Uses of Class
com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Packages that use ResolvedIborFixingDepositTrade

Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
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.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.

Uses of ResolvedIborFixingDepositTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return ResolvedIborFixingDepositTrade

Modifier and Type	Method	Description
ResolvedIborFixingDepositTrade	IborFixingDepositCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedIborFixingDepositTrade	IborFixingDepositCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)

Uses of ResolvedIborFixingDepositTrade in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve with type parameters of type ResolvedIborFixingDepositTrade

Modifier and Type	Field	Description
static MarketQuoteMeasure<ResolvedIborFixingDepositTrade>	MarketQuoteMeasure.IBOR_FIXING_DEPOSIT_MQ	The measure for ResolvedIborFixingDepositTrade using par rate discounting.
static TradeCalibrationMeasure<ResolvedIborFixingDepositTrade>	TradeCalibrationMeasure.IBOR_FIXING_DEPOSIT_PAR_SPREAD	The calibrator for ResolvedIborFixingDepositTrade using par spread discounting.
static PresentValueCalibrationMeasure<ResolvedIborFixingDepositTrade>	PresentValueCalibrationMeasure.IBOR_FIXING_DEPOSIT_PV	The calibrator for IborFixingDepositTrade using present value discounting.

Uses of ResolvedIborFixingDepositTrade in com.opengamma.strata.pricer.deposit

Methods in com.opengamma.strata.pricer.deposit with parameters of type ResolvedIborFixingDepositTrade

Modifier and Type	Method	Description
double	DiscountingIborFixingDepositTradePricer.parRate(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the deposit fair rate given the start and end time and the accrual factor.
PointSensitivities	DiscountingIborFixingDepositTradePricer.parRateSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the deposit fair rate sensitivity to the curves.
double	DiscountingIborFixingDepositTradePricer.parSpread(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the spread to be added to the deposit rate to have a zero present value.
PointSensitivities	DiscountingIborFixingDepositTradePricer.parSpreadSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity.
CurrencyAmount	DiscountingIborFixingDepositTradePricer.presentValue(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the present value of the Ibor fixing deposit trade.
PointSensitivities	DiscountingIborFixingDepositTradePricer.presentValueSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the Ibor fixing deposit trade.

Uses of ResolvedIborFixingDepositTrade in com.opengamma.strata.product.deposit

Methods in com.opengamma.strata.product.deposit that return ResolvedIborFixingDepositTrade

Modifier and Type	Method	Description
ResolvedIborFixingDepositTrade	ResolvedIborFixingDepositTrade.Builder.build()
static ResolvedIborFixingDepositTrade	ResolvedIborFixingDepositTrade.of(TradeInfo info, ResolvedIborFixingDeposit product)	Obtains an instance of a resolved Ibor Fixing Deposit trade.
ResolvedIborFixingDepositTrade	IborFixingDepositTrade.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.deposit that return types with arguments of type ResolvedIborFixingDepositTrade

Modifier and Type	Method	Description
Class<? extends ResolvedIborFixingDepositTrade>	ResolvedIborFixingDepositTrade.Meta.beanType()