Package com.opengamma.strata.pricer.impl.rate
Internal implementations of rate calculations.
This package provides the ability to observe rates.
Code in this package and subpackages may change in a nonbackwards compatible way.

Class Summary Class Description ApproxForwardOvernightAveragedRateComputationFn Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.DispatchingRateComputationFn Rate computation implementation using multiple dispatch.ForwardIborAveragedRateComputationFn Rate computation implementation for a rate based on the average of multiple fixings of a single Ibor floating rate index.ForwardIborInterpolatedRateComputationFn Rate computation implementation for rate based on the weighted average of the fixing on a single date of two Ibor indices.ForwardIborRateComputationFn Rate computation implementation for an Ibor index.ForwardInflationEndInterpolatedRateComputationFn Rate computation implementation for rate based on the weighted average of fixings of a single price index.ForwardInflationEndMonthRateComputationFn Rate computation implementation for a price index.ForwardInflationInterpolatedRateComputationFn Rate computation implementation for rate based on the weighted average of fixings of a single price index.ForwardInflationMonthlyRateComputationFn Rate computation implementation for a price index.ForwardOvernightAveragedDailyRateComputationFn Rate computation implementation for an averaged daily rate for a single Overnight index.ForwardOvernightAveragedRateComputationFn Rate computation implementation for a rate based on a single overnight index that is arithmetically averaged.ForwardOvernightCompoundedAnnualRateComputationFn Rate computation implementation for a rate based on a single overnight index that is compounded using an annual rate.ForwardOvernightCompoundedRateComputationFn Rate computation implementation for a rate based on a single overnight index that is compounded.