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

Packages that use HistoricOvernightIndexRates

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

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

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

Modifier and Type	Method	Description
static HistoricOvernightIndexRates	HistoricOvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a time-series of fixings.
HistoricOvernightIndexRates	HistoricOvernightIndexRates.withParameter(int parameterIndex, double newValue)
HistoricOvernightIndexRates	HistoricOvernightIndexRates.withPerturbation(ParameterPerturbation perturbation)

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

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