Uses of Class
com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
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Packages that use ResolvedIborFixingDeposit Package Description com.opengamma.strata.pricer.deposit Calculators for rate deposit instruments, such as term deposit.com.opengamma.strata.product.deposit Entity objects describing financial instruments representing a simple deposit with interest. -
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Uses of ResolvedIborFixingDeposit in com.opengamma.strata.pricer.deposit
Methods in com.opengamma.strata.pricer.deposit with parameters of type ResolvedIborFixingDeposit Modifier and Type Method Description double
DiscountingIborFixingDepositProductPricer. parRate(ResolvedIborFixingDeposit deposit, RatesProvider provider)
Calculates the deposit fair rate given the start and end time and the accrual factor.PointSensitivities
DiscountingIborFixingDepositProductPricer. parRateSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)
Calculates the deposit fair rate sensitivity to the curves.double
DiscountingIborFixingDepositProductPricer. parSpread(ResolvedIborFixingDeposit deposit, RatesProvider provider)
Calculates the spread to be added to the deposit rate to have a zero present value.PointSensitivities
DiscountingIborFixingDepositProductPricer. parSpreadSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)
Calculates the par spread curve sensitivity.CurrencyAmount
DiscountingIborFixingDepositProductPricer. presentValue(ResolvedIborFixingDeposit deposit, RatesProvider provider)
Calculates the present value of the Ibor fixing deposit product.PointSensitivities
DiscountingIborFixingDepositProductPricer. presentValueSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)
Calculates the present value sensitivity of the Ibor fixing product. -
Uses of ResolvedIborFixingDeposit in com.opengamma.strata.product.deposit
Methods in com.opengamma.strata.product.deposit that return ResolvedIborFixingDeposit Modifier and Type Method Description ResolvedIborFixingDeposit
ResolvedIborFixingDeposit.Builder. build()
ResolvedIborFixingDeposit
ResolvedIborFixingDepositTrade. getProduct()
Gets the resolved Ibor Fixing Deposit product.ResolvedIborFixingDeposit
IborFixingDeposit. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.deposit that return types with arguments of type ResolvedIborFixingDeposit Modifier and Type Method Description Class<? extends ResolvedIborFixingDeposit>
ResolvedIborFixingDeposit.Meta. beanType()
org.joda.beans.MetaProperty<ResolvedIborFixingDeposit>
ResolvedIborFixingDepositTrade.Meta. product()
The meta-property for theproduct
property.Methods in com.opengamma.strata.product.deposit with parameters of type ResolvedIborFixingDeposit Modifier and Type Method Description static ResolvedIborFixingDepositTrade
ResolvedIborFixingDepositTrade. of(TradeInfo info, ResolvedIborFixingDeposit product)
Obtains an instance of a resolved Ibor Fixing Deposit trade.ResolvedIborFixingDepositTrade.Builder
ResolvedIborFixingDepositTrade.Builder. product(ResolvedIborFixingDeposit product)
Sets the resolved Ibor Fixing Deposit product.
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