateType.valueOf(String name)	Returns the enum constant of this type with the specified name.
static CompoundedRateType[]	CompoundedRateType.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Methods in com.opengamma.strata.pricer with parameters of type CompoundedRateType

Modifier and Type	Method	Description
default double	DiscountFactors.discountFactorWithSpread(double yearFraction, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Gets the discount factor for the specified year fraction with z-spread.
default double	DiscountFactors.discountFactorWithSpread(LocalDate date, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Gets the discount factor for the specified date with z-spread.
PointSensitivityBuilder	DiscountingPaymentPricer.presentValueSensitivityWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Compute the present value curve sensitivity of the payment with z-spread.
CurrencyAmount	DiscountingPaymentPricer.presentValueWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Computes the present value of the payment with z-spread by discounting.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified year fraction.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(LocalDate date, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified date.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(LocalDate date, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity	ZeroRatePeriodicDiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond trade with z-spread.
MultiCurrencyAmount	DiscountingBillTradePricer.currencyExposureWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of a bill trade with z-spread.
MultiCurrencyAmount	DiscountingBondFutureTradePricer.currencyExposureWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the currency exposure of the bond future trade with z-spread.
MultiCurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currencyExposureWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, LocalDate referenceDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond product with z-spread.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond trade with z-spread.
MultiCurrencyAmount	DiscountingFixedCouponBondTradePricer.currencyExposureWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the fixed coupon bond trade with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price of the bond security with z-spread.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the bond security with z-spread.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear, LocalDate settlementDate)	Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.
double	DiscountingFixedCouponBondProductPricer.dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price of the fixed coupon bond with z-spread.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
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.
PointSensitivities	DiscountingBondFutureTradePricer.parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the par spread sensitivity of the bond future trade with z-spread.
double	DiscountingBondFutureTradePricer.parSpreadWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the par spread of the bond future trade with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, ReferenceData refData, double cleanPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
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.
PointSensitivities	DiscountingBillProductPricer.presentValueSensitivityWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bill product with z-spread.
PointSensitivities	DiscountingBillTradePricer.presentValueSensitivityWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of a bill trade with z-spread.
PointSensitivities	DiscountingBondFutureTradePricer.presentValueSensitivityWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the present value sensitivity of the bond future trade 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.
PointSensitivityBuilder	DiscountingCapitalIndexedBondProductPricer.presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bond product with z-spread.
PointSensitivities	DiscountingCapitalIndexedBondTradePricer.presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the bond trade with z-spread.
PointSensitivityBuilder	DiscountingFixedCouponBondProductPricer.presentValueSensitivityWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the fixed coupon bond with z-spread.
PointSensitivities	DiscountingFixedCouponBondTradePricer.presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value sensitivity of the fixed coupon bond trade 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.
CurrencyAmount	DiscountingBillProductPricer.presentValueWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a bill product with z-spread.
CurrencyAmount	DiscountingBillTradePricer.presentValueWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a bill trade with z-spread.
CurrencyAmount	DiscountingBondFutureTradePricer.presentValueWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the present value of the bond future trade 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.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.presentValueWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the bond product with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the bond trade with z-spread.
CurrencyAmount	DiscountingFixedCouponBondProductPricer.presentValueWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond product with z-spread.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond trade with z-spread.
double	DiscountingBillProductPricer.priceFromCurvesWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, LocalDate settlementDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the price for settlement at a given settlement date using curves with z-spread.
PointSensitivities	DiscountingBondFutureProductPricer.priceSensitivityWithZSpread(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the price sensitivity of the bond future product with z-spread.
double	DiscountingBondFutureProductPricer.priceWithZSpread(ResolvedBondFuture future, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the price of the bond future product with z-spread.
double	DiscountingBondFutureTradePricer.priceWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the price of the bond future trade with z-spread.
double	DiscountingBillProductPricer.yieldFromCurvesWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, LocalDate settlementDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the yield for settlement at a given settlement date using curves with z-spread.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanPrice, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and clean price.
double	DiscountingFixedCouponBondProductPricer.zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, ReferenceData refData, double dirtyPrice, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the fixed coupon bond from curves and dirty price.
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, CurrencyAmount presentValue, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and present value.