Uses of Package
com.opengamma.strata.pricer.rate

Packages that use com.opengamma.strata.pricer.rate

Package	Description
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.payment	Calculation functions for payment products.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms	Calculators for CMS.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
com.opengamma.strata.pricer.deposit	Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.pricer.dsf	Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.impl.cms
com.opengamma.strata.pricer.impl.rate	Internal implementations of rate calculations.
com.opengamma.strata.pricer.impl.rate.swap
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.bond

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.capfloor

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.cms

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.deposit

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.dsf

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.fra

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.fx

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.fxopt

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.index

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.payment

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.rate

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.swap

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.measure.swaption

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.bond

Class	Description
RateComputationFn	Computes a rate.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.capfloor

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.cms

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.curve

Class	Description
ImmutableRatesProvider	The default immutable rates provider, used to calculate analytic measures.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.deposit

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.dsf

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.fra

Class	Description
RateComputationFn	Computes a rate.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.fx

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.fxopt

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.impl.cms

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.impl.rate

Class	Description
RateComputationFn	Computes a rate.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.impl.rate.swap

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.impl.swap

Class	Description
RateComputationFn	Computes a rate.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.index

Class	Description
RateComputationFn	Computes a rate.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.rate

Class	Description
DiscountIborIndexRates	An Ibor index curve providing rates from discount factors.
DiscountIborIndexRates.Meta	The meta-bean for DiscountIborIndexRates.
DiscountOvernightIndexRates	An Overnight index curve providing rates from discount factors.
DiscountOvernightIndexRates.Meta	The meta-bean for DiscountOvernightIndexRates.
HistoricIborIndexRates	Historic Ibor index rates, used for indices that are no longer active.
HistoricIborIndexRates.Meta	The meta-bean for HistoricIborIndexRates.
HistoricOvernightIndexRates	Historic Overnight index rates, used for indices that are no longer active.
HistoricOvernightIndexRates.Meta	The meta-bean for HistoricOvernightIndexRates.
HistoricPriceIndexValues	Historic Price index values, used for indices that are no longer active.
HistoricPriceIndexValues.Meta	The meta-bean for HistoricPriceIndexValues.
IborIndexRates	Provides access to rates for an Ibor index.
IborRateSensitivity	Point sensitivity to a rate from an Ibor index curve.
IborRateSensitivity.Meta	The meta-bean for IborRateSensitivity.
ImmutableRatesProvider	The default immutable rates provider, used to calculate analytic measures.
ImmutableRatesProvider.Meta	The meta-bean for ImmutableRatesProvider.
ImmutableRatesProviderBuilder	Builder for the immutable rates provider.
InflationRateSensitivity	Point sensitivity to a rate from a price index curve.
InflationRateSensitivity.Meta	The meta-bean for InflationRateSensitivity.
OvernightIndexRates	Provides access to rates for an Overnight index.
OvernightRateSensitivity	Point sensitivity to a rate from an Overnight index curve.
OvernightRateSensitivity.Meta	The meta-bean for OvernightRateSensitivity.
PriceIndexValues	Provides access to the values of a price index.
RateComputationFn	Computes a rate.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
SimpleIborIndexRates	An Ibor index curve providing rates directly from a forward rates curve.
SimpleIborIndexRates.Meta	The meta-bean for SimpleIborIndexRates.
SimplePriceIndexValues	Provides values for a Price index from a forward curve.
SimplePriceIndexValues.Meta	The meta-bean for SimplePriceIndexValues.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.sensitivity

Class	Description
ImmutableRatesProvider	The default immutable rates provider, used to calculate analytic measures.
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.swap

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

Classes in com.opengamma.strata.pricer.rate used by com.opengamma.strata.pricer.swaption

Class	Description
RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.