Uses of Class
com.opengamma.strata.pricer.rate.HistoricIborIndexRates
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Packages that use HistoricIborIndexRates 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 HistoricIborIndexRates in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return HistoricIborIndexRates Modifier and Type Method Description static HistoricIborIndexRates
HistoricIborIndexRates. of(IborIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)
Obtains an instance from a time-series of fixings.HistoricIborIndexRates
HistoricIborIndexRates. withParameter(int parameterIndex, double newValue)
HistoricIborIndexRates
HistoricIborIndexRates. withPerturbation(ParameterPerturbation perturbation)
Methods in com.opengamma.strata.pricer.rate that return types with arguments of type HistoricIborIndexRates Modifier and Type Method Description Class<? extends HistoricIborIndexRates>
HistoricIborIndexRates.Meta. beanType()
org.joda.beans.BeanBuilder<? extends HistoricIborIndexRates>
HistoricIborIndexRates.Meta. builder()
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