Uses of Class
com.opengamma.strata.product.rate.IborRateComputation

Packages that use IborRateComputation

Package	Description
com.opengamma.strata.pricer.impl.rate	Internal implementations of rate calculations.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.

Uses of IborRateComputation in com.opengamma.strata.pricer.impl.rate

Methods in com.opengamma.strata.pricer.impl.rate with parameters of type IborRateComputation

Modifier and Type	Method	Description
double	ForwardIborRateComputationFn.explainRate(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double	ForwardIborRateComputationFn.rate(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder	ForwardIborRateComputationFn.rateSensitivity(IborRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)

Constructor parameters in com.opengamma.strata.pricer.impl.rate with type arguments of type IborRateComputation

Constructor

Description

DispatchingRateComputationFn(RateComputationFn<IborRateComputation> iborRateComputationFn, RateComputationFn<IborInterpolatedRateComputation> iborInterpolatedRateComputationFn, RateComputationFn<IborAveragedRateComputation> iborAveragedRateComputationFn, RateComputationFn<OvernightCompoundedRateComputation> overnightCompoundedRateComputationFn, RateComputationFn<OvernightCompoundedAnnualRateComputation> overnightCompundedAnnualRateComputationFn, RateComputationFn<OvernightAveragedRateComputation> overnightAveragedRateComputationFn, RateComputationFn<OvernightAveragedDailyRateComputation> overnightAveragedDailyRateComputationFn, RateComputationFn<InflationMonthlyRateComputation> inflationMonthlyRateComputationFn, RateComputationFn<InflationInterpolatedRateComputation> inflationInterpolatedRateComputationFn, RateComputationFn<InflationEndMonthRateComputation> inflationEndMonthRateComputationFn, RateComputationFn<InflationEndInterpolatedRateComputation> inflationEndInterpolatedRateComputationFn)

Creates an instance.

Uses of IborRateComputation in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return IborRateComputation

Modifier and Type	Method	Description
IborRateComputation	IborCapletFloorletBinaryPeriod.getIborRate()	Gets the rate to be observed.
IborRateComputation	IborCapletFloorletPeriod.getIborRate()	Gets the rate to be observed.

Methods in com.opengamma.strata.product.capfloor that return types with arguments of type IborRateComputation

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborRateComputation>	IborCapletFloorletBinaryPeriod.Meta.iborRate()	The meta-property for the iborRate property.
org.joda.beans.MetaProperty<IborRateComputation>	IborCapletFloorletPeriod.Meta.iborRate()	The meta-property for the iborRate property.

Methods in com.opengamma.strata.product.capfloor with parameters of type IborRateComputation

Modifier and Type	Method	Description
IborCapletFloorletBinaryPeriod.Builder	IborCapletFloorletBinaryPeriod.Builder.iborRate(IborRateComputation iborRate)	Sets the rate to be observed.
IborCapletFloorletPeriod.Builder	IborCapletFloorletPeriod.Builder.iborRate(IborRateComputation iborRate)	Sets the rate to be observed.

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

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

Modifier and Type	Method	Description
IborRateComputation	ResolvedIborFixingDeposit.getFloatingRate()	Gets the floating rate of interest.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborRateComputation>	ResolvedIborFixingDeposit.Meta.floatingRate()	The meta-property for the floatingRate property.

Methods in com.opengamma.strata.product.deposit with parameters of type IborRateComputation

Modifier and Type	Method	Description
ResolvedIborFixingDeposit.Builder	ResolvedIborFixingDeposit.Builder.floatingRate(IborRateComputation floatingRate)	Sets the floating rate of interest.

Uses of IborRateComputation in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return IborRateComputation

Modifier and Type	Method	Description
IborRateComputation	ResolvedIborFuture.getIborRate()	Gets the Ibor rate observation.

Methods in com.opengamma.strata.product.index that return types with arguments of type IborRateComputation

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<IborRateComputation>	ResolvedIborFuture.Meta.iborRate()	The meta-property for the iborRate property.

Methods in com.opengamma.strata.product.index with parameters of type IborRateComputation

Modifier and Type	Method	Description
ResolvedIborFuture.Builder	ResolvedIborFuture.Builder.iborRate(IborRateComputation iborRate)	Sets the Ibor rate observation.

Uses of IborRateComputation in com.opengamma.strata.product.rate

Methods in com.opengamma.strata.product.rate that return IborRateComputation

Modifier and Type	Method	Description
static IborRateComputation	IborRateComputation.of(IborIndexObservation underlyingObservation)	Creates an instance from the underlying index observation.
static IborRateComputation	IborRateComputation.of(IborIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an instance from an index and fixing date.

Methods in com.opengamma.strata.product.rate that return types with arguments of type IborRateComputation

Modifier and Type	Method	Description
Class<? extends IborRateComputation>	IborRateComputation.Meta.beanType()
org.joda.beans.BeanBuilder<? extends IborRateComputation>	IborRateComputation.Meta.builder()