Uses of Interface
com.opengamma.strata.product.rate.RateComputation

Packages that use RateComputation

Package	Description
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.impl.rate	Internal implementations of rate calculations.
com.opengamma.strata.pricer.impl.swap	Internal implementations of rate swap calculations.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Uses of RateComputation in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type RateComputation

Modifier and Type	Method	Description
RateComputationFn<RateComputation>	DiscountingCapitalIndexedBondPaymentPeriodPricer.getRateComputationFn()	Obtains the rate computation function.

Constructor parameters in com.opengamma.strata.pricer.bond with type arguments of type RateComputation

Constructor	Description
DiscountingCapitalIndexedBondPaymentPeriodPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

Uses of RateComputation in com.opengamma.strata.pricer.fra

Constructor parameters in com.opengamma.strata.pricer.fra with type arguments of type RateComputation

Constructor	Description
DiscountingFraProductPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

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

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

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

Uses of RateComputation in com.opengamma.strata.pricer.impl.swap

Constructor parameters in com.opengamma.strata.pricer.impl.swap with type arguments of type RateComputation

Constructor	Description
DiscountingRatePaymentPeriodPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

Uses of RateComputation in com.opengamma.strata.pricer.index

Constructor parameters in com.opengamma.strata.pricer.index with type arguments of type RateComputation

Constructor	Description
DiscountingOvernightFutureProductPricer(RateComputationFn<RateComputation> rateComputationFn)	Creates an instance.

Uses of RateComputation in com.opengamma.strata.pricer.rate

Classes in com.opengamma.strata.pricer.rate with type parameters of type RateComputation

Modifier and Type	Interface	Description
interface	RateComputationFn<T extends RateComputation>	Computes a rate.

Methods in com.opengamma.strata.pricer.rate that return types with arguments of type RateComputation

Modifier and Type	Method	Description
static RateComputationFn<RateComputation>	RateComputationFn.standard()	Returns the standard instance of the function.

Uses of RateComputation in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return RateComputation

Modifier and Type	Method	Description
RateComputation	CapitalIndexedBondPaymentPeriod.getRateComputation()	Gets the rate to be computed.

Methods in com.opengamma.strata.product.bond that return types with arguments of type RateComputation

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<RateComputation>	CapitalIndexedBondPaymentPeriod.Meta.rateComputation()	The meta-property for the rateComputation property.

Methods in com.opengamma.strata.product.bond with parameters of type RateComputation

Modifier and Type	Method	Description
CapitalIndexedBondPaymentPeriod.Builder	CapitalIndexedBondPaymentPeriod.Builder.rateComputation(RateComputation rateComputation)	Sets the rate to be computed.

Uses of RateComputation in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return RateComputation

Modifier and Type	Method	Description
RateComputation	ResolvedFra.getFloatingRate()	Gets the floating rate of interest.

Methods in com.opengamma.strata.product.fra that return types with arguments of type RateComputation

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<RateComputation>	ResolvedFra.Meta.floatingRate()	The meta-property for the floatingRate property.

Methods in com.opengamma.strata.product.fra with parameters of type RateComputation

Modifier and Type	Method	Description
ResolvedFra.Builder	ResolvedFra.Builder.floatingRate(RateComputation floatingRate)	Sets the floating rate of interest.

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

Subinterfaces of RateComputation in com.opengamma.strata.product.rate

Modifier and Type	Interface	Description
interface	OvernightRateComputation	Defines the computation of a rate from a single Overnight index.

Classes in com.opengamma.strata.product.rate that implement RateComputation

Modifier and Type	Class	Description
class	FixedOvernightCompoundedAnnualRateComputation	Defines a known annual fixed rate of interest that follows overnight compounding.
class	FixedRateComputation	Defines a known fixed rate of interest.
class	IborAveragedRateComputation	Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
class	IborInterpolatedRateComputation	Defines the computation of a rate of interest interpolated from two Ibor indices.
class	IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.
class	InflationEndInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
class	InflationEndMonthRateComputation	Defines the computation of inflation figures from a price index where the start index value is known.
class	InflationInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation.
class	InflationMonthlyRateComputation	Defines the computation of inflation figures from a price index.
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.

Uses of RateComputation in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return RateComputation

Modifier and Type	Method	Description
RateComputation	InflationRateCalculation.createRateComputation(LocalDate endDate)	Creates a rate observation where the start index value is known.
RateComputation	RateAccrualPeriod.getRateComputation()	Gets the rate to be computed.

Methods in com.opengamma.strata.product.swap that return types with arguments of type RateComputation

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<RateComputation>	RateAccrualPeriod.Meta.rateComputation()	The meta-property for the rateComputation property.

Methods in com.opengamma.strata.product.swap with parameters of type RateComputation

Modifier and Type	Method	Description
RateAccrualPeriod.Builder	RateAccrualPeriod.Builder.rateComputation(RateComputation rateComputation)	Sets the rate to be computed.