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 non-backwards 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.