Uses of Class
com.opengamma.strata.product.rate.IborInterpolatedRateComputation
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Packages that use IborInterpolatedRateComputation 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 IborInterpolatedRateComputation in com.opengamma.strata.pricer.impl.rate
Methods in com.opengamma.strata.pricer.impl.rate with parameters of type IborInterpolatedRateComputation Modifier and Type Method Description double
ForwardIborInterpolatedRateComputationFn. explainRate(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardIborInterpolatedRateComputationFn. rate(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder
ForwardIborInterpolatedRateComputationFn. rateSensitivity(IborInterpolatedRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
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Uses of IborInterpolatedRateComputation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return IborInterpolatedRateComputation Modifier and Type Method Description static IborInterpolatedRateComputation
IborInterpolatedRateComputation. of(IborIndexObservation shortObservation, IborIndexObservation longObservation)
Creates an instance from the two underlying index observations.static IborInterpolatedRateComputation
IborInterpolatedRateComputation. of(IborIndex index1, IborIndex index2, LocalDate fixingDate, ReferenceData refData)
Creates an instance from two indices and fixing date.Methods in com.opengamma.strata.product.rate that return types with arguments of type IborInterpolatedRateComputation Modifier and Type Method Description Class<? extends IborInterpolatedRateComputation>
IborInterpolatedRateComputation.Meta. beanType()
org.joda.beans.BeanBuilder<? extends IborInterpolatedRateComputation>
IborInterpolatedRateComputation.Meta. builder()
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