Uses of Class
com.opengamma.strata.pricer.rate.DiscountIborIndexRates
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Packages that use DiscountIborIndexRates Package Description com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap. -
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Uses of DiscountIborIndexRates in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return DiscountIborIndexRates Modifier and Type Method Description static DiscountIborIndexRates
DiscountIborIndexRates. of(IborIndex index, DiscountFactors discountFactors)
Obtains an instance based on discount factors with no historic fixings.static DiscountIborIndexRates
DiscountIborIndexRates. of(IborIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)
Obtains an instance based on discount factors and historic fixings.DiscountIborIndexRates
DiscountIborIndexRates. withDiscountFactors(DiscountFactors factors)
Returns a new instance with different discount factors.DiscountIborIndexRates
DiscountIborIndexRates. withParameter(int parameterIndex, double newValue)
DiscountIborIndexRates
DiscountIborIndexRates. withPerturbation(ParameterPerturbation perturbation)
Methods in com.opengamma.strata.pricer.rate that return types with arguments of type DiscountIborIndexRates Modifier and Type Method Description Class<? extends DiscountIborIndexRates>
DiscountIborIndexRates.Meta. beanType()
org.joda.beans.BeanBuilder<? extends DiscountIborIndexRates>
DiscountIborIndexRates.Meta. builder()
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