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