Package com.opengamma.strata.product.rate
Entity objects describing the rate-based financial instruments.
This package defines an abstraction, RateComputation,
that provides common ways to observe a rate, including interpolation, averaging and compounding.
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Interface Summary Interface Description OvernightRateComputation Defines the computation of a rate from a single Overnight index.RateComputation Defines a mechanism for computing a rate. -
Class Summary Class Description FixedOvernightCompoundedAnnualRateComputation Defines a known annual fixed rate of interest that follows overnight compounding.FixedOvernightCompoundedAnnualRateComputation.Meta The meta-bean forFixedOvernightCompoundedAnnualRateComputation.FixedRateComputation Defines a known fixed rate of interest.FixedRateComputation.Meta The meta-bean forFixedRateComputation.IborAveragedFixing A single fixing of an index that is observed byIborAveragedRateComputation.IborAveragedFixing.Builder The bean-builder forIborAveragedFixing.IborAveragedFixing.Meta The meta-bean forIborAveragedFixing.IborAveragedRateComputation Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.IborAveragedRateComputation.Meta The meta-bean forIborAveragedRateComputation.IborInterpolatedRateComputation Defines the computation of a rate of interest interpolated from two Ibor indices.IborInterpolatedRateComputation.Meta The meta-bean forIborInterpolatedRateComputation.IborRateComputation Defines the computation of a rate of interest from a single Ibor index.IborRateComputation.Meta The meta-bean forIborRateComputation.InflationEndInterpolatedRateComputation Defines the computation of inflation figures from a price index with interpolation where the start index value is known.InflationEndInterpolatedRateComputation.Meta The meta-bean forInflationEndInterpolatedRateComputation.InflationEndMonthRateComputation Defines the computation of inflation figures from a price index where the start index value is known.InflationEndMonthRateComputation.Meta The meta-bean forInflationEndMonthRateComputation.InflationInterpolatedRateComputation Defines the computation of inflation figures from a price index with interpolation.InflationInterpolatedRateComputation.Meta The meta-bean forInflationInterpolatedRateComputation.InflationMonthlyRateComputation Defines the computation of inflation figures from a price index.InflationMonthlyRateComputation.Meta The meta-bean forInflationMonthlyRateComputation.OvernightAveragedDailyRateComputation Defines the computation of an averaged daily rate for a single Overnight index.OvernightAveragedDailyRateComputation.Builder The bean-builder forOvernightAveragedDailyRateComputation.OvernightAveragedDailyRateComputation.Meta The meta-bean forOvernightAveragedDailyRateComputation.OvernightAveragedRateComputation Defines the computation of a rate from a single Overnight index that is averaged daily.OvernightAveragedRateComputation.Builder The bean-builder forOvernightAveragedRateComputation.OvernightAveragedRateComputation.Meta The meta-bean forOvernightAveragedRateComputation.OvernightCompoundedAnnualRateComputation Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.OvernightCompoundedAnnualRateComputation.Builder The bean-builder forOvernightCompoundedAnnualRateComputation.OvernightCompoundedAnnualRateComputation.Meta The meta-bean forOvernightCompoundedAnnualRateComputation.OvernightCompoundedRateComputation Defines the computation of a rate from a single Overnight index that is compounded daily.OvernightCompoundedRateComputation.Builder The bean-builder forOvernightCompoundedRateComputation.OvernightCompoundedRateComputation.Meta The meta-bean forOvernightCompoundedRateComputation.