Uses of Class
com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
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Packages that use OvernightAveragedDailyRateComputation 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 OvernightAveragedDailyRateComputation in com.opengamma.strata.pricer.impl.rate
Methods in com.opengamma.strata.pricer.impl.rate with parameters of type OvernightAveragedDailyRateComputation Modifier and Type Method Description double
ForwardOvernightAveragedDailyRateComputationFn. explainRate(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider, ExplainMapBuilder builder)
double
ForwardOvernightAveragedDailyRateComputationFn. rate(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
PointSensitivityBuilder
ForwardOvernightAveragedDailyRateComputationFn. rateSensitivity(OvernightAveragedDailyRateComputation computation, LocalDate startDate, LocalDate endDate, RatesProvider provider)
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Uses of OvernightAveragedDailyRateComputation in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return OvernightAveragedDailyRateComputation Modifier and Type Method Description OvernightAveragedDailyRateComputation
OvernightAveragedDailyRateComputation.Builder. build()
static OvernightAveragedDailyRateComputation
OvernightAveragedDailyRateComputation. of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)
Creates an instance from an index and accrual period datesMethods in com.opengamma.strata.product.rate that return types with arguments of type OvernightAveragedDailyRateComputation Modifier and Type Method Description Class<? extends OvernightAveragedDailyRateComputation>
OvernightAveragedDailyRateComputation.Meta. beanType()
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