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

Packages that use OvernightAveragedRateComputation

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.

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

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

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

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

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

Modifier and Type	Method	Description
OvernightAveragedRateComputation	OvernightAveragedRateComputation.Builder.build()
static OvernightAveragedRateComputation	OvernightAveragedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, ReferenceData refData)	Creates an instance from an index, accrual period dates and rate cut-off.
static OvernightAveragedRateComputation	OvernightAveragedRateComputation.of(OvernightIndex index, LocalDate startDate, LocalDate endDate, ReferenceData refData)	Creates an instance from an index and accrual period dates

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

Modifier and Type	Method	Description
Class<? extends OvernightAveragedRateComputation>	OvernightAveragedRateComputation.Meta.beanType()