Uses of Interface
com.opengamma.strata.pricer.rate.OvernightIndexRates

Packages that use OvernightIndexRates

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

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

Classes in com.opengamma.strata.pricer.rate that implement OvernightIndexRates

Modifier and Type	Class	Description
class	DiscountOvernightIndexRates	An Overnight index curve providing rates from discount factors.
class	HistoricOvernightIndexRates	Historic Overnight index rates, used for indices that are no longer active.

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

Modifier and Type	Method	Description
static OvernightIndexRates	OvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, Curve forwardCurve)	Obtains an instance from a forward curve, with an empty time-series of fixings.
static OvernightIndexRates	OvernightIndexRates.of(OvernightIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)	Obtains an instance from a curve and time-series of fixings.
OvernightIndexRates	ImmutableRatesProvider.overnightIndexRates(OvernightIndex index)
OvernightIndexRates	RatesProvider.overnightIndexRates(OvernightIndex index)	Gets the rates for an Overnight index.
OvernightIndexRates	OvernightIndexRates.withParameter(int parameterIndex, double newValue)
OvernightIndexRates	OvernightIndexRates.withPerturbation(ParameterPerturbation perturbation)