Uses of Class
com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates

Packages that use DiscountOvernightIndexRates

Package	Description
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

Uses of DiscountOvernightIndexRates in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return DiscountOvernightIndexRates

Modifier and Type	Method	Description
static DiscountOvernightIndexRates	DiscountOvernightIndexRates.of(OvernightIndex index, DiscountFactors discountFactors)	Obtains an instance based on discount factors with no historic fixings.
static DiscountOvernightIndexRates	DiscountOvernightIndexRates.of(OvernightIndex index, DiscountFactors discountFactors, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on discount factors and historic fixings.
DiscountOvernightIndexRates	DiscountOvernightIndexRates.withDiscountFactors(DiscountFactors factors)	Returns a new instance with different discount factors.
DiscountOvernightIndexRates	DiscountOvernightIndexRates.withParameter(int parameterIndex, double newValue)
DiscountOvernightIndexRates	DiscountOvernightIndexRates.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.rate that return types with arguments of type DiscountOvernightIndexRates

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