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