Interface RateComputation
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- All Known Subinterfaces:
OvernightRateComputation
- All Known Implementing Classes:
FixedOvernightCompoundedAnnualRateComputation
,FixedRateComputation
,IborAveragedRateComputation
,IborInterpolatedRateComputation
,IborRateComputation
,InflationEndInterpolatedRateComputation
,InflationEndMonthRateComputation
,InflationInterpolatedRateComputation
,InflationMonthlyRateComputation
,OvernightAveragedDailyRateComputation
,OvernightAveragedRateComputation
,OvernightCompoundedAnnualRateComputation
,OvernightCompoundedRateComputation
public interface RateComputation
Defines a mechanism for computing a rate.A floating rate can be observed in a number of ways, including from one index, interpolating two indices, averaging an index on specific dates, overnight compounding and overnight averaging.
Each implementation contains the necessary information to compute the rate.
Implementations must be immutable and thread-safe beans.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description void
collectIndices(ImmutableSet.Builder<Index> builder)
Collects all the indices referred to by this computation.
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Method Detail
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collectIndices
void collectIndices(ImmutableSet.Builder<Index> builder)
Collects all the indices referred to by this computation.A computation will typically refer to one index, such as 'GBP-LIBOR-3M'. Each index that is referred to must be added to the specified builder.
- Parameters:
builder
- the builder to use
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