Uses of Interface
com.opengamma.strata.product.rate.OvernightRateComputation
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Packages that use OvernightRateComputation Package Description 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. -
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Uses of OvernightRateComputation in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return OvernightRateComputation Modifier and Type Method Description OvernightRateComputation
ResolvedOvernightFuture. getOvernightRate()
Gets the Overnight rate observation.Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightRateComputation Modifier and Type Method Description org.joda.beans.MetaProperty<OvernightRateComputation>
ResolvedOvernightFuture.Meta. overnightRate()
The meta-property for theovernightRate
property.Methods in com.opengamma.strata.product.index with parameters of type OvernightRateComputation Modifier and Type Method Description ResolvedOvernightFuture.Builder
ResolvedOvernightFuture.Builder. overnightRate(OvernightRateComputation overnightRate)
Sets the Overnight rate observation. -
Uses of OvernightRateComputation in com.opengamma.strata.product.rate
Classes in com.opengamma.strata.product.rate that implement OvernightRateComputation Modifier and Type Class Description class
OvernightAveragedDailyRateComputation
Defines the computation of an averaged daily rate for a single Overnight index.class
OvernightAveragedRateComputation
Defines the computation of a rate from a single Overnight index that is averaged daily.class
OvernightCompoundedAnnualRateComputation
Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.class
OvernightCompoundedRateComputation
Defines the computation of a rate from a single Overnight index that is compounded daily.Methods in com.opengamma.strata.product.rate that return OvernightRateComputation Modifier and Type Method Description static OvernightRateComputation
OvernightRateComputation. of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, OvernightAccrualMethod accrualMethod, ReferenceData referenceData)
Obtains an instance.
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