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 doubleDiscountingIborFixingDepositProductPricer. parRate(ResolvedIborFixingDeposit deposit, RatesProvider provider)Calculates the deposit fair rate given the start and end time and the accrual factor.PointSensitivitiesDiscountingIborFixingDepositProductPricer. parRateSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)Calculates the deposit fair rate sensitivity to the curves.doubleDiscountingIborFixingDepositProductPricer. parSpread(ResolvedIborFixingDeposit deposit, RatesProvider provider)Calculates the spread to be added to the deposit rate to have a zero present value.PointSensitivitiesDiscountingIborFixingDepositProductPricer. parSpreadSensitivity(ResolvedIborFixingDeposit deposit, RatesProvider provider)Calculates the par spread curve sensitivity.CurrencyAmountDiscountingIborFixingDepositProductPricer. presentValue(ResolvedIborFixingDeposit deposit, RatesProvider provider)Calculates the present value of the Ibor fixing deposit product.PointSensitivitiesDiscountingIborFixingDepositProductPricer. 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 ResolvedIborFixingDepositResolvedIborFixingDeposit.Builder. build()ResolvedIborFixingDepositResolvedIborFixingDepositTrade. getProduct()Gets the resolved Ibor Fixing Deposit product.ResolvedIborFixingDepositIborFixingDeposit. 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 theproductproperty.Methods in com.opengamma.strata.product.deposit with parameters of type ResolvedIborFixingDeposit Modifier and Type Method Description static ResolvedIborFixingDepositTradeResolvedIborFixingDepositTrade. of(TradeInfo info, ResolvedIborFixingDeposit product)Obtains an instance of a resolved Ibor Fixing Deposit trade.ResolvedIborFixingDepositTrade.BuilderResolvedIborFixingDepositTrade.Builder. product(ResolvedIborFixingDeposit product)Sets the resolved Ibor Fixing Deposit product.
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