static ImmutableRatesProviderBuilder |
ImmutableRatesProvider.builder(LocalDate valuationDate) |
Creates a builder specifying the valuation date.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.discountCurve(Currency currency,
Curve discountCurve) |
Adds a discount curve to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.discountCurves(Map<Currency,? extends Curve> discountCurves) |
Adds discount curves to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.fxRateProvider(FxRateProvider fxRateProvider) |
Sets the FX rate provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.iborIndexCurve(IborIndex index,
Curve forwardCurve) |
Adds an Ibor index forward curve to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.iborIndexCurve(IborIndex index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries) |
Adds an Ibor index forward curve to the provider with associated time-series.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.indexCurve(Index index,
Curve forwardCurve) |
Adds an index forward curve to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.indexCurve(Index index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries) |
Adds an index forward curve to the provider with associated time-series.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.indexCurves(Map<? extends Index,? extends Curve> indexCurves) |
Adds index forward curves to the provider with associated time-series.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.indexCurves(Map<? extends Index,? extends Curve> indexCurves,
Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries) |
Adds index forward curves to the provider with associated time-series.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.overnightIndexCurve(OvernightIndex index,
Curve forwardCurve) |
Adds an Overnight index forward curve to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.overnightIndexCurve(OvernightIndex index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries) |
Adds an Overnight index forward curve to the provider with associated time-series.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.priceIndexCurve(PriceIndex index,
Curve forwardCurve) |
Adds a Price index forward curve to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.priceIndexCurve(PriceIndex index,
Curve forwardCurve,
LocalDateDoubleTimeSeries timeSeries) |
Adds an index forward curve to the provider with associated time-series.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.timeSeries(Index index,
LocalDateDoubleTimeSeries timeSeries) |
Adds a time-series to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProviderBuilder.timeSeries(Map<? extends Index,LocalDateDoubleTimeSeries> timeSeries) |
Adds time-series to the provider.
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ImmutableRatesProviderBuilder |
ImmutableRatesProvider.toBuilder() |
Converts this instance to a builder allowing changes to be made.
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