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

Packages that use OvernightCompoundedRateComputation

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.rate	Entity objects describing the rate-based financial instruments.

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

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

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

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

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

Modifier and Type	Method	Description
OvernightCompoundedRateComputation	OvernightInArrearsCapletFloorletBinaryPeriod.getOvernightRate()	Gets the rate to be observed.
OvernightCompoundedRateComputation	OvernightInArrearsCapletFloorletPeriod.getOvernightRate()	Gets the rate to be observed.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<OvernightCompoundedRateComputation>	OvernightInArrearsCapletFloorletBinaryPeriod.Meta.overnightRate()	The meta-property for the overnightRate property.
org.joda.beans.MetaProperty<OvernightCompoundedRateComputation>	OvernightInArrearsCapletFloorletPeriod.Meta.overnightRate()	The meta-property for the overnightRate property.

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

Modifier and Type	Method	Description
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	OvernightInArrearsCapletFloorletBinaryPeriod.Builder.overnightRate(OvernightCompoundedRateComputation overnightRate)	Sets the rate to be observed.
OvernightInArrearsCapletFloorletPeriod.Builder	OvernightInArrearsCapletFloorletPeriod.Builder.overnightRate(OvernightCompoundedRateComputation overnightRate)	Sets the rate to be observed.

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

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

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

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

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