Uses of Package
com.opengamma.strata.product.rate

Packages that use com.opengamma.strata.product.rate

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.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
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.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.pricer.bond

Class	Description
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.pricer.fra

Class	Description
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.pricer.impl.rate

Class	Description
IborAveragedRateComputation	Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborInterpolatedRateComputation	Defines the computation of a rate of interest interpolated from two Ibor indices.
IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.
InflationEndInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
InflationEndMonthRateComputation	Defines the computation of inflation figures from a price index where the start index value is known.
InflationInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation.
InflationMonthlyRateComputation	Defines the computation of inflation figures from a price index.
OvernightAveragedDailyRateComputation	Defines the computation of an averaged daily rate for a single Overnight index.
OvernightAveragedRateComputation	Defines the computation of a rate from a single Overnight index that is averaged daily.
OvernightCompoundedAnnualRateComputation	Defines the computation of a rate from a single overnight index that follows overnight compounding using an annualized rate.
OvernightCompoundedRateComputation	Defines the computation of a rate from a single Overnight index that is compounded daily.
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.pricer.impl.swap

Class	Description
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.pricer.index

Class	Description
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.pricer.rate

Class	Description
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.bond

Class	Description
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.capfloor

Class	Description
IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.
OvernightCompoundedRateComputation	Defines the computation of a rate from a single Overnight index that is compounded daily.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.deposit

Class	Description
IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.fra

Class	Description
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.index

Class	Description
IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.
OvernightRateComputation	Defines the computation of a rate from a single Overnight index.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.rate

Class	Description
FixedOvernightCompoundedAnnualRateComputation	Defines a known annual fixed rate of interest that follows overnight compounding.
FixedOvernightCompoundedAnnualRateComputation.Meta	The meta-bean for FixedOvernightCompoundedAnnualRateComputation.
FixedRateComputation	Defines a known fixed rate of interest.
FixedRateComputation.Meta	The meta-bean for FixedRateComputation.
IborAveragedFixing	A single fixing of an index that is observed by IborAveragedRateComputation.
IborAveragedFixing.Builder	The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta	The meta-bean for IborAveragedFixing.
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 for IborAveragedRateComputation.
IborInterpolatedRateComputation	Defines the computation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateComputation.Meta	The meta-bean for IborInterpolatedRateComputation.
IborRateComputation	Defines the computation of a rate of interest from a single Ibor index.
IborRateComputation.Meta	The meta-bean for IborRateComputation.
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 for InflationEndInterpolatedRateComputation.
InflationEndMonthRateComputation	Defines the computation of inflation figures from a price index where the start index value is known.
InflationEndMonthRateComputation.Meta	The meta-bean for InflationEndMonthRateComputation.
InflationInterpolatedRateComputation	Defines the computation of inflation figures from a price index with interpolation.
InflationInterpolatedRateComputation.Meta	The meta-bean for InflationInterpolatedRateComputation.
InflationMonthlyRateComputation	Defines the computation of inflation figures from a price index.
InflationMonthlyRateComputation.Meta	The meta-bean for InflationMonthlyRateComputation.
OvernightAveragedDailyRateComputation	Defines the computation of an averaged daily rate for a single Overnight index.
OvernightAveragedDailyRateComputation.Builder	The bean-builder for OvernightAveragedDailyRateComputation.
OvernightAveragedDailyRateComputation.Meta	The meta-bean for OvernightAveragedDailyRateComputation.
OvernightAveragedRateComputation	Defines the computation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateComputation.Builder	The bean-builder for OvernightAveragedRateComputation.
OvernightAveragedRateComputation.Meta	The meta-bean for OvernightAveragedRateComputation.
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 for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedAnnualRateComputation.Meta	The meta-bean for OvernightCompoundedAnnualRateComputation.
OvernightCompoundedRateComputation	Defines the computation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateComputation.Builder	The bean-builder for OvernightCompoundedRateComputation.
OvernightCompoundedRateComputation.Meta	The meta-bean for OvernightCompoundedRateComputation.
OvernightRateComputation	Defines the computation of a rate from a single Overnight index.
RateComputation	Defines a mechanism for computing a rate.

Classes in com.opengamma.strata.product.rate used by com.opengamma.strata.product.swap

Class	Description
RateComputation	Defines a mechanism for computing a rate.