Uses of Class
com.opengamma.strata.product.swap.OvernightAccrualMethod
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Packages that use OvernightAccrualMethod Package Description com.opengamma.strata.product.index Entity objects describing contracts based on rate indices.com.opengamma.strata.product.index.type Conventions and templates to aid the construction of rate index products.com.opengamma.strata.product.rate Entity objects describing the rate-based financial instruments.com.opengamma.strata.product.swap Entity objects describing a swap.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps. -
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Uses of OvernightAccrualMethod in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return OvernightAccrualMethod Modifier and Type Method Description OvernightAccrualMethod
OvernightFuture. getAccrualMethod()
Gets the method of accruing Overnight interest.OvernightAccrualMethod
OvernightFutureSecurity. getAccrualMethod()
Gets the method of accruing Overnight interest.Methods in com.opengamma.strata.product.index that return types with arguments of type OvernightAccrualMethod Modifier and Type Method Description org.joda.beans.MetaProperty<OvernightAccrualMethod>
OvernightFuture.Meta. accrualMethod()
The meta-property for theaccrualMethod
property.org.joda.beans.MetaProperty<OvernightAccrualMethod>
OvernightFutureSecurity.Meta. accrualMethod()
The meta-property for theaccrualMethod
property.Methods in com.opengamma.strata.product.index with parameters of type OvernightAccrualMethod Modifier and Type Method Description OvernightFuture.Builder
OvernightFuture.Builder. accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest.OvernightFutureSecurity.Builder
OvernightFutureSecurity.Builder. accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest. -
Uses of OvernightAccrualMethod in com.opengamma.strata.product.index.type
Methods in com.opengamma.strata.product.index.type that return OvernightAccrualMethod Modifier and Type Method Description OvernightAccrualMethod
ImmutableOvernightFutureContractSpec. getAccrualMethod()
Gets the method of accruing Overnight interest.Methods in com.opengamma.strata.product.index.type with parameters of type OvernightAccrualMethod Modifier and Type Method Description ImmutableOvernightFutureContractSpec.Builder
ImmutableOvernightFutureContractSpec.Builder. accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing Overnight interest. -
Uses of OvernightAccrualMethod in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate with parameters of type OvernightAccrualMethod Modifier and Type Method Description static OvernightRateComputation
OvernightRateComputation. of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, OvernightAccrualMethod accrualMethod, ReferenceData referenceData)
Obtains an instance. -
Uses of OvernightAccrualMethod in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return OvernightAccrualMethod Modifier and Type Method Description OvernightAccrualMethod
OvernightRateCalculation. getAccrualMethod()
Gets the method of accruing overnight interest, defaulted to 'Compounded'.static OvernightAccrualMethod
OvernightAccrualMethod. of(String name)
Obtains an instance from the specified name.static OvernightAccrualMethod
OvernightAccrualMethod. valueOf(String name)
Returns the enum constant of this type with the specified name.static OvernightAccrualMethod[]
OvernightAccrualMethod. values()
Returns an array containing the constants of this enum type, in the order they are declared.Methods in com.opengamma.strata.product.swap that return types with arguments of type OvernightAccrualMethod Modifier and Type Method Description org.joda.beans.MetaProperty<OvernightAccrualMethod>
OvernightRateCalculation.Meta. accrualMethod()
The meta-property for theaccrualMethod
property.Methods in com.opengamma.strata.product.swap with parameters of type OvernightAccrualMethod Modifier and Type Method Description OvernightRateCalculation.Builder
OvernightRateCalculation.Builder. accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing overnight interest, defaulted to 'Compounded'. -
Uses of OvernightAccrualMethod in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return OvernightAccrualMethod Modifier and Type Method Description OvernightAccrualMethod
OvernightRateSwapLegConvention. getAccrualMethod()
Gets the method of accruing overnight interest, defaulted to 'Compounded'.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type OvernightAccrualMethod Modifier and Type Method Description org.joda.beans.MetaProperty<OvernightAccrualMethod>
OvernightRateSwapLegConvention.Meta. accrualMethod()
The meta-property for theaccrualMethod
property.Methods in com.opengamma.strata.product.swap.type with parameters of type OvernightAccrualMethod Modifier and Type Method Description OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. accrualMethod(OvernightAccrualMethod accrualMethod)
Sets the method of accruing overnight interest, defaulted to 'Compounded'.static OvernightRateSwapLegConvention
OvernightRateSwapLegConvention. of(OvernightIndex index, Frequency frequency, int paymentOffsetDays, OvernightAccrualMethod accrualMethod)
Creates a convention based on the specified index, specifying the accrual method.
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