Uses of Interface
com.opengamma.strata.pricer.rate.PriceIndexValues
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Packages that use PriceIndexValues 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 PriceIndexValues in com.opengamma.strata.pricer.rate
Classes in com.opengamma.strata.pricer.rate that implement PriceIndexValues Modifier and Type Class Description class
HistoricPriceIndexValues
Historic Price index values, used for indices that are no longer active.class
SimplePriceIndexValues
Provides values for a Price index from a forward curve.Methods in com.opengamma.strata.pricer.rate that return PriceIndexValues Modifier and Type Method Description static PriceIndexValues
PriceIndexValues. of(PriceIndex index, LocalDate valuationDate, Curve forwardCurve, LocalDateDoubleTimeSeries fixings)
Obtains an instance from a curve and time-series of fixings.PriceIndexValues
ImmutableRatesProvider. priceIndexValues(PriceIndex index)
PriceIndexValues
RatesProvider. priceIndexValues(PriceIndex index)
Gets the values for an Price index.PriceIndexValues
PriceIndexValues. withParameter(int parameterIndex, double newValue)
PriceIndexValues
PriceIndexValues. withPerturbation(ParameterPerturbation perturbation)
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