Uses of Class
com.opengamma.strata.product.rate.IborAveragedRateComputation
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Packages that use IborAveragedRateComputation Package Description com.opengamma.strata.pricer.impl.rate Internal implementations of rate calculations.com.opengamma.strata.product.rate Entity objects describing the rate-based financial instruments. -
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Uses of IborAveragedRateComputation in com.opengamma.strata.pricer.impl.rate
Methods in com.opengamma.strata.pricer.impl.rate with parameters of type IborAveragedRateComputation Modifier and Type Method Description double
ForwardIborAveragedRateComputationFn. explainRate(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardIborAveragedRateComputationFn. rate(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder
ForwardIborAveragedRateComputationFn. rateSensitivity(IborAveragedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
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Uses of IborAveragedRateComputation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return IborAveragedRateComputation Modifier and Type Method Description static IborAveragedRateComputation
IborAveragedRateComputation. of(List<IborAveragedFixing> fixings)
Creates an instance from the individual fixings.Methods in com.opengamma.strata.product.rate that return types with arguments of type IborAveragedRateComputation Modifier and Type Method Description Class<? extends IborAveragedRateComputation>
IborAveragedRateComputation.Meta. beanType()
org.joda.beans.BeanBuilder<? extends IborAveragedRateComputation>
IborAveragedRateComputation.Meta. builder()
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